Related papers: Design and Experimental Test of Datatic Approximat…
Log-homotopy particle flow filters realize nonlinear Bayesian estimation by continuously migrating samples from the prior to the posterior distribution. This transport is governed by a pseudo-time ordinary differential equation (ODE). A…
In this paper, we consider the scenario-based two-stage stochastic DC optimal power flow (OPF) problem for optimal and reliable dispatch when the load is facing uncertainty. Although this problem is a linear program, it remains…
In this paper, a novel online, output-feedback, critic-only, model-based reinforcement learning framework is developed for safety-critical control systems operating in complex environments. The developed framework ensures system stability…
In this paper, a dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the Particle Filtering (PF) scheme. Our developed methodology is based on a concurrent…
Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…
In this paper, we propose a risk-based data-driven approach to optimal power flow (DROPF) with dynamic line rating. The risk terms, including penalties for load shedding, wind generation curtailment and line overload, are embedded into the…
Many dynamical systems are subjected to stochastic influences, such as random excitations, noise, and unmodeled behavior. Tracking the system's state and parameters based on a physical model is a common task for which filtering algorithms,…
Deep learning-based optical flow (DLOF) extracts features in adjacent video frames with deep convolutional neural networks. It uses those features to estimate the inter-frame motions of objects at the pixel level. In this article, we…
In this work, we propose a data-driven approach for the construction of finite abstractions (a.k.a., symbolic models) for discrete-time deterministic control systems with unknown dynamics. We leverage notions of so-called alternating…
The ever increasing penetration of Renewable Energy Resources (RESs) in power distribution networks has brought, among others, the challenge of maintaining the grid voltages within the secure region. Employing droop voltage regulators on…
In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…
We propose a data-based method to solve a multi-stage stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The framework explicitly combines multi-stage feedback policies with any…
Practical Bayes filters often assume the state distribution of each time step to be Gaussian for computational tractability, resulting in the so-called Gaussian filters. When facing nonlinear systems, Gaussian filters such as extended…
We study classes of dynamical systems that can be obtained by constructing recursive networks with monotone Boolean functions. Stack filters in nonlinear signal processing are special cases of such systems. We show an analytical connection…
We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…
Diffusion policies are a powerful paradigm for robotic control, but fine-tuning them with human preferences is fundamentally challenged by the multi-step structure of the denoising process. To overcome this, we introduce a Unified Markov…
The thesis focuses on developing a data-driven algorithm, based on machine learning, to solve the stochastic alternating current (AC) chance-constrained (CC) Optimal Power Flow (OPF) problem. Although the AC CC-OPF problem has been…
Most works on joint state and unknown input (UI) estimation require the assumption that the UIs are linear; this is potentially restrictive as it does not hold in many intelligent autonomous systems. To overcome this restriction and…
We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving…
Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…