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We address the tasks of Bayesian state estimation and forecasting for a model-free process in an unsupervised learning setup. For a model-free process, we do not have any a-priori knowledge of the process dynamics. In the article, we…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Anubhab Ghosh , Antoine Honoré , Saikat Chatterjee

We consider data-driven Bayesian state estimation from compressed measurements (BSCM) of a model-free process. The dimension of the temporal measurement vector is lower than that of the temporal state vector to be estimated, leading to an…

Signal Processing · Electrical Eng. & Systems 2026-04-28 Anubhab Ghosh , Yonina C. Eldar , Saikat Chatterjee

We propose data-driven nonlinear smoother (DNS) to estimate a hidden state sequence of a complex dynamical process from a noisy, linear measurement sequence. The dynamical process is model-free, that is, we do not have any knowledge of the…

Signal Processing · Electrical Eng. & Systems 2026-02-10 Fredrik Cumlin , Anubhab Ghosh , Saikat Chatterjee

Power system state estimation (PSSE) is commonly formulated as weighted least-square (WLS) algorithm and solved using iterative methods such as Gauss-Newton methods. However, iterative methods have become more sensitive to system operating…

Systems and Control · Electrical Eng. & Systems 2021-01-12 Narayan Bhusal , Raj Mani Shukla , Mukesh Gautam , Mohammed Benidris , Shamik Sengupta

We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…

Optimization and Control · Mathematics 2023-08-25 Christian Aarset , Martin Holler , Tram Thi Ngoc Nguyen

State estimation is a cornerstone of power system control-center operations, and its robust operation is increasingly a cyber-physical security concern as modern grids become more digitalized and communication-intensive. Neural…

Machine Learning · Computer Science 2026-04-28 Solon Falas , Markos Asprou , Charalambos Konstantinou , Maria K. Michael

We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…

Machine Learning · Computer Science 2023-10-27 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

Time-synchronized state estimation is a challenge for distribution systems because of limited real-time observability. This paper addresses this challenge by formulating a deep learning (DL)-based approach to perform unbalanced three-phase…

Machine Learning · Computer Science 2021-02-11 Behrouz Azimian , Reetam Sen Biswas , Anamitra Pal , Lang Tong

In recent years, identification of nonlinear dynamical systems from data has become increasingly popular. Sparse regression approaches, such as Sparse Identification of Nonlinear Dynamics (SINDy), fostered the development of novel governing…

Machine Learning · Statistics 2022-03-21 Alexandre Cortiella , Kwang-Chun Park , Alireza Doostan

The computational properties of neural systems are often thought to be implemented in terms of their network dynamics. Hence, recovering the system dynamics from experimentally observed neuronal time series, like multiple single-unit (MSU)…

Neurons and Cognition · Quantitative Biology 2017-07-05 Daniel Durstewitz

This letter proposes a novel and highly efficient distribution system state estimation (DSSE) algorithm with nonlinear measurements from supervisory control and data acquisition (SCADA) systems. Conventional DSSE, i.e., a weighted least…

Systems and Control · Electrical Eng. & Systems 2020-01-14 Ying Zhang , Jianhui Wang

An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model…

Machine Learning · Statistics 2016-08-31 Vahid Bastani , Lucio Marcenaro , Carlo Regazzoni

Distribution System State Estimation (DSSE) is becoming increasingly important with the integration of Distributed Energy Resources (DERs) and the active operation of distribution networks (DNs), but it remains challenging due to the…

Optimization and Control · Mathematics 2026-05-25 J. G. De la Varga , S. Pineda , A. Stratigakos , J. M. Morales

We consider the problem of sequential estimation of the unknowns of state-space and deep state-space models that include estimation of functions and latent processes of the models. The proposed approach relies on Gaussian and deep Gaussian…

Machine Learning · Computer Science 2024-03-26 Yuhao Liu , Marzieh Ajirak , Petar Djuric

We present a physics informed deep neural network (DNN) method for estimating parameters and unknown physics (constitutive relationships) in partial differential equation (PDE) models. We use PDEs in addition to measurements to train DNNs…

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls

Accurate power system state estimation (PSSE) is an essential prerequisite for reliable operation of power systems. Different from static PSSE, dynamic PSSE can exploit past measurements based on a dynamical state evolution model, offering…

Systems and Control · Computer Science 2016-11-18 Gang Wang , Seung-Jun Kim , Georgios B. Giannakis

State estimation is key to both analyzing physical mechanisms and enabling real-time control of fluid flows. A common estimation approach is to relate sensor measurements to a reduced state governed by a reduced-order model (ROM). (When…

Fluid Dynamics · Physics 2020-06-10 Nirmal J. Nair , Andres Goza

Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Hua Lan , Jinjie Hu , Zengfu Wang , Qiang Cheng

Data assimilation (DA) methods use priors arising from differential equations to robustly interpolate and extrapolate data. Popular techniques such as ensemble methods that handle high-dimensional, nonlinear PDE priors focus mostly on state…

Machine Learning · Statistics 2024-06-05 Rafael Anderka , Marc Peter Deisenroth , So Takao
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