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In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKF-GPS) is…

Optimization and Control · Mathematics 2016-08-03 Junjian Qi , Kai Sun , Jianhui Wang , Hui Liu

Displacement plays a crucial role in structural health monitoring (SHM) and damage detection of structural systems subjected to dynamic loads. However, due to the inconvenience associated with the direct measurement of displacement during…

Signal Processing · Electrical Eng. & Systems 2024-12-02 Aniruddha Das , Ashish Pal , Satish Nagarajaiah , Mohamed Sajeer M , Suparno Mukhopadhyay

We study the problem of optimal estimation and control of linear systems using quantized measurements, with a focus on applications over sensor networks. We show that the state conditioned on a causal quantization of the measurements can be…

Information Theory · Computer Science 2015-03-13 Ravi Teja Sukhavasi , Babak Hassibi

The method of flow tracing follows the power flow from net-generating sources through the network to the net-consuming sinks, which allows to assign the usage of the underlying transmission infrastructure to the system participants. This…

Physics and Society · Physics 2017-11-09 Jonas Hörsch , Mirko Schäfer , Sarah Becker , Stefan Schramm , Martin Greiner

State estimation incorporates the feedback in optimization based advanced process control systems and is very important for the performance of model predictive control. We describe the extended Kalman filter, the unscented Kalman filter,…

Accurate estimation and prediction of trajectory is essential for interception of any high speed target. In this paper, an extended Kalman filter is used to estimate the current location of target from its visual information and then…

Robotics · Computer Science 2020-10-07 Aashay Bhise , Shuvrangshu Jana , Lima Agnel Tony , Debasish Ghose

Sequential Bayesian filters in non-linear dynamic systems require the recursive estimation of the predictive and posterior distributions. This paper introduces a Bayesian filter called the adaptive kernel Kalman filter (AKKF). With this…

Signal Processing · Electrical Eng. & Systems 2023-04-12 Mengwei Sun , Mike E. Davies , Ian K. Proudler , James R. Hopgood

The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…

Systems and Control · Computer Science 2013-11-05 Gerasimos G. Rigatos

The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…

Computation · Statistics 2020-06-01 Tsuyoshi Ishizone , Kazuyuki Nakamura

Inferring latent dynamics from multivariate time-series defined over topological cell complexes is crucial for capturing the complex, higher-order interactions inherent in real-world systems such as in water, sensor, and transportation…

Signal Processing · Electrical Eng. & Systems 2026-05-21 Chengen Liu , Rohan Money , Ting Gao , Mohammad Sabbaqi , Baltasar Beferull-Lozano , Elvin Isufi

We exploit knowledge of linear substructure in the linear-regression Kalman filters (LRKFs) to simplify the problem of moment matching. The theoretical results yield quantifiable and significant computational speedups at no cost of…

Systems and Control · Electrical Eng. & Systems 2021-10-05 M. Greiff , K. Berntorp , A. Robertsson

The High-Luminosity Large Hadron Collider at CERN will be characterized by greater pileup of events and higher occupancy, making the track reconstruction even more computationally demanding. Existing algorithms at the LHC are based on…

This paper presents a novel adaptive fading cubature Kalman filter (AFCKF) based on double transitive factors. The developed adaptive algorithm is explained in two stages; stage (i) a single transitive factor is used to update the predicted…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Mundla Narasimhappa

Motivated by the need for accurate frequency information, a novel algorithm for estimating the fundamental frequency and its rate of change in three-phase power systems is developed. This is achieved through two stages of Kalman filtering.…

Machine Learning · Statistics 2016-03-10 Sayed Pouria Talebi , Danilo P. Mandic

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

Accurately capturing the nonlinear dynamic behavior of structures remains a significant challenge in mechanics and engineering. Traditional physics-based models and data-driven approaches often struggle to simultaneously ensure model…

Adaptation and Self-Organizing Systems · Physics 2025-05-13 Biqi Chen , Chenyu Zhang , Jun Zhang , Ying Wang

Most passivity based trajectory tracking algorithms for mechanical systems can only stabilise reference trajectories that have constant energy. This paper overcomes this limitation by deriving a single variable Hamiltonian model for the…

Systems and Control · Electrical Eng. & Systems 2021-07-30 Robert Mahony

A cooperative circumnavigation framework is proposed for multi-quadrotor systems to enclose and track a moving target without reliance on external localization systems. The distinct relationships between quadrotor-quadrotor and…

Robotics · Computer Science 2025-06-27 Xueming Liu , Lin Li , Xiang Zhou , Qingrui Zhang , Tianjiang Hu

The well-known Kalman filters model dynamical systems by relying on state-space representations with the next state updated, and its uncertainty controlled, by fresh information associated with newly observed system outputs. This paper…

Machine Learning · Computer Science 2023-06-21 Cesare Alippi , Daniele Zambon

Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…