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相关论文: Local Measurement Based Robust Voltage Stability I…

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We report on the measurement of detailed balance violation in a coupled, noise-driven linear electronic circuit consisting of two nominally identical RC elements that are coupled via a variable capacitance. The state variables are the…

统计力学 · 物理学 2019-03-06 Juan Pablo Gonzalez , John C. Neu , Stephen W. Teitsworth

We consider a setting, where the output of a linear dynamical system (LDS) is, with an unknown but fixed probability, replaced by noise. There, we present a robust method for the prediction of the outputs of the LDS and identification of…

机器学习 · 计算机科学 2018-08-06 Jakub Marecek , Tigran Tchrakian

We tackle the calibration of the so-called Stochastic-Local Volatility (SLV) model. This is the class of financial models that combines the local and stochastic volatility features and has been subject of the attention by many researchers…

计算金融 · 定量金融 2017-11-09 Yuri F. Saporito , Xu Yang , Jorge P. Zubelli

The frequencies of three separate Cs fountain clocks and one Rb fountain clock have been compared to various hydrogen masers to search for periodic changes correlated with the changing solar gravitational potential at the Earth and boost…

广义相对论与量子宇宙学 · 物理学 2015-06-16 M. E. Tobar , P. L. Stanwix , J. J. McFerran , J. Guéna , M. Abgrall , S. Bize , A. Clairon , Ph. Laurent , P. Rosenbusch , D. Rovera , G. Santarelli

In this paper, we establish a unified framework for subspace identification (SID) of linear parameter-varying (LPV) systems to estimate LPV state-space (SS) models in innovation form. This framework enables us to derive novel LPV SID…

系统与控制 · 电气工程与系统科学 2020-08-11 P. B. Cox , R. Tóth

The Linear Parameter-Varying (LPV) framework provides a modeling and control design toolchain to address nonlinear (NL) system behavior via linear surrogate models. Despite major research effort on LPV data-driven modeling, a key…

系统与控制 · 电气工程与系统科学 2022-10-28 Chris Verhoek , Gerben I. Beintema , Sofie Haesaert , Maarten Schoukens , Roland Tó th

In today's cyber-enabled smart grids, high penetration of uncertain renewables, purposeful manipulation of meter readings, and the need for wide-area situational awareness, call for fast, accurate, and robust power system state estimation.…

系统与控制 · 计算机科学 2019-02-07 Gang Wang , Georgios B. Giannakis , Jie Chen

A robust observer for performing power system dynamic state estimation (DSE) of a synchronous generator is proposed. The observer is developed using the concept of $\mathcal{L}_{\infty}$ stability for uncertain, nonlinear dynamic generator…

系统与控制 · 电气工程与系统科学 2020-02-19 Sebastian Nugroho , Ahmad F. Taha , Junjian Qi

Fast-acting smart inverters that utilize preset operating conditions to determine real and reactive power injection/consumption can create voltage instabilities (over-voltage, voltage oscillations and more) in an electrical distribution…

系统与控制 · 电气工程与系统科学 2020-11-20 Shammya Shananda Saha , Daniel Arnold , Anna Scaglione , Eran Schweitzer , Ciaran Roberts , Sean Peisert , Nathan G. Johnson

Linear, time-varying (LTV) systems composed of time shifts, frequency shifts, and complex amplitude scalings are operators that act on continuous finite-energy waveforms. This paper presents a novel, resource-efficient method for…

信息论 · 计算机科学 2015-06-23 Andrew Harms , Waheed U. Bajwa , Robert Calderbank

This paper deals with sliding mode control for multivariable polytopic uncertain systems. We provide systematic procedures to design variable structure controllers (VSCs) and unit-vector controllers (UVCs). Based on suitable representations…

Low-frequency resonances with low stability margins affect video bandwidth characteristics of power amplifiers. In this work, a non-connectorized measurement technique is presented to obtain the low-frequency critical poles at internal…

系统与控制 · 电气工程与系统科学 2025-01-29 Jose Manuel Gonzalez , Nerea Otegi , Aitziber Anakabe , Libe Mori , Asier Barcenilla , Juan-Mari Collantes

We consider the problem of system identification of partially observed linear time-invariant (LTI) systems. Given input-output data, we provide non-asymptotic guarantees for identifying the system parameters under general heavy-tailed noise…

系统与控制 · 电气工程与系统科学 2025-04-28 Vinay Kanakeri , Aritra Mitra

Resilient systems are able to recover quickly and easily from disturbed system states that might result from hazardous events or malicious attacks. In this paper a novel resilience metric for linear time invariant systems is proposed: the…

系统与控制 · 电气工程与系统科学 2021-08-23 Johannes Börner , Florian Steinke

Stochastic learning dynamics based on Langevin or Levy stochastic differential equations (SDEs) in deep neural networks control the variance of noise by varying the size of the mini-batch or directly those of injecting noise. Since the…

机器学习 · 计算机科学 2023-10-05 JInwuk Seok , Changsik Cho

We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…

偏微分方程分析 · 数学 2024-09-19 Yuxuan Chen , Ziyu Liu , Shengquan Xiang , Zhifei Zhang

The Bass Local Volatility Model (Bass-LV), as studied in [Conze and Henry-Labordere, 2021], stands out for its ability to eliminate the need for interpolation between maturities. This offers a significant advantage over traditional LV…

计算金融 · 定量金融 2025-05-14 Hao Qin , Charlie Che , Ruozhong Yang , Liming Feng

This paper presents a novel direct data-driven control framework for solving the linear quadratic regulator (LQR) under disturbances and noisy state measurements. The system dynamics are assumed unknown, and the LQR solution is learned…

系统与控制 · 电气工程与系统科学 2025-05-13 Ramin Esmzad , Gokul S. Sankar , Teawon Han , Hamidreza Modares

Under conditions of high penetration of renewables, the low-voltage (LV) distribution network needs to be carefully managed. In such a scenario, an accurate real-time low-voltage power network model is an important prerequisite, which opens…

最优化与控制 · 数学 2019-06-19 Sergey Iakovlev , Robin J. Evans , Iven Mareels

This paper discusses the robustness of the constant-delay predictor feedback in the case of an uncertain time-varying input delay. Specifically, we study the stability of the closed-loop system when the predictor feedback is designed based…

最优化与控制 · 数学 2019-08-29 Hugo Lhachemi , Christophe Prieur , Robert Shorten