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Inferring latent dynamics from multivariate time-series defined over topological cell complexes is crucial for capturing the complex, higher-order interactions inherent in real-world systems such as in water, sensor, and transportation…

信号处理 · 电气工程与系统科学 2026-05-21 Chengen Liu , Rohan Money , Ting Gao , Mohammad Sabbaqi , Baltasar Beferull-Lozano , Elvin Isufi

Simultaneous Input and State Estimation (SISE) enables the reconstruction of unknown inputs and internal states in dynamical systems, with applications in fault detection, robotics, and control. While various methods exist for linear…

系统与控制 · 电气工程与系统科学 2025-07-08 Rodrigo A. González , Angel L. Cedeño

The paper deals with decentralized state estimation for spatially distributed systems described by linear partial differential equations from discrete in-space-and-time noisy measurements provided by sensors deployed over the spatial domain…

系统与控制 · 计算机科学 2016-04-11 Giorgio Battistelli , Luigi Chisci , Nicola Forti , Stefano Selleri , Giuseppe Pelosi

We derive a novel, provably robust, and closed-form Bayesian update rule for online filtering in state-space models in the presence of outliers and misspecified measurement models. Our method combines generalised Bayesian inference with…

This paper proposes a decentralized dynamic state estimation (DSE) algorithm with bimodal Gaussian mixture measurement noise. The decentralized DSE is formulated using the Ensemble Kalman Filter (EnKF) and then compared with the unscented…

信号处理 · 电气工程与系统科学 2020-02-19 Vahid Sarfi , Amir Ghasemkhani , Iman Niazazari , Hanif Livani , Lei Yang

Accurate state estimation is crucial for legged robot locomotion, as it provides the necessary information to allow control and navigation. However, it is also challenging, especially in scenarios with uneven and slippery terrain. This…

Elastically-supported section model tests are the most basic experimental technique in wind engineering, where helical springs are commonly employed to simulate the two-degree-of-freedom low-order modal motions of flexible structures.…

系统与控制 · 电气工程与系统科学 2025-04-30 Wenkai Du , Guangzhong Gao , Suhan Li , Bo Fu , Jiawu Li , Ledong Zhu

We address the problem of observation noise misspecification in Bayesian filtering of dynamical systems via recent advances in generalised Bayesian inference. Mis-match in tail decay between the true data generating process and an assumed…

统计理论 · 数学 2026-05-27 Hans Reimann , Sebastian Reich

State estimation for legged robots is challenging due to their highly dynamic motion and limitations imposed by sensor accuracy. By integrating Kalman filtering, optimization, and learning-based modalities, we propose a hybrid solution that…

机器人学 · 计算机科学 2024-04-30 Alexander Schperberg , Yusuke Tanaka , Saviz Mowlavi , Feng Xu , Bharathan Balaji , Dennis Hong

In this paper, we propose a new framework for solving state estimation problems with an additional sparsity-promoting $L_1$-regularizer term. We first formulate such problems as minimization of the sum of linear or nonlinear quadratic error…

信息论 · 计算机科学 2019-10-02 Rui Gao , Filip Tronarp , Simo Särkkä

The capability of a novel Kullback-Leibler divergence method is examined herein within the Kalman filter framework to select the input-parameter-state estimation execution with the most plausible results. This identification suffers from…

信号处理 · 电气工程与系统科学 2025-11-05 Marios Impraimakis

Non-Gaussian noise and the uncertainty of noise distribution are the common factors that reduce accuracy in dynamic state estimation of power systems (PS). In addition, the optimal value of the free coefficients in the unscented Kalman…

信号处理 · 电气工程与系统科学 2025-04-11 Duc Viet Nguyen , Haiquan Zhao , Jinhui Hu , Le Ngoc Giang

State estimation is a fundamental problem for multi-sensor information fusion, essential in applications such as target tracking, power systems, and control automation. Previous research mostly ignores the correlation between sensors and…

信号处理 · 电气工程与系统科学 2025-03-13 Weizhi Chen , Yaowen Li , Yu Liu , You He

This paper presents a coordinate ascent algorithm to learn dynamic and measurement models in dynamic state estimation using maximum likelihood estimation in a supervised manner. In particular, the dynamic and measurement models are assumed…

机器学习 · 计算机科学 2025-11-04 Bettina Hanlon , Angel Garcia Fernandez

We propose a new class of filtering and smoothing methods for inference in high-dimensional, nonlinear, non-Gaussian, spatio-temporal state-space models. The main idea is to combine the ensemble Kalman filter and smoother, developed in the…

统计方法学 · 统计学 2019-03-22 Matthias Katzfuss , Jonathan R. Stroud , Christopher K. Wikle

In this paper, a novel hybrid-degree dual estimation approach based on cubature rules and cubature-based nonlinear filters is proposed for fault diagnosis of nonlinear systems through simultaneous state and time-varying parameter…

系统与控制 · 电气工程与系统科学 2021-11-16 Yanyan Shen , Khashayar Khorasani

This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

信号处理 · 电气工程与系统科学 2025-04-14 Tuo Yang , Jiachen Qian , Zhisheng Duan , Zhiyong Sun

Motivated by the need for accurate frequency information, a novel algorithm for estimating the fundamental frequency and its rate of change in three-phase power systems is developed. This is achieved through two stages of Kalman filtering.…

机器学习 · 统计学 2016-03-10 Sayed Pouria Talebi , Danilo P. Mandic

The operating point of a power system may change due to slow enough variations of the power injections. Rotating machines in the bulk system can absorb smooth changes in the dynamic states of the system. In this context, we present a novel…

最优化与控制 · 数学 2024-01-22 Gabriel Intriago , Holger Cevallos , Yu Zhang

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).…

系统与控制 · 计算机科学 2018-07-03 Junjian Qi , Ahmad F. Taha , Jianhui Wang