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This paper introduces a new stochastic hybrid system (SHS) framework for contingency detection in modern power systems (MPS). The framework uses stochastic hybrid system representations in state space models to expand and facilitate capability of contingency detection. In typical microgrids (MGs), buses may contain various synchronous generators, renewable generators, controllable loads, battery systems, regular loads, etc. For development of SHS models in power systems, this paper introduces the concept of dynamic and non-dynamic buses. By converting a physical power grid into a virtual linearized state space model and representing contingencies as random switching of system structures and parameters, this paper formulates the contingency detection problem as a joint estimation problem of discrete event and continuous states in stochastic hybrid systems. This method offers unique advantages, including using common measurement signals on voltage and current synchrophasors to detect different types and locations of contingencies, avoiding expensive local direct fault measurements and detecting certain contingencies that cannot be directly measured. The method employs a small and suitably-designed probing signal to sustain the ability of persistent contingency detection. Joint estimation algorithms are presented with their proven convergence and reliability properties. Examples that use an IEEE 5-bus system demonstrate the main ideas and derivation steps. Simulation case studies on an IEEE 33-bus system are used for detecting transmission line faults and sensor interruptions., Comment: 12 pages, 10 figures. arXiv admin note: text overlap with arXiv:2401.16568

This paper introduces a stochastic hybrid system (SHS) framework in state space model to capture sensor, communication, and system contingencies in modern power systems (MPS). Within this new framework, the paper concentrates on the development of state estimation methods and algorithms to provide reliable state estimation under randomly intermittent and noisy sensor data. MPSs employ diversified measurement devices for monitoring system operations that are subject to random measurement errors and rely on communication networks to transmit data whose channels encounter random packet loss and interruptions. The contingency and noise form two distinct and interacting stochastic processes that have a significant impact on state estimation accuracy and reliability. This paper formulates stochastic hybrid system models for MPSs, introduces coordinated observer design algorithms for state estimation, and establishes their convergence and reliability properties. A further study reveals a fundamental design tradeoff between convergence rates and steady-state error variances. Simulation studies on the IEEE 5-bus system and IEEE 33-bus system are used to illustrate the modeling methods, observer design algorithms, convergence properties, performance evaluations, and impact sensor system selections., Comment: 15 pages, 9 figures

Here we investigate single-cell stochastic gene expression kinetics in a minimal coupled gene circuit with positive-plus-negative feedback. A triphasic stochastic bifurcation upon the increasing ratio of the positive and negative feedback strengths is observed, which reveals a strong synergistic interaction between positive and negative feedback loops. We discover that coupled positive-plus-negative feedback amplifies gene expression mean but reduces gene expression noise over a wide range of feedback strengths when promoter switching is relatively slow, stabilizing gene expression around a relatively high level. In addition, we study two types of macroscopic limits of the discrete chemical master equation model: the Kurtz limit applies to proteins with large burst frequencies and the L\'{e}vy limit applies to proteins with large burst sizes. We derive the analytic steady-state distributions of the protein abundance in a coupled gene circuit for both the discrete model and its two macroscopic limits, generalizing the results obtained in [Chaos 26:043108, 2016]. We also obtain the analytic time-dependent protein distribution for the classical Friedman-Cai-Xie random bursting model proposed in [Phys. Rev. Lett. 97:168302, 2006]. Our analytic results are further applied to study the structure of gene expression noise in a coupled gene circuit and a complete decomposition of noise in terms of five different biophysical origins is provided., Comment: 27 pages, 7 figures

Predictable inter-vehicle communication reliability is a basis for the paradigm shift from the traditional singlevehicle-oriented safety and efficiency control to networked vehicle control. The lack of predictable interference control in existing mechanisms of inter-vehicle communications, however, makes them incapable of ensuring predictable communication reliability. For predictable interference control, we propose the Cyber-Physical Scheduling (CPS) framework that leverages the PRK interference model and addresses the challenges of vehicle mobility to PRK-based scheduling. In particular, CPS leverage physical locations of vehicles to define the gPRK interference model, a geometric approximation of the PRK model, for effective interference relation estimation, and CPS leverages cyber-physical structures of vehicle traffic flows (particularly, spatiotemporal interference correlation as well as macro- and micro-scopic vehicle dynamics) for effective use of the gPRK model. Through experimental analysis with high-fidelity ns-3 and SUMO simulation, we observe that CPS enables predictable reliability while achieving high throughput and low delay in communication. To the best of our knowledge, CPS is the first field deployable method that ensures predictable interference control and thus reliability in inter-vehicle communications., Comment: 10 page conference version

Consensus conditions and convergence speeds are crucial for distributed consensus algorithms of networked systems. Based on a basic first-order average-consensus protocol with time-varying topologies and additive noises, this paper first investigates its critical consensus condition on network topology by stochastic approximation frameworks. A new joint-connectivity condition called extensible joint-connectivity that contains a parameter $\delta$ (termed the extensible exponent) is proposed. With this and a balanced topology condition, we show that a critical value of $\delta$ for consensus is $1/2$. Optimization on convergence rate of this protocol is further investigated. It is proved that the fastest convergence rate, which is the theoretic optimal rate among all controls, is of the order $1/t$ for the best topologies, and is of the order $1/t^{1-2\delta}$ for the worst topologies which are balanced and satisfy the extensible joint-connectivity condition. For practical implementation, certain open-loop control strategies are introduced to achieve consensus with a convergence rate of the same order as the fastest convergence rate. Furthermore, a consensus condition is derived for non stationary and strongly correlated random topologies. The algorithms and consensus conditions are applied to distributed consensus computation of mobile ad-hoc networks; and their related critical exponents are derived from relative velocities of mobile agents for guaranteeing consensus., Comment: 36 pages, 0 figure

This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain. This switching process is used to represent random environment and other random factors that cannot be given by stochastic differential equations driven by a Brownian motion. The state space of the Markov chain is large in our setup, which renders practically infeasible a straightforward implementation of the mean-variance control strategy obtained in the literature. By partitioning the states of the Markov chain into sub-groups (or clusters) and then aggregating the states of each cluster as a super state, we are able to obtain a limit system of much reduced complexity. The justification of the limit system is rigorously supported by establishing certain weak convergence results., Comment: arXiv admin note: substantial text overlap with arXiv:1401.4476

Although the mean-variance control was initially formulated for financial portfolio management problems in which one wants to maximize expected return and control the risk, our motivations also stem from highway vehicle platoon controls that aim to maximize highway utility while ensuring zero accident. This paper develops near-optimal mean-variance controls of switching diffusion systems. To reduce the computational complexity, with motivations from earlier work on singularly perturbed Markovian systems \cite{SethiZ94,Yin&Zhang,GZB}, we use a two-time-scale formulation to treat the underlying systems, which is represented by use of a small parameter. As the small parameter goes to 0, we obtain a limit problem. Using the limit problem as a guide, we construct controls for the original problem, and show that the control so constructed is nearly optimal.

Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are time-varying and their dynamics are modeled by a discrete-time Markov chain. A distinctive feature of the algorithms is the multi-time-scale framework for characterizing parameter varia- tions and algorithm updating speeds. This is realized by considering the stepsize of the estimation algorithms and a scaling parameter that defines the transition rates of the Markov jump process. Depending on the relative time scales of these two pro- cesses, suitably scaled sequences of the estimates are shown to converge to either an ordinary differential equation, or a set of ordinary differential equations modulated by random switching, or a stochastic differential equation, or stochastic differential equa- tions with random switching. Using weak convergence methods, convergence and rates of convergence of the algorithms are obtained for all these cases., Comment: Preprint, submitted to IEEE Transactions on Signal Processing, 26 pages, 5 figures