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Main Authors: Pan, Guanru, Reinhardt, Dirk, Gros, Sebastien, Faulwasser, Timm
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2605.15851
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author Pan, Guanru
Reinhardt, Dirk
Gros, Sebastien
Faulwasser, Timm
author_facet Pan, Guanru
Reinhardt, Dirk
Gros, Sebastien
Faulwasser, Timm
contents This paper presents a data-driven framework for uncertainty propagation under unmeasured or statistically unmodeled (unstructured) disturbances. We consider residual disturbances, which consolidate all unstructured disturbances into a single quantity that can be estimated from data. Under mild assumptions, the resulting stochastic predictor is causal and distributionally consistent, enabling efficient uncertainty quantification through polynomial chaos expansions and higher-order Chebyshev inequalities. The proposed method is validated using experimental data from a smart home in Norway.
format Preprint
id arxiv_https___arxiv_org_abs_2605_15851
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Uncertainty Propagation under Residual Disturbances: A Smart-Home Case Study
Pan, Guanru
Reinhardt, Dirk
Gros, Sebastien
Faulwasser, Timm
Systems and Control
This paper presents a data-driven framework for uncertainty propagation under unmeasured or statistically unmodeled (unstructured) disturbances. We consider residual disturbances, which consolidate all unstructured disturbances into a single quantity that can be estimated from data. Under mild assumptions, the resulting stochastic predictor is causal and distributionally consistent, enabling efficient uncertainty quantification through polynomial chaos expansions and higher-order Chebyshev inequalities. The proposed method is validated using experimental data from a smart home in Norway.
title Uncertainty Propagation under Residual Disturbances: A Smart-Home Case Study
topic Systems and Control
url https://arxiv.org/abs/2605.15851