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We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating…

Numerical Analysis · Mathematics 2021-06-08 Assyr Abdulle , Giacomo Garegnani , Grigorios A. Pavliotis , Andrew M. Stuart , Andrea Zanoni

This paper studies the remote state estimation problem of linear time-invariant systems with stochastic event-triggered sensor schedules in the presence of packet drops between the sensor and the estimator. It is shown that the system state…

Optimization and Control · Mathematics 2019-04-04 Liang Xu , Yilin Mo , Lihua Xie

This paper presents a recursive solution to the receding or moving horizon estimation (MHE) problem for nonlinear time-variant systems. We provide the conditions under which the recursive MHE is equivalent to the extended Kalman filter…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Xu Weng , K. V. Ling , Ling Zhao

We focus on the problem of estimating the change in the dependency structures of two $p$-dimensional Gaussian Graphical models (GGMs). Previous studies for sparse change estimation in GGMs involve expensive and difficult non-smooth…

Machine Learning · Computer Science 2018-05-24 Beilun Wang , Arshdeep Sekhon , Yanjun Qi

Harmonic drive systems (HDS) are high-precision robotic transmissions featuring compact size and high gear ratios. However, issues like kinematic transmission errors hamper their precision performance. This article focuses on data-driven…

Robotics · Computer Science 2023-12-14 Ju Wu

In this paper, we revisit the parameter learning problem, namely the estimation of model parameters for Dynamic Bayesian Networks (DBNs). DBNs are directed graphical models of stochastic processes that encompasses and generalize Hidden…

Machine Learning · Computer Science 2019-02-14 E. Benhamou , J. Atif , R. Laraki

This paper investigates the state estimation problem for unknown linear systems subject to both process and measurement noise. Based on a prior input-output trajectory sampled at a higher frequency and a prior state trajectory sampled at a…

Systems and Control · Electrical Eng. & Systems 2025-01-23 Peihu Duan , Tao Liu , Yu Xing , Karl Henrik Johansson

This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…

Methodology · Statistics 2018-07-09 Johan Dahlin , Adrian Wills , Brett Ninness

This work investigates the problem of estimating the weight matrices of a stable time-invariant linear dynamical system from a single sequence of noisy measurements. We show that if the unknown weight matrices describing the system are in…

Machine Learning · Computer Science 2021-02-24 Navid Reyhanian , Jarvis Haupt

This paper proposes a novel Distributed Unknown Input Observer (DUIO) framework for state estimation in large-scale systems subject to local unknown inputs. We consider systems where outputs are measured by a network of spatially…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Ruixuan Zhao , Guitao Yang , Nicola Bastianello , Boli Chen

For reliable and safe battery operations, accurate and robust State of Charge (SOC) and model parameters estimation are vital. However, the nonlinear dependency of the model parameters on battery states makes the problem challenging. We…

Systems and Control · Electrical Eng. & Systems 2023-10-24 Tushar Desai , Federico Oliva , Riccardo M. G. Ferrari , Daniele Carnevale

This paper investigates the idea of designing data-driven partial estimators for nonlinear systems showing parametric uncertainties using sparse multivariate polynomial relationships. A general framework is first presented and then…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Mazen Alamir

We consider the dynamic linear regression problem, where the predictor vector may vary with time. This problem can be modeled as a linear dynamical system, with non-constant observation operator, where the parameters that need to be learned…

Machine Learning · Computer Science 2022-10-13 Mark Kozdoba , Edward Moroshko , Shie Mannor , Koby Crammer

Ensuring high-quality data is paramount for maximizing the performance of machine learning models and business intelligence systems. However, challenges in data quality, including noise in data capture, missing records, limited data…

Machine Learning · Computer Science 2024-05-30 Paulo Neves , Joerg K. Wegner , Philippe Schwaller

Modern control systems frequently operate under input delays and sampled state measurements. A common delay-compensation strategy is predictor feedback; however, practical implementations require solving an implicit ODE online, resulting in…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Luke Bhan , Peter Quawas , Miroslav Krstic , Yuanyuan Shi

Next-generation particle accelerators demand advanced beam-diagnostic capabilities to ensure high performance, operational reliability, and sustainable machine operation. Increasing beam intensities and stored energies make the precise…

Accelerator Physics · Physics 2026-03-10 Francis René Osswald , Mohammed Chahbaoui , Xinyi Liang

Modern navigation solutions are largely dependent on the performances of the standalone inertial sensors, especially at times when no external sources are available. During these outages, the inertial navigation solution is likely to…

Signal Processing · Electrical Eng. & Systems 2025-11-20 Daniel Engelsman , Itzik Klein

Distribution network operation is becoming more challenging because of the growing integration of intermittent and volatile distributed energy resources (DERs). This motivates the development of new distribution system state estimation…

Systems and Control · Electrical Eng. & Systems 2021-10-06 Jianqiao Huang , Xinyang Zhou , Bai Cui

Recent studies indicate that the noise characteristics of phasor measurement units (PMUs) can be more accurately described by non-Gaussian distributions. Consequently, estimation techniques based on Gaussian noise assumptions may produce…

Signal Processing · Electrical Eng. & Systems 2024-04-26 Anushka Sharma , Antos Cheeramban Varghese , Anamitra Pal

Accurately estimating parameters in complex nonlinear systems is crucial across scientific and engineering fields. We present a novel approach for parameter estimation using a neural network with the Huber loss function. This method taps…

Machine Learning · Computer Science 2023-08-25 Kaushal Kumar
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