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In this paper, we study the problem of learning Kalman filtering with unknown system model in partially observed linear dynamical systems. We propose a unified algorithmic framework based on online optimization that can be used to solve…

Machine Learning · Computer Science 2026-03-31 Lintao Ye , Ankang Zhang , Ming Chi , Bin Du , Jianghai Hu

Simultaneous Input and State Estimation (SISE) enables the reconstruction of unknown inputs and internal states in dynamical systems, with applications in fault detection, robotics, and control. While various methods exist for linear…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Rodrigo A. González , Angel L. Cedeño

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

Computational Physics · Physics 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen

Finite mixture models have been widely used for the modelling and analysis of data from heterogeneous populations. Maximum likelihood estimation of the parameters is typically carried out via the Expectation-Maximization (EM) algorithm. The…

Computation · Statistics 2016-06-08 Sharon X Lee , Kaleb L Lee , Geoffrey J McLachlan

An important monitoring task for power systems is accurate estimation of the system operation state. Under the nonlinear AC power flow model, the state estimation (SE) problem is inherently nonconvex giving rise to many local optima. In…

Applications · Statistics 2012-06-22 Hao Zhu , Georgios B. Giannakis

This paper presents a novel methodology for modelling precipitation patterns in a specific geographical region using Hidden Markov Models (HMMs). Departing from conventional HMMs, where the hidden state process is assumed to be Markovian,…

Methodology · Statistics 2025-08-05 M. L. Gamiz , D. Montoro , M. C Segovia-Garcia

Geophysical methods offer several key advantages over conventional subsurface measurement approaches, yet their use for hydrologic interpretation is often problematic. Here, we introduce theory and concepts of a novel Bayesian approach for…

Geophysics · Physics 2017-01-09 N. Linde , J. A. Vrugt

Continuous high frequency water quality monitoring is becoming a critical task to support water management. Despite the advancements in sensor technologies, certain variables cannot be easily and/or economically monitored in-situ and in…

Machine Learning · Computer Science 2020-01-28 María Castrillo , Álvaro López García

Modern autonomous navigation for unmanned ground vehicles relies on different estimators to fuse inertial sensors and GNSS measurements. However, the constant noise covariance matrices often struggle to account for dynamic real-world…

Robotics · Computer Science 2026-03-26 Gal Versano , Itzik Klein

We propose the misclassified Ising Model; a framework for analyzing dependent binary data where the binary state is susceptible to error. We extend the theoretical results of the model selection method presented in Ravikumar et. al. (2010)…

Methodology · Statistics 2017-04-21 David G. Sinclair , Giles Hooker

The computationally efficient classical MARTINI model is extended to simulate heat transfer simulations of water. The current MARTINI model, variations of it and other coarse grain water models focus on reproducing the thermodynamic…

Computational Physics · Physics 2019-11-28 Sumith Yesudasan

In this work we study the problem of State Estimation(SE) in large-scale, 3-phase coupled, unbalanced distribution systems. More specifically, we address the problem of including mixed real-time measurements, synchronized and…

Systems and Control · Computer Science 2018-05-16 Miguel Picallo Cruz , Adolfo Anta , Ara Panosyan , Bart De Schutter

This paper presents a novel algorithm for uncertainty quantification of water distribution system measurement data including nodal demands/consumptions as well as real pressure and flow measurements. This procedure, referred to as…

Systems and Control · Computer Science 2017-01-17 Corneliu T. C. Arsene

The task of state estimation in active distribution systems faces a major challenge due to the integration of different measurements with multiple reporting rates. As a result, distribution systems are essentially unobservable in real time,…

Optimization and Control · Mathematics 2024-05-13 J. G. De la Varga , S. Pineda , J. M. Morales , Á. Porras

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort

State-space models are used in a wide range of time series analysis formulations. Kalman filtering and smoothing are work-horse algorithms in these settings. While classic algorithms assume Gaussian errors to simplify estimation, recent…

Optimization and Control · Mathematics 2018-07-02 Jonathan Jonker , Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto , Sarah Webster

This letter introduces two multi-sensor state estimation frameworks for quadruped robots, built on the Invariant Extended Kalman Filter (InEKF) and Invariant Smoother (IS). The proposed methods, named E-InEKF and E-IS, fuse kinematics, IMU,…

This extended abstract presents the design and evaluation of AgriOne, an automated unmanned ground vehicle (UGV) platform for high precision sensing of soil moisture in large agricultural fields. The developed robotic system is equipped…

Robotics · Computer Science 2025-04-28 Ilektra Tsimpidi , Ilias Tevetzidis , Vidya Sumathy , George Nikolakopoulos

State estimation is a fundamental requirement in robotics, where the accurate determination of a robot's state is essential for stable operation despite inherent process disturbances and sensor noise. Traditionally, this is achieved through…

Robotics · Computer Science 2026-04-21 Phunyapa Suksomboon , Paulo Garcia

Predicting properties across system parameters is an important task in quantum physics, with applications ranging from molecular dynamics to variational quantum algorithms. Recently, provably efficient algorithms to solve this task for…

Quantum Physics · Physics 2024-05-22 Štěpán Šmíd , Roberto Bondesan
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