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We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

A sensor observes a random phenomenon and transmits updates about the observed phenomenon to a remote monitor. The sensor may experience intermittent failures in which case the monitor will not receive any updates until the sensor has…

Information Theory · Computer Science 2023-08-30 Ismail Cosandal , Sennur Ulukus

This paper presents a track-before-detect labeled multi-Bernoulli filter tailored for industrial mobile platform safety applications. We derive two application specific separable likelihood functions that capture the geometric shape and…

Computer Vision and Pattern Recognition · Computer Science 2016-05-12 Tharindu Rathnayake , Reza Hoseinnezhad , Ruwan Tennakoon , Alireza Bab-Hadiashar

This paper presents a cooperative multi-robot multi-target tracking framework aimed at enhancing the efficiency of the heterogeneous sensor network and, consequently, improving overall target tracking accuracy. The concept of normalized…

Robotics · Computer Science 2024-08-13 Jun Chen , Mohammed Abugurain , Philip Dames , Shinkyu Park

In object tracking and state estimation problems, ambiguous evidence such as imprecise measurements and the absence of detections can contain valuable information and thus be leveraged to further refine the probabilistic belief state. In…

Signal Processing · Electrical Eng. & Systems 2023-05-23 Keith A. LeGrand , Silvia Ferrari

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness

Advanced feedforward control methods enable mechatronic systems to perform varying motion tasks with extreme accuracy and throughput. The aim of this paper is to develop a data-driven feedforward controller that addresses input…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Jilles van Hulst , Maurice Poot , Dragan Kostić , Kai Wa Yan , Jim Portegies , Tom Oomen

We consider a general form of the sensor scheduling problem for state estimation of linear dynamical systems, which involves selecting sensors that minimize the trace of the Kalman filter error covariance (weighted by a positive…

Optimization and Control · Mathematics 2023-12-13 Shamak Dutta , Nils Wilde , Stephen L. Smith

This paper considers the optimal sensor allocation for estimating the emission rates of multiple sources in a two-dimensional spatial domain. Locations of potential emission sources are known (e.g., factory stacks), and the number of…

Computation · Statistics 2025-09-09 Xinchao Liu , Dzung Phan , Youngdeok Hwang , Levente Klein , Xiao Liu , Kyongmin Yeo

This paper addresses the challenges of optimally placing a finite number of sensors to detect Poisson-distributed targets in a bounded domain. We seek to rigorously account for uncertainty in the target arrival model throughout the problem.…

Robotics · Computer Science 2023-07-11 Mingyu Kim , Harun Yetkin , Daniel J. Stilwell , Jorge Jimenez , Saurav Shrestha , Nina Stark

This paper studies optimal control under the average-reward/cost criterion for deterministic linear systems. We derive the value function and optimal policy, and propose an approximate solution using Model Predictive Control to enable…

Optimization and Control · Mathematics 2025-07-08 Duc Cuong Nguyen

Predicting the response of an observed system to a known input is a fruitful first step to accurately control the system's dynamics. Despite the recent advances in fully data-driven algorithms, the most interpretable way to reach this goal…

Dynamical Systems · Mathematics 2026-03-03 Laurent Pagnier , Melvyn Tyloo , Akshita Jindal , Pragati Thakur , Kyle C. A. Wedgwood

This paper introduces a new approach to solve sensor management problems. Classically sensor management problems can be well formalized as Partially-Observed Markov Decision Processes (POMPD). The original approach developped here consists…

Machine Learning · Computer Science 2009-03-20 Thomas Bréhard , Emmanuel Duflos , Philippe Vanheeghe , Pierre-Arnaud Coquelin

We propose and analyze a posteriori error estimates for a control-constrained optimal control problem with bang-bang solutions. We consider a solution strategy based on the variational approach, where the control variable is not…

Optimization and Control · Mathematics 2025-05-26 Francisco Fuica

In this paper, sensor selection problems for target tracking in large sensor networks with linear equality or inequality constraints are considered. First, we derive an equivalent Kalman filter for sensor selection, i.e., generalized…

Optimization and Control · Mathematics 2023-07-19 Xiaojing Shen , Pramod K. Varshney

Handling uncertainty in model predictive control comes with various challenges, especially when considering state constraints under uncertainty. Most methods focus on either the conservative approach of robustly accounting for uncertainty…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Michael Fink , Tim Brüdigam , Dirk Wollherr , Marion Leibold

The implementation of cyber-physical systems in real-world applications is challenged by safety requirements in the presence of sensor threats. Most cyber-physical systems, especially multi-sensor systems, struggle to detect sensor attacks…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Xingzhou Chen , Nachuan Yang , Peihu Duan , Shilei Li , Ling Shi

For linear systems, many data-driven control methods rely on the behavioral framework, using historical data of the system to predict the future trajectories. However, measurement noise introduces errors in predictions. When the noise is…

Optimization and Control · Mathematics 2023-08-29 Baiwei Guo , Yuning Jiang , Colin N. Jones , Giancarlo Ferrari-Trecate

In many multiobject tracking applications, including radar and sonar tracking, after prefiltering the received signal, measurement data is typically structured in cells. The cells, e.g., represent different range and bearing values.…

Signal Processing · Electrical Eng. & Systems 2024-06-04 Thomas Kropfreiter , Jason L. Williams , Florian Meyer

We present a new algorithm for model predictive control of non-linear systems with respect to multiple, conflicting objectives. The idea is to provide a possibility to change the objective in real-time, e.g.~as a reaction to changes in the…

Optimization and Control · Mathematics 2018-08-02 Sebastian Peitz , Kai Schäfer , Sina Ober-Blöbaum , Julian Eckstein , Ulrich Köhler , Michael Dellnitz