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This paper addresses distributed parameter estimation in stochastic dynamic systems with quantized measurements, constrained by quantized communication and Markovian switching directed topologies. To enable accurate recovery of the original…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Ying Wang , Jian Guo , Yanlong Zhao , Ji-feng Zhang

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series…

Machine Learning · Statistics 2017-09-28 Devesh K Jha , Nurali Virani , Jan Reimann , Abhishek Srivastav , Asok Ray

Traditional power flow methods often adopt certain assumptions designed for passive balanced distribution systems, thus lacking practicality for unbalanced operation. Moreover, their computation accuracy and efficiency are heavily subject…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Sungjoo Chung , Ying Zhang , Zhaoyu Wang , Fei Ding

The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…

Statistical Mechanics · Physics 2009-10-30 J. Bonet Avalos , A. D. Mackie

This paper presents a linear-programming based algorithm to perform data-driven stabilizing control of linear positive systems. A set of state-input-transition observations is collected up to magnitude-bounded noise. A state feedback…

Optimization and Control · Mathematics 2023-03-23 Jared Miller , Tianyu Dai , Mario Sznaier , Bahram Shafai

When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…

Statistical Mechanics · Physics 2019-05-22 Joachim Peinke , Mohammad Reza Rahimi Tabar , Matthias Wächter

We consider the problem of remanufacturing planning in the presence of statistical estimation errors. Determining the optimal remanufacturing timing, first and foremost, requires modeling of the state transitions of a system. The estimation…

Optimization and Control · Mathematics 2021-03-19 Zhicheng Zhu , Yisha Xiang , Ming Zhao , Yue Shi

We consider the problem of reconstructing the dynamic state matrix of transmission power grids from time-stamped PMU measurements in the regime of ambient fluctuations. Using a maximum likelihood based approach, we construct a family of…

Systems and Control · Computer Science 2017-10-31 Andrey Y. Lokhov , Marc Vuffray , Dmitry Shemetov , Deepjyoti Deka , Michael Chertkov

To limit the probability of unacceptable worst-case linearization errors that might yield risks for power system operations, this letter proposes a robust data-driven linear power flow (RD-LPF) model. It is applicable to both transmission…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Yitong Liu , Zhengshuo Li , Junbo Zhao

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

The failure of overhead transmission lines in the United States can lead to significant economic losses and widespread blackouts, affecting the lives of millions. This study focuses on the reliability of transmission lines, specifically…

Numerical Analysis · Mathematics 2024-07-01 Prakash KC , Maryam Naghibolhosseini , Mohsen Zayernouri

Cascading failure of a power transmission system are initiated by an exogenous event that disable a set of elements (e.g., lines) followed by a sequence of interrelated failures (or more precisely, trips) of overloaded elements caused by…

Optimization and Control · Mathematics 2015-07-21 Daniel Bienstock , Guy Grebla

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

We consider an energy storage problem involving a wind farm with a forecasted power output, a stochastic load, an energy storage device, and a connection to the larger power grid with stochastic prices. Electricity prices and wind power…

Optimization and Control · Mathematics 2020-02-04 Joseph L. Durante , Juliana Nascimento , Warren B. Powell

Non-smooth dynamics driven by stochastic disturbance arise in a wide variety of engineering problems. Impulsive interventions are often employed to control stochastic systems; however, the modeling and analysis subject to execution delay…

Optimization and Control · Mathematics 2021-01-19 Hidekazu Yoshioka , Yuta Yaegashi

The dynamical evolution of a neural network during training has been an incredibly fascinating subject of study. First principal derivation of generic evolution of variables in statistical physics systems has proved useful when used to…

Machine Learning · Computer Science 2025-06-06 Wei Bu , Uri Kol , Ziming Liu

In this work, we propose a method to learn multivariate probability distributions using sample path data from stochastic differential equations. Specifically, we consider temporally evolving probability distributions (e.g., those produced…

Machine Learning · Statistics 2022-05-05 Yubin Lu , Romit Maulik , Ting Gao , Felix Dietrich , Ioannis G. Kevrekidis , Jinqiao Duan

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…

Analysis of PDEs · Mathematics 2009-11-10 D. Schertzer , M. Larchev , J. Duan , V. V. Yanovsky , S. Lovejoy