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Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Johnny Condori , Amin Maghareh , Shirley Dyke

We address the problem of determining optimal sensor precisions for estimating the states of linear time-varying discrete-time stochastic dynamical systems, with guaranteed bounds on the estimation errors. This is performed in the Kalman…

Systems and Control · Electrical Eng. & Systems 2021-06-15 Niladri Das , Raktim Bhattacharya

Optimal power management of battery energy storage systems (BESS) is crucial for their safe and efficient operation. Numerical optimization techniques are frequently utilized to solve the optimal power management problems. However, these…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Amir Farakhor , Iman Askari , Di Wu , Huazhen Fang

Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…

Systems and Control · Computer Science 2017-02-06 Shahrokh Akhlaghi , Ning Zhou , Zhenyu Huang

Cloud-based battery management systems (BMSs) rely on real-time voltage measurement data to ensure coordinated bi-directional charging of electric vehicles (EVs) with vehicle-to-grid technology. Unfortunately, an adversary can corrupt the…

Systems and Control · Electrical Eng. & Systems 2026-02-12 Sanchita Ghosh , Tanushree Roy

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

Technological advances have made wireless sensors cheap and reliable enough to be brought into industrial use. A major challenge arises from the fact that wireless channels introduce random packet dropouts. Power control and coding are key…

Information Theory · Computer Science 2013-08-09 Daniel E. Quevedo , Jan Ostergaard , Anders Ahlen

Uncoordinated charging of a rapidly growing number of electric vehicles (EVs) and the uncertainty associated with renewable energy resources may constitute a critical issue for the electric mobility (E-Mobility) in the transportation system…

Optimization and Control · Mathematics 2020-06-30 Hwei-Ming Chung , Sabita Maharjan , Yan Zhang , Frank Eliassen

In this paper, we study Stochastic Control Barrier Functions (SCBFs) to enable the design of probabilistic safe real-time controllers in presence of uncertainties and based on noisy measurements. Our goal is to design controllers that bound…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Shakiba Yaghoubi , Georgios Fainekos , Tomoya Yamaguchi , Danil Prokhorov , Bardh Hoxha

This paper considers state estimation of linear systems using analog amplify and forwarding with multiple sensors, for both multiple access and orthogonal access schemes. Optimal state estimation can be achieved at the fusion center using a…

Information Theory · Computer Science 2009-06-11 Alex S. Leong , Subhrakanti Dey , Jamie S. Evans

Recent work by Mania et al. has proved that certainty equivalent control achieves nearly optimal regret for linear systems with quadratic costs. However, when parameter uncertainty is large, certainty equivalence cannot be relied upon to…

Optimization and Control · Mathematics 2020-01-01 Jack Umenberger , Thomas B. Schon

This paper focuses on the linear quadratic control (LQC) design of systems corrupted by both stochastic noise and bounded noise simultaneously. When only of these noises are considered, the LQC strategy leads to stochastic or robust…

Optimization and Control · Mathematics 2025-12-15 Xuehui Ma , Shiliang Zhang , Xiaohui Zhang , Jing Xin , Hector Garcia de Marina

Stochastic dynamic control systems relate in a prob- abilistic fashion the space of control signals to the space of corresponding future states. Consequently, stochastic dynamic systems can be interpreted as an information channel between…

Information Theory · Computer Science 2017-01-19 Stas Tiomkin , Daniel Polani , Naftali Tishby

Large scale electricity storage is set to play an increasingly important role in the management of future energy networks. A major aspect of the economics of such projects is captured in arbitrage, i.e. buying electricity when it is cheap…

Optimization and Control · Mathematics 2015-05-25 James Cruise , Lisa Flatley , Richard Gibbens , Stan Zachary

This paper introduces a unified approach for state estimation and control of nonlinear dynamic systems, employing the State-Dependent Riccati Equation (SDRE) framework. The proposed approach naturally extends classical linear quadratic…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Azra Redzovic , Adnan Tahirovic

Accurate state estimates are required for increasingly complex systems, to enable, for example, feedback control. However, available state estimation schemes are not necessarily real-time feasible for certain large-scale systems. Therefore,…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , M. M. Paulides , W. P. M. H. Heemels

Stabilization, disturbance rejection, and control of optical beams and optical spots are ubiquitous problems that are crucial for the development of optical systems for ground and space telescopes, free-space optical communication…

Systems and Control · Electrical Eng. & Systems 2023-05-24 Aleksandar Haber , Michael Krainak

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.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

We combine conditional state density construction with an extension of the Scenario Approach for stochastic Model Predictive Control to nonlinear systems to yield a novel particle-based formulation of stochastic nonlinear output-feedback…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

In this work, we analyze the properties of the solution to the covariance steering problem for discrete time Gaussian linear systems with a squared Wasserstein distance terminal cost. In our previous work, we have shown that by utilizing…

Optimization and Control · Mathematics 2021-03-26 Isin M. Balci , Abhishek Halder , Efstathios Bakolas