Related papers: Dynamic State Estimation of Power System Utilizing…

Quantum metrology leverages quantum effects such as squeezing, entanglement, and other quantum correlations to boost precision in parameter estimation by saturating quantum Cramer Rao bound, which can be achieved by optimizing quantum…

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

As a novel similarity measure that is defined as the expectation of a kernel function between two random variables, correntropy has been successfully applied in robust machine learning and signal processing to combat large outliers. The…

State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's…

We present a multisensor fusion framework for the onboard real-time navigation of a quadrotor in an indoor environment. The framework integrates sensor readings from an Inertial Measurement Unit (IMU), a camera-based object detection…

Kalman filters constitute a scalable and robust methodology for approximate Bayesian inference, matching first and second order moments of the target posterior. To improve the accuracy in nonlinear and non-Gaussian settings, we extend this…

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…

We study the Continuous-Discrete Kalman Filter (CD-KF) for State-Space Models (SSMs) where continuous-time dynamics are observed via multiple sensors with discrete, irregularly timed measurements. Our focus extends to scenarios in which the…

Kalman filters and observers are two main classes of dynamic state estimation (DSE) routines. Power system DSE has been implemented by various Kalman filters, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF).…

We consider the robust filtering problem for a nonlinear state-space model with outliers in measurements. To improve the robustness of the traditional Kalman filtering algorithm, we propose in this work two robust filters based on mixture…

Currently, adaptive filtering algorithms have been widely applied in frequency estimation for power systems. However, research on diffusion tasks remains insufficient. Existing diffusion adaptive frequency estimation algorithms exhibit…

We present a general nonlinear Bayesian filter for high-dimensional state estimation using the theory of reproducing kernel Hilbert space (RKHS). Applying kernel method and the representer theorem to perform linear quadratic estimation in a…

The Extended Kalman Filter (EKF) is a well established technique for position and velocity estimation. However, the performance of the EKF degrades considerably in highly non-linear system applications as it requires local linearisation in…

This article introduces a new algorithm for nonlinear state estimation based on deterministic sigma point and EKF linearized framework for priori mean and covariance respectively. This method reduces the computation cost of UKF about 50%…

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…

This paper proposes a novel vehicle sideslip angle estimator, which uses the physical knowledge from an Unscented Kalman Filter (UKF) based on a non-linear single-track vehicle model to enhance the estimation accuracy of a Convolutional…

This paper presents a unified gas-kinetic wave-particle (UGKWP) method for simulating multiscale binary-species gas mixtures. Benefiting from direct modeling in a discretized space, the UGKWP method enables the automatic decomposition of…

A robust desensitized cubature Kalman filtering (DCKF) for nonlinear systems with uncertain parameter is proposed. Sensitivity matrices are defined as the integral form, and desensitized cost function is designed by penalizing the posterior…

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…