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Digital PID control requires a differencing operation to implement the D gain. In order to suppress the effects of noisy data, the traditional approach is to filter the data, where the frequency response of the filter is adjusted manually…

Systems and Control · Electrical Eng. & Systems 2024-07-02 Shashank Verma , Brian Lai , Dennis S. Bernstein

Extremum-seeking control (ESC) is widely used to optimize performance when the system dynamics are uncertain. However, sensitivity to sensor noise is a crucial issue in ESC implementation due to the use of high-pass filters or gradient…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Shashank Verma , Juan Augusto Paredes Salazar , Jhon Manuel Portella Delgado , Ankit Goel , Dennis S. Bernstein

Automatic differentiation is involved for long in applied mathematics as an alternative to finite difference to improve the accuracy of numerical computation of derivatives. Each time a numerical minimization is involved, automatic…

Computational Finance · Quantitative Finance 2017-06-08 Sébastien Geeraert , Charles-Albert Lehalle , Barak Pearlmutter , Olivier Pironneau , Adil Reghai

Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…

Systems and Control · Computer Science 2017-02-06 Shahrokh Akhlaghi , Ning Zhou , Zhenyu Huang

Bayesian estimation approaches, which are capable of combining the information of experimental data from different likelihood functions to achieve high precisions, have been widely used in phase estimation via introducing a controllable…

Quantum Physics · Physics 2021-07-02 Yuxiang Qiu , Min Zhuang , Jiahao Huang , Chaohong Lee

Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…

Numerical Analysis · Mathematics 2019-12-17 Kailai Xu , Dongzhuo Li , Eric Darve , Jerry M. Harris

Autonomous platforms require accurate positioning to complete their tasks. To this end, a Kalman filter-based algorithms, such as the extended Kalman filter or invariant Kalman filter, utilizing inertial and external sensor fusion are…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Barak Diker , Itzik Klein

We propose a new class of physics-informed neural networks, called physics-informed Variational Autoencoder (PI-VAE), to solve stochastic differential equations (SDEs) or inverse problems involving SDEs. In these problems the governing…

Machine Learning · Statistics 2022-11-09 Weiheng Zhong , Hadi Meidani

Reliable state estimation is essential for autonomous systems operating in complex, noisy environments. Classical filtering approaches, such as the Kalman filter, can struggle when facing nonlinear dynamics or non-Gaussian noise, and even…

Machine Learning · Computer Science 2025-04-11 Wonjin Song , Feng Bao

Adaptive importance sampling (AIS) algorithms are a rising methodology in signal processing, statistics, and machine learning. An effective adaptation of the proposals is key for the success of AIS. Recent works have shown that gradient…

Computation · Statistics 2025-03-27 Víctor Elvira , Émilie Chouzenoux , O. Deniz Akyildiz

Determining physical properties inside an object without access to direct measurements of target regions can be formulated as a specific type of \textit{inverse problem}. One of such problems is applied in \textit{Electrical Impedance…

Numerical Analysis · Mathematics 2023-01-30 Ivan Pombo , Luis Sarmento

Robust training with noisy labels is a critical challenge in image classification, offering the potential to reduce reliance on costly clean-label datasets. Real-world datasets often contain a mix of in-distribution (ID) and…

Computer Vision and Pattern Recognition · Computer Science 2025-01-24 Arpit Garg , Cuong Nguyen , Rafael Felix , Yuyuan Liu , Thanh-Toan Do , Gustavo Carneiro

Fast and robust dynamic state estimation (DSE) is essential for accurately capturing the internal dynamic processes of power systems, and it serves as the foundation for reliably implementing real-time dynamic modeling, monitoring, and…

Systems and Control · Electrical Eng. & Systems 2025-01-07 Jianhua Pei , Ping Wang , Jingyu Wang , Dongyuan Shi

Computer models are used as replacements for physical experiments in a large variety of applications. Nevertheless, direct use of the computer model for the ultimate scientific objective is often limited by the complexity and cost of the…

Methodology · Statistics 2019-07-03 Sonja Surjanovic , William J. Welch

The accurate estimation of the noise covariance matrix (NCM) in a dynamic system is critical for state estimation and control, as it has a major influence in their optimality. Although a large number of NCM estimation methods have been…

Systems and Control · Electrical Eng. & Systems 2023-08-16 Ajith Anil Meera , Pablo Lanillos

Reducing the variance of the gradient estimator is known to improve the convergence rate of stochastic gradient-based optimization and sampling algorithms. One way of achieving variance reduction is to design importance sampling strategies.…

Machine Learning · Computer Science 2021-03-24 Ayoub El Hanchi , David A. Stephens

A linear Gaussian state-space smoothing algorithm is presented for estimation of derivatives from a sequence of noisy measurements. The algorithm uses numerically stable square-root formulas, can handle simultaneous independent measurements…

Methodology · Statistics 2016-10-17 Robert Piche

In this paper, a new data-adaptive method, called DAIS (Data Adaptive ISolation), is introduced for the estimation of the number and the location of change-points in a given data sequence. The proposed method can detect changes in various…

Methodology · Statistics 2025-06-24 Andreas Anastasiou , Sophia Loizidou

Recent works have shown that neural networks are vulnerable to carefully crafted adversarial examples (AE). By adding small perturbations to input images, AEs are able to make the victim model predicts incorrect outputs. Several research…

Computer Vision and Pattern Recognition · Computer Science 2020-05-05 Yilan Li , Senem Velipasalar

Identifying unknown differential equations from a given set of discrete time dependent data is a challenging problem. A small amount of noise can make the recovery unstable, and nonlinearity and differential equations with varying…

Numerical Analysis · Mathematics 2019-04-09 Sung Ha Kang , Wenjing Liao , Yingjie Liu
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