Related papers: Nonparametric Stochastic Analysis of Dynamic Frequ…
In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…
This paper introduces a novel Ito diffusion process to model high-frequency financial data, which can accommodate low-frequency volatility dynamics by embedding the discrete-time non-linear exponential GARCH structure with log-integrated…
Distribution system state estimation (DSSE), which provides critical information for system monitoring and control, is being challenged by multiple sources of uncertainties such as random meter errors, stochastic power output of distributed…
Addressing the uncertainty introduced by increasing renewable integration is crucial for secure power system operation, yet capturing it while preserving the full nonlinear physics of the grid remains a significant challenge. This paper…
In this paper, we study the stabilization problem for the Ito systems with both multiplicative noise and multiple delays which exist widely in applications such as networked control systems. Sufficient and necessary conditions are obtained…
In this paper, the variable wind power is incorporated into the dynamic model for long-term stability analysis. A theory-based method is proposed for power systems with wind power to conduct long-term stability analysis, which is able to…
We present a proximal algorithm that performs a variational recursion on the space of joint probability measures to propagate the stochastic uncertainties in power system dynamics over high dimensional state space. The proposed algorithm…
This paper proposes a novel multiscale estimator for the integrated volatility of an Ito process, in the presence of market microstructure noise (observation error). The multiscale structure of the observed process is represented…
In this paper, the simulation of the disturbance propagation through a large power system is performed on the WSCC 127 bus test system. The signal frequency analysis from several parts of the power system is performed by applying the…
Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…
In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…
This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…
This paper considers the phenomenon of distinct regional frequencies recently observed in some power systems. First, a reduced-order mathematical model describing this behaviour is developed. Then, techniques to solve the model are…
Power grid frequency stability is fundamental to the secure operation of modern energy systems, yet the growing penetration of renewables and the associated reduction of system inertia have made frequency fluctuations increasingly…
The undergoing transition from conventional to converter-interfaced renewable generation leads to significant challenges in maintaining frequency stability due to declining system inertia. In this paper, a novel control framework for…
This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…
With increasing penetration of renewable energy and active consumers, control and management of power distribution networks has become challenging. Renewable energy sources can cause random voltage fluctuations as their output power depends…
Controllers for dynamical systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modeled as process noise in a dynamical system, and common assumptions are that the underlying…
The rapid increase in the integration of intermittent and stochastic renewable energy resources (RER) introduces challenging issues related to power system stability. Interestingly, identifying grid nodes that can best support stochastic…
Cell systems consist of a huge number of various molecules that display specific patterns of interactions, which have a determining influence on the cell's functioning. In general, such complexity is seen to increase with the complexity of…