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This work is concerned with the finite-horizon optimal covariance steering of networked systems governed by discrete-time stochastic linear dynamics. In contrast with existing work that has only considered systems with dynamically decoupled…

Optimization and Control · Mathematics 2025-04-29 Ahmed Khalil , Yoonjae Lee , Efstathios Bakolas

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

Distributed state estimation strongly depends on collaborative signal processing, which often requires excessive communication and computation to be executed on resource-constrained sensor nodes. To address this problem, we propose an…

Systems and Control · Computer Science 2020-02-19 Amr Alanwar , Hazem Said , Ankur Mehta , Matthias Althoff

The local computation of Linial [FOCS'87] and Naor and Stockmeyer [STOC'93] concerns with the question of whether a locally definable distributed computing problem can be solved locally: for a given local CSP whether a CSP solution can be…

Data Structures and Algorithms · Computer Science 2022-09-09 Weiming Feng , Yuxin Sun , Yitong Yin

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…

Machine Learning · Computer Science 2015-04-23 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

We study the problem of distributed Kalman filtering for sensor networks in the presence of model uncertainty. More precisely, we assume that the actual state-space model belongs to a ball, in the Kullback-Leibler topology, about the…

Optimization and Control · Mathematics 2020-04-20 Mattia Zorzi

Dynamic relational processes, such as e-mail exchanges, bank loans and scientific citations, are important examples of dynamic networks, in which the relational events consistute time-stamped edges. There are contexts where the network…

Computation · Statistics 2023-04-24 Igor Artico , Ernst C. Wit

Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…

Methodology · Statistics 2020-10-29 Sina Mews , Roland Langrock , Marius Ötting , Houda Yaqine , Jost Reinecke

Distributed parameter identification for large-scale multi-agent networks encounters challenges due to nonlinear dynamics and partial observations. Simultaneously, ensuring the stability is crucial for the robust identification of dynamic…

Dynamical Systems · Mathematics 2024-01-09 Chunhui Li , Chengpu Yu

We consider the problem of optimal power allocation in a sensor network where the sensors observe a dynamic parameter in noise and coherently amplify and forward their observations to a fusion center (FC). The FC uses the observations in a…

Information Theory · Computer Science 2015-06-17 Feng Jiang , Jie Chen , A. Lee Swindlehurst

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…

Signal Processing · Electrical Eng. & Systems 2025-01-20 Jiaqi Yan , Hideaki Ishii

Prediction error and maximum likelihood methods are powerful tools for identifying linear dynamical systems and, in particular, enable the joint estimation of model parameters and the Kalman filter used for state estimation. A key…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Léo Simpson , Moritz Diehl

We present a new approach to the cooperative localisation problem by applying the theory of minimum energy filtering. We consider the problem of estimating the pose of a group of mobile robots in an environment where robots can perceive…

Systems and Control · Electrical Eng. & Systems 2021-04-29 Jack Henderson , Jochen Trumpf , Mohammad Zamani

State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…

Statistics Theory · Mathematics 2007-06-13 Peter Bickel , Yaacov Ritov , Tobias Rydén

This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…

Systems and Control · Computer Science 2018-09-12 Xingkang He , Xiaocheng Zhang , Wenchao Xue , Haitao Fang

The paper studies distributed static parameter (vector) estimation in sensor networks with nonlinear observation models and noisy inter-sensor communication. It introduces \emph{separably estimable} observation models that generalize the…

Multiagent Systems · Computer Science 2012-05-21 Soummya Kar , Jose M. F. Moura , Kavita Ramanan

In this paper it is established that any jointly controllable, jointly observable, multi-channel, discrete or continuous time linear system with a strongly connected neighbor (communication) graph can be exponentially stabilized with any…

Systems and Control · Electrical Eng. & Systems 2022-12-02 Fengjiao Liu , Lili Wang , Daniel Fullmer , A. Stephen Morse

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2019-08-27 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Roland Bouffanais

Large-scale distributed systems such as sensor networks, often need to achieve filtering and consensus on an estimated parameter from high-dimensional measurements. Running a Kalman filter on every node in such a network is computationally…

Optimization and Control · Mathematics 2017-04-12 Mathias Hudoba de Badyn , Mehran Mesbahi

In this paper the tracking problem of multi-agent systems, in a particular scenario where a segment of agents entering a sensing-denied environment or behaving as non-cooperative targets, is considered. The focus is on determining the…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Vedang M. Deshpande , Raktim Bhattacharya
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