Related papers: An Extended Kalman Filter Integrated Latent Featur…
An ensemble Kalman filter (EnKF)-based mixed model (EnKF-MM) is proposed for the subgrid-scale (SGS) closure in the large-eddy simulation (LES) of turbulence. The model coefficients are determined through the EnKF-based data assimilation…
High-dimensional and sparse (HiDS) matrices are omnipresent in a variety of big data-related applications. Latent factor analysis (LFA) is a typical representation learning method that extracts useful yet latent knowledge from HiDS matrices…
With the growing prevalence of smart grid technology, short-term load forecasting (STLF) becomes particularly important in power system operations. There is a large collection of methods developed for STLF, but selecting a suitable method…
Ultra-wideband (UWB) indoor localization provides centimeter-level accuracy and low latency, but its measurement reliability degrades severely under Non-Line-of-Sight (NLOS) conditions, leading to meter-scale ranging errors and inconsistent…
Measured data from a dynamical system can be assimilated into a predictive model by means of Kalman filters. Nonlinear extensions of the Kalman filter, such as the Extended Kalman Filter (EKF), are required to enable the joint estimation of…
An online Data Assimilation strategy based on the Ensemble Kalman Filter (EnKF) is used to improve the predictive capabilities of Large Eddy Simulation (LES) for the analysis of the turbulent flow in a plane channel, $Re_\tau \approx 550$.…
We generalize the popular ensemble Kalman filter to an ensemble transform filter where the prior distribution can take the form of a Gaussian mixture or a Gaussian kernel density estimator. The design of the filter is based on a continuous…
Accurate estimation of power system dynamics is very important for the enhancement of power system reliability, resilience, security, and stability of power system. With the increasing integration of inverter-based distributed energy…
Graph representation learning is a fundamental problem for modeling relational data and benefits a number of downstream applications. Traditional Bayesian-based graph models and recent deep learning based GNN either suffer from…
High-dimensional and incomplete (HDI) data holds tremendous interactive information in various industrial applications. A latent factor (LF) model is remarkably effective in extracting valuable information from HDI data with stochastic…
The rich information underlying graphs has inspired further investigation of unsupervised graph representation. Existing studies mainly depend on node features and topological properties within static graphs to create self-supervised…
Grid-following (GFL) inverters are commonly used for integrating renewable energy sources into power grids. However, the dynamic performance of GFL models can be significantly impacted by the Phase-Locked Loop (PLL) in a weak grid, leading…
Counter-adversarial system design problems have lately motivated the development of inverse Bayesian filters. For example, inverse Kalman filter (I-KF) has been recently formulated to estimate the adversary's Kalman-filter-tracked estimates…
The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We develop a residual-aware distributionally robust EKF that…
Properly modeling latent image distributions plays an important role in a variety of image-related vision problems. Most exiting approaches aim to formulate this problem as optimization models (e.g., Maximum A Posterior, MAP) with…
In conventional distributed Kalman filtering, employing diffusion strategies, each node transmits its state estimate to all its direct neighbors in each iteration. In this paper we propose a partial diffusion Kalman filter (PDKF) for state…
Electricity load forecasting is crucial for the power systems' planning and maintenance. However, its un-stationary and non-linear characteristics impose significant difficulties in anticipating future demand. This paper proposes a novel…
We study the ensemble Kalman filter (EnKF) algorithm for sequential data assimilation in a general situation, that is, for nonlinear forecast and measurement models with non-additive and non-Gaussian noises. Such applications traditionally…
Latent representations are critical for the performance and robustness of machine learning models, as they encode the essential features of data in a compact and informative manner. However, in vision tasks, these representations are often…
This paper extends the ensemble Kalman filter (EnKF) for inverse problems to identify trending model coefficients. This is done by repeatedly inflating the ensemble while maintaining the mean of the particles. As a benchmark serves a…