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State-space mixed-frequency vector autoregressions are now widely used for nowcasting. Despite their popularity, estimating such models can be computationally intensive, especially for large systems with stochastic volatility. To tackle the…

Econometrics · Economics 2021-12-22 Joshua C. C. Chan , Aubrey Poon , Dan Zhu

A power constrained sensor network that consists of multiple sensor nodes and a fusion center (FC) is considered, where the goal is to estimate a random parameter of interest. In contrast to the distributed framework, the sensor nodes may…

Information Theory · Computer Science 2012-07-03 Swarnendu Kar , Pramod K. Varshney

Kalman filtering can provide an optimal estimation of the system state from noisy observation data. This algorithm's performance depends on the accuracy of system modeling and noise statistical characteristics, which are usually challenging…

Systems and Control · Electrical Eng. & Systems 2025-04-18 Xun Xiao , Junbo Tie , Jinyue Zhao , Ziqi Wang , Yuan Li , Qiang Dou , Lei Wang

This paper presents an algorithm to improve state estimation for legged robots. Among existing model-based state estimation methods for legged robots, the contact-aided invariant extended Kalman filter defines the state on a Lie group to…

Robotics · Computer Science 2026-01-29 Seokju Lee , Hyun-Bin Kim , Kyung-Soo Kim

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

Systems and Control · Computer Science 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

Estimating the occurrence of packet losses in a networked control systems (NCS) can be used to improve the control performance and to detect failures or cyber-attacks. This study considers simultaneous estimation of the plant state and the…

Systems and Control · Electrical Eng. & Systems 2020-07-31 A. Mohammadzadeh , B. Tavassoli , B. Moaveni

This paper investigates the problem of adaptive power allocation for distributed best linear unbiased estimation (BLUE) of a random parameter at the fusion center (FC) of a wireless sensor network (WSN). An optimal power-allocation scheme…

Information Theory · Computer Science 2016-11-17 Mohammad Fanaei , Matthew C. Valenti , Natalia A. Schmid

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

Sparsity constraints on the control inputs of a linear dynamical system naturally arise in several practical applications such as networked control, computer vision, seismic signal processing, and cyber-physical systems. In this work, we…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Rupam Kalyan Chakraborty , Geethu Joseph , Chandra R. Murthy

In this article, we introduce decentralized Kalman filters for linear quadratic deep structured teams. The agents in deep structured teams are coupled in dynamics, costs and measurements through a set of linear regressions of the states and…

Multiagent Systems · Computer Science 2021-10-26 Jalal Arabneydi , Amir G. Aghdam

The choice of the location of controllers and observations is of great importance for designing control systems and improving the estimations in various practical problems. For time-varying systems in Hilbert spaces, the existence and…

Optimization and Control · Mathematics 2015-04-01 Xueran Wu , Birgit Jacob , Hendrik Elbern

In this paper, we investigate the state estimation problem over multiple Markovian packet drop channels. In this problem setup, a remote estimator receives measurement data transmitted from multiple sensors over individual channels. By the…

Systems and Control · Electrical Eng. & Systems 2021-03-08 Jiapeng Xu , Guoxiang Gu , Vijay Gupta , Yang Tang

State estimation is a fundamental requirement in robotics, where the accurate determination of a robot's state is essential for stable operation despite inherent process disturbances and sensor noise. Traditionally, this is achieved through…

Robotics · Computer Science 2026-04-21 Phunyapa Suksomboon , Paulo Garcia

Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…

Systems and Control · Computer Science 2013-04-11 Greg Hager , Max Mintz

This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…

Optimization and Control · Mathematics 2019-10-23 Taeyoung Lee

We present an advanced thermal response model for micro- and nanomechanical systems in photothermal sensing, designed to balance speed and precision. Our model considers the two time constants of the nanomechanical element and the…

As connected and autonomous driving technologies advance, vehicles increasingly rely on data from external sensors. Although this information can enhance state estimation, processing all available streams imposes significant communication…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Jehyeop Han , Minhee Kang , Alessandro Colombo , Marcello Farina , Heejin Ahn

An unscented Kalman filter with joint state and parameter estimation is proposed for aerodynamics, states and wind conditions for airborne wind energy converters. The proposed estimator relies on different measurement setups. Due to the…

Systems and Control · Computer Science 2013-09-12 Maximilian Ranneberg

This paper studies power-efficient uplink transmission design for federated learning (FL) that employs over-the-air analog aggregation and multi-antenna beamforming at the server. We jointly optimize device transmit weights and receive…

Information Theory · Computer Science 2025-01-31 Faeze Moradi Kalarde , Min Dong , Ben Liang , Yahia A. Eldemerdash Ahmed , Ho Ting Cheng

In this paper we consider the behavior of Kalman Filter state estimates in the case of distribution with heavy tails .The simulated linear state space models with Gaussian measurement noises were used. Gaussian noises in state equation are…

Statistics Theory · Mathematics 2015-12-08 Valentin Konakov , Pavel Mozgunov