Related papers: Comparative Analysis of Information Theoretic and …
We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…
The sensitivity of gravitational-wave (GW) detectors is characterized by their noise curves, which determine the detector's reach and ability to measure the parameters of astrophysical sources accurately. The detector noise is typically…
Partial differential equations (PDEs) are widely used for the description of physical and engineering phenomena. Some key parameters involved in PDEs, which represent certain physical properties with important scientific interpretations,…
The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…
Phasor measurement units (PMUs) are important devices for protection, monitoring, and control of modern power systems. Unlike the supervisory control and data acquisition (SCADA) system which only measure the magnitude, PMUs can provide a…
We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are characterized by an equivalent Gaussian model with an effective…
As the phasor measurement unit (PMU) placement problem involves a cost-benefit trade-off, more PMUs get placed on the higher voltage buses. However, this causes many of the lower voltage levels of the bulk power system to not be observed by…
There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…
In many practical parameter estimation problems, prescreening and parameter selection are performed prior to estimation. In this paper, we consider the problem of estimating a preselected unknown deterministic parameter chosen from a…
This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior…
Big data analytic applications using phasor measurements help improve the situation awareness of grid operators to better operate and control the system. Phasor measurement unit (PMU) data from actual grids is viewed as highly confidential…
Data quality of Phasor Measurement Unit (PMU) is receiving increasing attention as it has been identified as one of the limiting factors that affect many wide-area measurement system (WAMS) based applications. In general, existing PMU…
The wide application of estimation techniques in system analysis enable us to best determine and understand the history of system states. This paper attempts to delineate the theory behind linear and non-linear estimation with a suitable…
Phasor measurement units (PMUs) provide accurate and high-fidelity measurements in order to monitor the state of the power grid and support various control and planning tasks. However, PMUs have a high installation cost prohibiting their…
We consider the estimation of an n-dimensional vector s from the noisy element-wise measurements of $\mathbf{s}\mathbf{s}^T$, a generic problem that arises in statistics and machine learning. We study a mismatched Bayesian inference…
An equivalent circuit formulation for power system analysis was demonstrated to improve robustness of Power Flow and enable more generalized modeling, including that for RTUs (Remote Terminal Units) and PMUs (Phasor Measurement Units).…
The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the…
When is optimal estimation linear? It is well known that, when a Gaussian source is contaminated with Gaussian noise, a linear estimator minimizes the mean square estimation error. This paper analyzes, more generally, the conditions for…
We present results on parameter estimation and non-parameter estimation of the linear partially observed Gaussian system of stochastic differential equations. We propose new one-step estimators which have the same asymptotic properties as…
The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-Uhlenbeck process driven by the mixture of a Brownian motion…