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This paper proposes an impulse response modeling in presence of input and noisy output of a linear time-invariant (LTI) system. The approach utilizes Relative Entropy (RE) to choose the optimum impulse response estimate, optimum time delay…

Information Theory · Computer Science 2023-10-05 Mahdi Shamsi , Soosan Beheshti

Magnetometer is a significant sensor for integrated navigation. However, it suffers from many kinds of unknown dynamic magnetic disturbances. We study the problem of online estimating such disturbances via a nonlinear optimization aided by…

Systems and Control · Computer Science 2019-02-28 Jin Wu

This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Alexandre Kircher , Laurent Bako , Eric Blanco , Mohamed Benallouch

We propose a method for constructing sparse high-frequency volatility estimators that are robust against change points in the spot volatility process. The estimators we propose are $\ell_1$-regularized versions of existing volatility…

Statistical Finance · Quantitative Finance 2024-07-02 Greeshma Balabhadra , El Mehdi Ainasse , Pawel Polak

This paper presents a method for jointly estimating the state, input, and parameters of linear systems in an online fashion. The method is specially designed for measurements that are corrupted with non-Gaussian noise or outliers, which are…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Jean-Sébastien Brouillon , Keith Moffat , Florian Dörfler , Giancarlo Ferrari-Trecate

This paper presents an interaction control algorithm for a dielectric elastomer membrane actuator. The proposed method permits efficient exploitation of the controllable stiffness of the material, allowing to use the membrane as a…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Gianluca Rizzello , Francesco Ferrante , David Naso , Stefan Seelecke

In this paper, we consider the problem of estimating parameters of a linear regression model. Using a hybrid systems framework, a hybrid algorithm is proposed allowing the estimate to converge to the exact value of the unknown parameters in…

Systems and Control · Electrical Eng. & Systems 2026-03-04 Adnane Saoud , Ryan S. Johnson , Ricardo G. Sanfelice

We present a novel algorithm for online, real-time orientation estimation. Our algorithm integrates gyroscope data and corrects the resulting orientation estimate for integration drift using accelerometer and magnetometer data. This…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Manon Kok , Thomas B. Schön

This paper provides some extended results on estimating parameter matrix of several regression models when the covariate or response possesses weaker moment condition. We study the $M$-estimator of Fan et al. (Ann Stat 49(3):1239--1266,…

Statistics Theory · Mathematics 2022-09-08 Kangqiang Li , Songqiao Tang , Lixin Zhang

An observer based adaptive detection methodology (ADM) is proposed for estimating frequency and its rate of change (RoCoF) of the voltage and/or current measurements acquired from an instrument transformer. With guaranteed convergence and…

Systems and Control · Electrical Eng. & Systems 2021-05-04 Abdul Saleem Mir , Abhinav Kumar Singh , Nilanjan Senroy

Temporal modulation unlocks possibilities to dynamically control and modify the response of electromagnetic systems. Employing explicit dependencies of circuit or surface parameters on time enables the engineering of systems with…

Systems and Control · Electrical Eng. & Systems 2023-03-01 Grigorii Ptitcyn , Mohammad Sajjad Mirmoosa , Silvi Hrabar , Sergey Tretyakov

In many modern settings, data are acquired iteratively over time, rather than all at once. Such settings are known as online, as opposed to offline or batch. We introduce a simple technique for online parameter estimation, which can operate…

Computation · Statistics 2017-03-22 Hien D Nguyen

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

This work presents approaches for the estimation of quantities important for the control of the momentum of a humanoid robot. In contrast to previous approaches which use simplified models such as the Linear Inverted Pendulum Model, we…

Robotics · Computer Science 2016-11-18 Nicholas Rotella , Alexander Herzog , Stefan Schaal , Ludovic Righetti

If a Micro Processor Unit (MPU) receives an external electric signal as noise, the system function will freeze or malfunction easily. A new resilience strategy is implemented in order to reset the MPU automatically and stop the MPU from…

Software Engineering · Computer Science 2014-05-08 Ling Fang , Yoriyuki Yamagata , Yutaka Oiwa

Conventional synchronous machines are gradually replaced by converter-based renewable resources. As a result, synchronous inertia, an important time-varying quantity, has substantially more impact on modern power systems stability. The…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Mingjian Tuo , Xingpeng Li

In this paper, low-order models of the frequency and voltage response of mixed-generation, low-inertia systems are presented. These models are unique in their ability to efficiently and accurately model frequency and voltage dynamics…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Marena Trujillo , Amir Sajadi , Jonathan Shaw , Bri-Mathias Hodge

This paper presents a regression-based method for estimating voltages and voltage sensitivities for volt-var control on distribution circuits with limited data. The estimator uses power flow results for representative load and PV output…

Systems and Control · Electrical Eng. & Systems 2020-10-26 Catie McEntee , Ning Lu , David Lubkeman

This paper studies the procurement and pricing of inertial response using a frequency-constrained unit commitment formulation, which co-optimizes the provision of energy and inertia services while accounting for their complementary…

Optimization and Control · Mathematics 2020-05-25 Matthieu Paturet , Uros Markovic , Stefanos Delikaraoglou , Evangelos Vrettos , Petros Aristidou , Garbiela Hug

This paper proposes an algorithm to estimate the parameters, including time delay, of continuous time systems based on instrumental variable identification methods. To overcome the multiple local minima of the cost function associated with…

Statistics Theory · Mathematics 2018-07-24 Huong Ha , James S. Welsh , Mazen Alamir