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State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

Efficient and accurate state estimation is essential for the optimal management of the future smart grid. However, to meet the requirements of deploying the future grid at a large scale, the state estimation algorithm must be able to…

Information Theory · Computer Science 2017-09-29 Jung-Chieh Chen , Hwei-Ming Chung , Chao-Kai Wen , Wen-Tai Li , Jen-Hao Teng

Jointly optimal transmission power control and remote estimation over an infinite horizon is studied. A sensor observes a dynamic process and sends its observations to a remote estimator over a wireless fading channel characterized by a…

Systems and Control · Computer Science 2016-05-02 Xiaoqiang Ren , Junfeng Wu , Karl H. Johansson , Guodong Shi , Ling Shi

The success of the ensemble Kalman filter has triggered a strong interest in expanding its scope beyond classical state estimation problems. In this paper, we focus on continuous-time data assimilation where the model and measurement errors…

Numerical Analysis · Mathematics 2019-06-26 Nikolas Nüsken , Sebastian Reich , Paul J. Rozdeba

A set of N independent Gaussian linear time invariant systems is observed by M sensors whose task is to provide the best possible steady-state causal minimum mean square estimate of the state of the systems, in addition to minimizing a…

Optimization and Control · Mathematics 2008-10-30 Jerome Le Ny , Eric Feron , Munther A. Dahleh

We consider the Kalman-filtering problem with multiple sensors which are connected through a communication network. If all measurements are delivered to one place called fusion center and processed together, we call the process centralized…

Optimization and Control · Mathematics 2019-03-29 Kunhee Ryu , Juhoon Back

The existence of redundant sensors in collaborative state estimation is a common occurrence, yet their true significance remains elusive. This paper comprehensively investigates the effects and optimal design of redundant sensors in sensor…

Systems and Control · Electrical Eng. & Systems 2024-02-06 Yunxiao Ren , Zhisheng Duan , Peihu Duan , Ling Shi

In this technical note, we prove that the ODEFTC algorithm constitutes the first optimal distributed state estimator for continuous-time linear time-varying systems subject to stochastic disturbances. Particularly, we formally show that it…

Optimization and Control · Mathematics 2025-10-22 Irene Perez-Salesa , Rodrigo Aldana-Lopez , Carlos Sagues

We consider the problem of estimating channel fading coefficients (modeled as a correlated Gaussian vector) via Downlink (DL) training and Uplink (UL) feedback in wideband FDD massive MIMO systems. Using rate-distortion theory, we derive…

Information Theory · Computer Science 2022-02-04 Mahdi Barzegar Khalilsarai , Yi Song , Tianyu Yang , Giuseppe Caire

In this paper, we address the distributed filtering and prediction of time-varying random fields represented by linear time-invariant (LTI) dynamical systems. The field is observed by a sparsely connected network of agents/sensors…

Information Theory · Computer Science 2016-10-14 Subhro Das , José M. F. Moura

In this paper, we present a unified optimal and exponentially stable filter for linear discrete-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense, without making any…

Optimization and Control · Mathematics 2014-06-17 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

We consider a scenario where a base station (BS) attempts to collect fresh information from power constrained sensors over time-varying band-limited wireless channels. We characterize the data freshness through the recently proposed…

Information Theory · Computer Science 2019-10-15 Haoyue Tang , Jintao Wang , Philippe Ciblat , Jian Song

This paper presents an LMI-based design framework for multirate steady-state Kalman filters in systems with sensors operating at different sampling rates. The multirate system is formulated as a periodic time-varying system, where the…

Systems and Control · Electrical Eng. & Systems 2026-04-30 Hiroshi Okajima

The problem of distributed dynamic state estimation in wireless sensor networks is studied. Two important properties of local estimates, namely, the consistency and confidence, are emphasized. On one hand, the consistency, which means that…

Information Theory · Computer Science 2016-11-15 Shaocheng Wang , Wei Ren

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…

Systems and Control · Computer Science 2018-07-20 Bo Chen , Guoqiang Hu , Daniel W. C. Ho , Li Yu

We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…

Methodology · Statistics 2014-09-03 Jie Zhou , Aiping Tang

We study the problem of semi-blind channel estimation and symbol detection in the uplink of multi-cell massive MIMO systems with spatially correlated time-varying channels. An algorithm based on expectation propagation (EP) is developed to…

Information Theory · Computer Science 2022-12-06 Mort Naraghi-Pour , Mohammed Rashid , Cesar Vargas-Rosales

This paper is concerned with the linear/nonlinear Kalman-like filtering problem under binary sensors. Since innovation represents new information in the sensor measurement and serves to correct the prediction for the Kalman-like filter…

Systems and Control · Electrical Eng. & Systems 2021-10-28 Zhongyao Hu , Bo Chen , Yuchen Zhang , Li Yu

This paper studies the optimal state estimation for a dynamic system, whose transfer function can be nonlinear and the input noise can be of arbitrary distribution. Our algorithm differs from the conventional extended Kalman filter (EKF)…

Signal Processing · Electrical Eng. & Systems 2022-04-22 Xin Liang , Yi Jiang

The increasing availability of distributed energy resources (DERs) and sensors in smart grid, as well as overlaying communication network, provides substantial potential benefits for improving the power system's reliability. In this paper,…

Systems and Control · Computer Science 2011-03-29 Rukun Mao , Husheng Li