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In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…

Optimization and Control · Mathematics 2016-11-17 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…

Optimization and Control · Mathematics 2019-10-14 April Sagan , Yajing Liu , Andrey Bernstein

We present DUAL-LOCO, a communication-efficient algorithm for distributed statistical estimation. DUAL-LOCO assumes that the data is distributed according to the features rather than the samples. It requires only a single round of…

Machine Learning · Statistics 2016-08-04 Christina Heinze , Brian McWilliams , Nicolai Meinshausen

We model and study the problem of localizing a set of sparse forcing inputs for linear dynamical systems from noisy measurements when the initial state is unknown. This problem is of particular relevance to detecting forced oscillations in…

Optimization and Control · Mathematics 2022-01-21 Rajasekhar Anguluri , Lalitha Sankar , Oliver Kosut

Hybrid AC/DC distribution systems are becoming a popular means to accommodate the increasing penetration of distributed energy resources and flexible loads. This paper proposes a distributed and robust state estimation (DRSE) method for…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Manyun Huang , Junbo Zhao , Zhinong Wei , Marco Pau , Guoqiang Sun

The precise knowledge regarding the state of the power grid is important in order to ensure optimal and reliable grid operation. Specifically, knowing the state of the distribution grid becomes increasingly important as more renewable…

Systems and Control · Electrical Eng. & Systems 2020-02-18 Jonatan Ostrometzky , Konstantin Berestizshevsky , Andrey Bernstein , Gil Zussman

This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise and where the parameters belong to a known compact set. The schemes are based on…

Optimization and Control · Mathematics 2022-03-23 T. J. Meijer , V. S. Dolk , M. S. Chong , R. Postoyan , B. de Jager , D. Nešić , W. P. M. H. Heemels

A problem of distributed state estimation at multiple agents that are physically connected and have competitive interests is mapped to a distributed source coding problem with additional privacy constraints. The agents interact to estimate…

Information Theory · Computer Science 2012-07-10 Lalitha Sankar , H. Vincent Poor

This work introduces a learning-enhanced observer (LEO) for linear time-invariant systems with uncertain dynamics. Rather than relying solely on nominal models, the proposed framework treats the system matrices as optimizable variables and…

Machine Learning · Computer Science 2025-11-21 Hao Shu

A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…

Systems and Control · Electrical Eng. & Systems 2020-05-28 Romeo Ortega , Emmanuel Nuño , Alexei Bobtsov

This paper proposes a fully distributed robust state-estimation (D-RBSE) method that is applicable to multi-area power systems with nonlinear measurements. We extend the recently introduced bilinear formulation of state estimation problems…

Systems and Control · Computer Science 2015-08-18 Weiye Zheng , Wenchuan Wu , Antonio Gomez-Exposito , Boming Zhang

A fundamental challenge in robust visual-inertial odometry (VIO) is to dynamically assess the reliability of sensor measurements. This assessment is crucial for properly weighting the contribution of each measurement to the state estimate.…

Robotics · Computer Science 2025-10-03 Seungwon Choi , Donggyu Park , Seo-Yeon Hwang , Tae-Wan Kim

Efficient and accurate state estimation is essential for the optimal management of the future smart grid. However, to meet the requirements of deploying the future grid at a large scale, the state estimation algorithm must be able to…

Information Theory · Computer Science 2017-09-29 Jung-Chieh Chen , Hwei-Ming Chung , Chao-Kai Wen , Wen-Tai Li , Jen-Hao Teng

Quantum state estimation for continuously monitored dynamical systems involves assigning a quantum state to an individual system at some time, conditioned on the results of continuous observations. The quality of the estimation depends on…

Quantum Physics · Physics 2022-05-26 Areeya Chantasri , Ivonne Guevara , Kiarn T. Laverick , Howard M. Wiseman

Distributed estimation based on measurements from multiple wireless sensors is investigated. It is assumed that a group of sensors observe the same quantity in independent additive observation noises with possibly different variances. The…

Information Theory · Computer Science 2009-11-13 Shuguang Cui , Jinjun Xiao , Andrea Goldsmith , Zhi-Quan Luo , H. Vincent Poor

A recently new intelligent optimization algorithm called discrete state transition algorithm is considered in this study, for solving unconstrained integer optimization problems. Firstly, some key elements for discrete state transition…

Optimization and Control · Mathematics 2016-04-05 Xiaojun Zhou

State estimation is routinely being performed in high-voltage power transmission grids in order to assist in operation and to detect faulty equipment. In low- and medium-voltage power distribution grids, on the other hand, few real-time…

Optimization and Control · Mathematics 2016-04-15 Henrik Sandberg , György Dán , Ragnar Thobaben

We develop cloud-assisted remote sensing techniques for enabling distributed consensus estimation of unknown parameters in a given geographic area. We first propose a distributed sensor network virtualization algorithm that searches for,…

Networking and Internet Architecture · Computer Science 2015-01-16 Sherif Abdelwahab , Bechir Hamdaoui , Mohsen Guizani

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

State estimation and sensor selection problems for nonlinear networks and systems are ubiquitous problems that are important for the control, monitoring, analysis, and prediction of a large number of engineered and physical systems. Sensor…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Aleksandar Haber
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