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This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

Optimization and Control · Mathematics 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

We consider a power transmission system monitored with Phasor Measurement Units (PMUs) placed at significant, but not all, nodes of the system. Assuming that a sufficient number of distinct single-line faults, specifically pre-fault state…

Machine Learning · Statistics 2021-04-08 Andrei Afonin , Michael Chertkov

Despite the numerous applications that may be expeditiously modelled by counting processes, stochastic filtering strategies involving Poisson-type observations still remain somewhat poorly developed. In this work, we propose a Monte Carlo…

Methodology · Statistics 2014-07-09 Mamatha Venugopal , Ram Mohan Vasu , Debasish Roy

For the first time quaternions have been used for real-time frequency estimation, where the multi-dimensional nature of quaternions allows for the full characterization of three-phase power systems. This is achieved through the use of…

Systems and Control · Computer Science 2016-03-25 Sayed Pouria Talebi , Professor Danilo P. Mandic

We present the first solution to the problem of estimation of the state of multimachine power systems with lossy transmission lines. We consider the classical three-dimensional \fluxdecay" model of the power system and assume that the…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Alexey Bobtsov , Romeo Ortega , Nikolay Nikolaev , Johannes Schiffer

In modern power systems, grid-forming power converters (GFMCs) have emerged as an enabling technology. However, the modeling of single-phase GFMCs faces new challenges. In particular, the nonlinear orthogonal signal generation unit, crucial…

Systems and Control · Electrical Eng. & Systems 2024-04-18 Wenjia Si , Chenming Liu , Steven Liu , Hongchang Li , Chenghui Zhang , Jingyang Fang

Increasing frequency and intensity of extreme weather events motivates the assessment of power system resilience. The random nature of power system failures during these events mandates probabilistic resilience assessment, but…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Aidan Gerkis , Xiaozhe Wang

We investigate a state estimation problem for the dynamical system described by uncertain linear operator equation in Hilbert space. The uncertainty is supposed to admit a set-membership description. We present explicit expressions for…

Optimization and Control · Mathematics 2009-04-21 Serhiy Zhuk

We introduce a new compressive power spectrum estimation approach in both frequency and direction of arrival (DOA). Wide-sense stationary signals produced by multiple uncorrelated sources are compressed in both the time and spatial domain…

Spectral Theory · Mathematics 2014-04-22 Dyonisius Dony Ariananda , Geert Leus

Author's Summary of the dissertation for the degree of the Candidate of Science (physics and mathematics). The aim of the dissertation is to develop a generalized Kalman Duality concept applicable for linear unbounded non-invertible…

Optimization and Control · Mathematics 2011-03-01 Sergiy Zhuk

This technical note considers the identification of nonlinear discrete-time systems with additive process noise but without measurement noise. In particular, we propose a method and its associated algorithm to identify the system nonlinear…

Optimization and Control · Mathematics 2015-04-27 Wei Pan , Ye Yuan , Jorge Gonçalves , Guy-Bart Stan

Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…

Robotics · Computer Science 2022-02-10 Fahira Afzal Maken , Fabio Ramos , Lionel Ott

A new adaptive observer is proposed for a certain class of nonlinear systems with bounded unknown input and parametric uncertainty. Unlike most existing solutions, the proposed approach ensures asymptotic convergence of the unknown…

Systems and Control · Electrical Eng. & Systems 2024-03-21 Anton Glushchenko , Konstantin Lastochkin

Ordinary Differential Equations are a simple but powerful framework for modeling complex systems. Parameter estimation from times series can be done by Nonlinear Least Squares (or other classical approaches), but this can give…

Methodology · Statistics 2014-10-29 Quentin Clairon , Nicolas Brunel

Finding the governing equations from data by sparse optimization has become a popular approach to deterministic modeling of dynamical systems. Considering the physical situations where the data can be imperfect due to disturbances and…

Chaotic Dynamics · Physics 2025-09-05 Zheng-Meng Zhai , Valerio Lucarini , Ying-Cheng Lai

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

In today's cyber-enabled smart grids, high penetration of uncertain renewables, purposeful manipulation of meter readings, and the need for wide-area situational awareness, call for fast, accurate, and robust power system state estimation.…

Systems and Control · Computer Science 2019-02-07 Gang Wang , Georgios B. Giannakis , Jie Chen

Developing a unified small-signal model for modern, large-scale power systems that remains accurate across a wide range of operating ranges presents a formidable challenge. Traditional methods, spanning mechanistic modeling, modal…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Weicheng Liu , Di Liu , Songyan Zhang , Chao Lu

Estimating the statistics of the state of a dynamical system, from partial and noisy observations, is both mathematically challenging and finds wide application. Furthermore, the applications are of great societal importance, including…

Numerical Analysis · Mathematics 2025-06-03 J. A. Carrillo , F. Hoffmann , A. M. Stuart , U. Vaes
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