Related papers: Sample-based detectability and moving horizon stat…
We consider the problem of estimating the state of a time-invariant linear Gaussian system in the presence of integrity attacks. The attacker can compromise $p$ out of $m$ sensors, the set of which is fixed over time and unknown to the…
This paper investigates the state estimation problem for linear systems subject to Gaussian noise, where the model parameters are unknown. By formulating and solving an optimization problem that incorporates both offline and online system…
This paper introduces score-based sequential Langevin sampling (SSLS), a novel approach to nonlinear data assimilation within a recursive Bayesian filtering framework. The proposed method decomposes the assimilation process into alternating…
This paper studies attack-resilient estimation of a class of switched nonlinear systems subject to stochastic noises. The systems are threatened by both of signal attacks and switching attacks. The problem is formulated as the joint…
This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a…
In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…
This paper presents new results concerning the observer design for wide classes of nonlinear systems with both sampled and delayed measurements. By using a small gain approach we provide sufficient conditions, which involve both the delay…
We consider the continuous-time setting of linear time-invariant (LTI) systems in feedback with multiplicative stochastic uncertainties. The objective of the paper is to characterize the conditions of Mean-Square Stability (MSS) using a…
Input-to-State Stability (ISS) is fundamental in mathematically quantifying how stability degrades in the presence of bounded disturbances. If a system is ISS, its trajectories will remain bounded, and will converge to a neighborhood of an…
This paper considers the problem of linear time-invariant (LTI) system identification using input/output data. Recent work has provided non-asymptotic results on partially observed LTI system identification using a single trajectory but is…
The sampling rate of input and output signals is known to play a critical role in the identification and control of dynamical systems. For slow-sampled continuous-time systems that do not satisfy the Nyquist-Shannon sampling condition for…
This paper presents a machine-learning based Stochastic Hybrid System (SHS) modeling framework to detect contingencies in active distribution networks populated with inverter-based resources (IBRs). In particular, this framework allows…
We study safe, data-driven control of (Markov) jump linear systems with unknown transition probabilities, where both the discrete mode and the continuous state are to be inferred from output measurements. To this end, we develop a receding…
State estimation for a class of linear time-invariant systems with distributed output measurements (distributed sensors) and unknown inputs is addressed in this paper. The objective is to design a network of observers such that the state…
This work proposes a unifying probabilistic framework for the design of robustly asymptotically stable moving-horizon estimators (MHE) for discrete-time nonlinear systems, and a mechanism to incorporate differential privacy in…
Motivated by the need for real-time health monitoring of power distribution grids, we propose a secure state estimator design for continuous time Lur'e type systems with non-uniformly and synchronously sampled outputs which have potentially…
A joint characterization of reachability (controllability) and observability (constructibility) for linear SISO nonuniformly sampled discrete systems is presented. The work generalizes to the nonuniform sampling the criterion known for the…
In this paper, we introduce a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.…
Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…
Moving horizon estimation (MHE) offers benefits relative to other estimation approaches by its ability to explicitly handle constraints, but suffers increased computation cost. To help enable MHE on platforms with limited computation power,…