Bayesian State Estimation for Unobservable Distribution Systems via Deep Learning

The problem of state estimation for unobservable distribution systems is considered. A deep learning approach to Bayesian state estimation is proposed for real-time applications. The proposed technique consists of distribution learning of stochastic power injection, a Monte Carlo technique for the training of a deep neural network for state estimation, and a Bayesian bad-data detection and filtering algorithm. Structural characteristics of the deep neural networks are investigated. Simulations illustrate the accuracy of Bayesian state estimation for unobservable systems and demonstrate the benefit of employing a deep neural network. Numerical results show the robustness of Bayesian state estimation against modeling and estimation errors and the presence of bad and missing data. Comparing with pseudo-measurement techniques, direct Bayesian state estimation via deep learning neural network outperforms existing benchmarks

A Survey on State Estimation Techniques and Challenges in Smart Distribution Systems

This paper presents a review of the literature on State Estimation (SE) in power systems. While covering some works related to SE in transmission systems, the main focus of this paper is Distribution System State Estimation (DSSE). The paper discusses a few critical topics of DSSE, including mathematical problem formulation, application of pseudo-measurements, metering instrument placement, network topology issues, impacts of renewable penetration, and cyber-security. Both conventional and modern data-driven and probabilistic techniques have been reviewed. This paper can provide researchers and utility engineers with insights into the technical achievements, barriers, and future research directions of DSSE

Performance Bounds for Parameter Estimation under Misspecified Models: Fundamental findings and applications

Inferring information from a set of acquired data is the main objective of any signal processing (SP) method. In particular, the common problem of estimating the value of a vector of parameters from a set of noisy measurements is at the core of a plethora of scientific and technological advances in the last decades; for example, wireless communications, radar and sonar, biomedicine, image processing, and seismology, just to name a few. Developing an estimation algorithm often begins by assuming a statistical model for the measured data, i.e. a probability density function (pdf) which if correct, fully characterizes the behaviour of the collected data/measurements. Experience with real data, however, often exposes the limitations of any assumed data model since modelling errors at some level are always present. Consequently, the true data model and the model assumed to derive the estimation algorithm could differ. When this happens, the model is said to be mismatched or misspecified. Therefore, understanding the possible performance loss or regret that an estimation algorithm could experience under model misspecification is of crucial importance for any SP practitioner. Further, understanding the limits on the performance of any estimator subject to model misspecification is of practical interest. Motivated by the widespread and practical need to assess the performance of a mismatched estimator, the goal of this paper is to help to bring attention to the main theoretical findings on estimation theory, and in particular on lower bounds under model misspecification, that have been published in the statistical and econometrical literature in the last fifty years. Secondly, some applications are discussed to illustrate the broad range of areas and problems to which this framework extends, and consequently the numerous opportunities available for SP researchers.Comment: To appear in the IEEE Signal Processing Magazin

On-line Bayesian parameter estimation in general non-linear state-space models: A tutorial and new results

On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex multi-dimensional integrals that are not amenable to analytical solution. While basic sequential Monte-Carlo (SMC) or particle filtering (PF) algorithms for simultaneous estimation exist, it is well recognized that there is a need for making these on-line algorithms non-degenerate, fast and applicable to processes with missing measurements. To overcome the deficiencies in traditional algorithms, this work proposes a Bayesian approach to on-line state and parameter estimation. Its extension to handle missing data in real-time is also provided. The simultaneous estimation is performed by filtering an extended vector of states and parameters using an adaptive sequential-importance-resampling (SIR) filter with a kernel density estimation method. The approach uses an on-line optimization algorithm based on Kullback-Leibler (KL) divergence to allow adaptation of the SIR filter for combined state-parameter estimation. An optimal tuning rule to control the width of the kernel and the variance of the artificial noise added to the parameters is also proposed. The approach is illustrated through numerical examples.Comment: A condensed version of this article has been published in: Tulsyan, A., Huang, B., Gopaluni, R.B., Forbes, J.F. "On simultaneous on-line state and parameter estimation in non-linear state-space models". Journal of Process Control, vol 23, no. 4, 201

Robust Particle Filtering via Bayesian Nonparametric Outlier Modeling

This paper is concerned with the online estimation of a nonlinear dynamic system from a series of noisy measurements. The focus is on cases wherein outliers are present in-between normal noises. We assume that the outliers follow an unknown generating mechanism which deviates from that of normal noises, and then model the outliers using a Bayesian nonparametric model called Dirichlet process mixture (DPM). A sequential particle-based algorithm is derived for posterior inference for the outlier model as well as the state of the system to be estimated. The resulting algorithm is termed DPM based robust PF (DPM-RPF). The nonparametric feature makes this algorithm allow the data to "speak for itself" to determine the complexity and structure of the outlier model. Simulation results show that it performs remarkably better than two state-of-the-art methods especially when outliers appear frequently along time.Comment: 5 pages, 3 figure

Enhancement of Low-cost GNSS Localization in Connected Vehicle Networks Using Rao-Blackwellized Particle Filters

An essential function for automated vehicle technologies is accurate localization. It is difficult, however, to achieve lane-level accuracy with low-cost Global Navigation Satellite System (GNSS) receivers due to the biased noisy pseudo-range measurements. Approaches such as Differential GNSS can improve the accuracy, but usually require an enormous amount of investment in base stations. The emerging connected vehicle technologies provide an alternative approach to improving the localization accuracy. It has been shown in this paper that localization accuracy can be enhanced by fusing GNSS information within a group of connected vehicles and matching the configuration of the group to a digital map to eliminate the common bias in localization. A Rao-Blackwellized particle filter (RBPF) was used to jointly estimate the common biases of the pseudo-ranges and the vehicles positions. Multipath biases, which are non-common to vehicles, were mitigated by a multi-hypothesis detection-rejection approach. The temporal correlation was exploited through the prediction-update process. The proposed approach was compared to the existing static and smoothed static methods in the intersection scenario. Simulation results show that the proposed algorithm reduced the estimation error by fifty percent and reduced the estimation variance by two orders of magnitude.Comment: 7 pages, 7 figures, IEEE ITS

Bayesian Model for Multiple Change-points Detection in Multivariate Time Series

This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the statistical signal distributions. Specifically change-points are not assumed to occur at simultaneous time instants across series, and no specific distribution is assumed on the individual signals. It relies on the combination of a local robust statistical test acting on individual time segments, with a global Bayesian framework able to optimize configurations from multiple local statistics (from segments of a unique time series or multiple time series). Using an extensive experimental set-up, our algorithm is shown to perform well on Gaussian data, with the same results in term of recall and precision as classical approaches, such as the fused lasso and the Bernoulli Gaussian model. Furthermore, it outperforms the reference models in the case of non normal data with outliers. The control of the False Discovery Rate by an acceptance level is confirmed. In the case of multivariate data, the probabilities that simultaneous change-points are shared by some specific time series are learned. We finally illustrate our algorithm with real datasets from energy monitoring and genomic. Segmentations are compared to state-of-the-art approaches based on fused lasso and group fused lasso.Comment: 29 pages, 27 figure

Bayesian peak-bagging of solar-like oscillators using MCMC: A comprehensive guide

Context: Asteroseismology has entered a new era with the advent of the NASA Kepler mission. Long and continuous photometric observations of unprecedented quality are now available which have stimulated the development of a number of suites of innovative analysis tools. Aims: The power spectra of solar-like oscillations are an inexhaustible source of information on stellar structure and evolution. Robust methods are hence needed in order to infer both individual oscillation mode parameters and parameters describing non-resonant features, thus making a seismic interpretation possible. Methods: We present a comprehensive guide to the implementation of a Bayesian peak-bagging tool that employs a Markov chain Monte Carlo (MCMC). Besides making it possible to incorporate relevant prior information through Bayes' theorem, this tool also allows one to obtain the marginal probability density function for each of the fitted parameters. We apply this tool to a couple of recent asteroseismic data sets, namely, to CoRoT observations of HD 49933 and to ground-based observations made during a campaign devoted to Procyon. Results: The developed method performs remarkably well at constraining not only in the traditional case of extracting oscillation frequencies, but also when pushing the limit where traditional methods have difficulties. Moreover it provides an rigorous way of comparing competing models, such as the ridge identifications, against the asteroseismic data.Comment: Accepted for publication in A&

Sequential Bayesian inference for implicit hidden Markov models and current limitations

Hidden Markov models can describe time series arising in various fields of science, by treating the data as noisy measurements of an arbitrarily complex Markov process. Sequential Monte Carlo (SMC) methods have become standard tools to estimate the hidden Markov process given the observations and a fixed parameter value. We review some of the recent developments allowing the inclusion of parameter uncertainty as well as model uncertainty. The shortcomings of the currently available methodology are emphasised from an algorithmic complexity perspective. The statistical objects of interest for time series analysis are illustrated on a toy "Lotka-Volterra" model used in population ecology. Some open challenges are discussed regarding the scalability of the reviewed methodology to longer time series, higher-dimensional state spaces and more flexible models.Comment: Review article written for ESAIM: proceedings and surveys. 25 pages, 10 figure

Bayesian Structured Sparsity Priors for EEG Source Localization Technical Report

This report introduces a new hierarchical Bayesian model for the EEG source localization problem. This model promotes structured sparsity to search for focal brain activity. This sparsity is obtained via a multivariate Bernoulli Laplacian prior assigned to the brain activity approximating an $\ell_{20}$ pseudo norm regularization in a Bayesian framework. A partially collapsed Gibbs sampler is used to draw samples asymptotically distributed according to the posterior associated with the proposed Bayesian model. The generated samples are used to estimate the brain activity and the model hyperparameters jointly in an unsupervised framework. Two different kinds of Metropolis-Hastings moves are introduced to accelerate the convergence of the Gibbs sampler. The first move is based on multiple dipole shifts within each MCMC chain whereas the second one exploits proposals associated with different MCMC chains. We use both synthetic and real data to compare the performance of the proposed method with the weighted $\ell_{21}$ mixed norm regularization and a method based on a multiple sparse prior, showing that our algorithm presents advantages in several scenarios.Comment: 38 pages, extended version of a paper that will be submitted for publicatio