P. Mohajerin Esfahani
57 records found
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Ground fault detection in inverter-based microgrid (IBM) systems is challenging, particularly in a real-time setting, as the fault current deviates slightly from the nominal value. This difficulty is reinforced when there are partially decoupled disturbances and modeling uncertai
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This paper studies the problem of fault detection and estimation (FDE) for linear time-invariant (LTI) systems with a particular focus on frequency content information of faults, possibly as multiple disjoint continuum ranges, and under both disturbances and stochastic noise. To
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Robust fault estimators for nonlinear systems
An ultra-local model design
This paper proposes a nonlinear estimator for the robust reconstruction of process and sensor faults for a class of uncertain nonlinear systems. The proposed fault estimation method augments the system dynamics with an ultra-local (in time) internal state–space representation (a
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Distributionally Robust Model Predictive Control
Closed-loop Guarantees and Scalable Algorithms
We establish a collection of closed-loop guarantees and propose a scalable optimization algorithm for distributionally robust model predictive control (DRMPC) applied to linear systems, convex constraints, and quadratic costs. Via standard assumptions for the terminal cost and co
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We study the data-driven finite-horizon linear quadratic regularization (LQR) problem reformulated as a semidefinite program (SDP). Our contribution is to propose two novel accelerated first-order methods for solving the resulting SDP. Our methods enjoy adaptive stepsize and adap
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This paper considers the problem of fault estimation in linear time-invariant systems when actuators are subject to unknown additive faults. A data-driven approach is proposed to design an inverse-system-based filter for reconstructing fault signals when the underlying fault subs
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Linear Time-Varying Parameter Estimation
Maximum A Posteriori Approach via Semidefinite Programming
We study the problem of identifying a linear time-varying output map from measurements and linear time-varying system states, which are perturbed with Gaussian observation noise and process uncertainty, respectively. Employing a stochastic model as prior knowledge for the paramet
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This article focuses on a class of distributionally robust optimization (DRO) problems where, unlike the growing body of the literature, the objective function is potentially nonlinear in the distribution. Existing methods to optimize nonlinear functions in probability space use
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We consider the extension of the adaptive Golden RAtio ALgorithm (aGRAAL) for variational inequalities. We show that by selecting the momentum parameter beyond the golden ratio the convergence speed can be improved, which motivates us to study the switching between small and larg
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We present a framework for learning of modeling uncertainties in Linear Time Invariant (LTI) systems to improve the predictive capacity of system models in the input-output sense. First, we propose a methodology to extend the LTI model with an uncertainty model. The proposed fram
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We propose two novel numerical schemes for the approximate implementation of the dynamic programming (DP) operation concerned with finite-horizon optimal control of discrete-time systems with input-affine dynamics. The proposed algorithms involve discretization of the state and i
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Adaptive Composite Online Optimization
Predictions in Static and Dynamic Environments
In the past few years, online convex optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this article, we propose new step-size rules and OCO algorithms that simultaneously exp
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We introduce a distributionally robust minimium mean square error estimation model with a Wasserstein ambiguity set to recover an unknown signal from a noisy observation. The proposed model can be viewed as a zero-sum game between a statistician choosing an estimator—that is, a m
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Linear Fault Estimators for Nonlinear Systems
An Ultra-Local Model Design
This paper addresses the problem of robust process and sensor fault reconstruction for nonlinear systems. The proposed method augments the system dynamics with an approximated internal linear model of the combined contribution of known nonlinearities and unknown faults - leading
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We study a diagnosis scheme to reliably detect the active mode of discrete-time, switched affine systems in the presence of measurement noise and asynchronous switching. The proposed scheme consists of two parts: (i) the construction of a bank of filters, and (ii) the introductio
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Dynamic Anomaly Detection with High-fidelity Simulators
A Convex Optimization Approach
The main objective of this article is to develop scalable dynamic anomaly detectors with high-fidelity simulators of power systems. On the one hand, models in high-fidelity simulators are typically 'intractable' if one opts to describe them in a mathematical formulation in order
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Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise, or varying system dynamics, such estimation is even more challenging. To address this challenge, this letter proposes a novel filter to estimate mu
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In this paper, we present a methodology for actuator and sensor fault estimation in nonlinear systems. The method consists of augmenting the system dynamics with an approximated ultra-local model (a finite chain of integrators) for the fault vector and constructing a Nonlinear Un
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Multi-sensor networks are becoming more and more popular in order to assess the post-occupancy performance of smart buildings, since they enable continuous monitoring with a high spatial resolution of the occupancy, thermal comfort and indoor air quality. An urgent, but poorly at
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