Fundamental backgrounds on linear algebra and functional analysis, required for data assimilation, are described in detail.

This chapter covers the analysis of static systems under probabilistic input uncertainty. The first part of the chapter is devoted to analyzing linear and nonlinear static systems when the first and second moments of the input vector are known, and it provides techniques for characterizing the first and second moments of the state vector. For the linear case, the techniques provide the exact moment characterization, whereas for the nonlinear case, the characterization, which is based on a linearization of the system model, is approximate. The second part of the chapter provides techniques for the analysis of both linear and nonlinear static systems when the pdf of the input vector is known. The techniques included provide exact characterizations of the state pdf for both linear and nonlinear systems. In both cases, the inversion of the input-to-state mapping is required, which in the linear case involves the computation of the inverse of a matrix; however, for the nonlinear, it involves obtaining an analytical expression for the input-to-state mapping. The chapter concludes by utilizing the techniques developed to study the power flow problem under active power injection uncertainty.

This chapter covers the analysis of static systems under set-theoretic input uncertainty. In the first part of the chapter, we assume that the input belongs to an ellipsoid and analyze both linear and nonlinear systems. For the linear case, we provide techniques to exactly characterize the set containing all possible values that the state can take. For the nonlinear case, we again resort to linearization to approximately characterize the set containing all possible values that the state can take. The second part of the chapter considers linear and nonlinear systems when the input is known to belong to a zonotope. For the linear case, we are able to compute the exact set containing all possible values the state can take, whereas for the nonlinear case, we settle for an approximation thereof obtained via linearization. The techniques developed are utilized to analyze the power flow problem under uncertain active power injections.