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This work addresses the distributed estimation problem in a set membership framework. The agents of a network collect measurements which are affected by bounded errors, thus implying that the unknown parameters to be estimated belong to a…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani

This papers studies multi-agent (convex and \emph{nonconvex}) optimization over static digraphs. We propose a general distributed \emph{asynchronous} algorithmic framework whereby i) agents can update their local variables as well as…

Optimization and Control · Mathematics 2019-09-12 Ye Tian , Ying Sun , Gesualdo Scutari

In this paper, we are interested in obtaining answers to the following questions for particle flow filters: Can we provide a theoretical guarantee that particle flow filters give correct results such as unbiased estimates? Are particle…

Signal Processing · Electrical Eng. & Systems 2021-09-28 Liyi Dai , Fred Daum

Distributed averaging is among the most relevant cooperative control problems, with applications in sensor and robotic networks, distributed signal processing, data fusion, and load balancing. Consensus and gossip algorithms have been…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Christel Sirocchi , Alessandro Bogliolo

Linear consensus iterations guarantee asymptotic convergence, thereby, limiting their applicability in applications where consensus value needs to be used in real time to perform a system level task. It also leads to wastage of power and…

Optimization and Control · Mathematics 2017-06-22 Mangal Prakash , Saurav Talukdar , Sandeep Attree , Vikas Yadav , Murti Salapaka

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

Signal Processing · Electrical Eng. & Systems 2025-04-14 Tuo Yang , Jiachen Qian , Zhisheng Duan , Zhiyong Sun

We consider the discrete-time filtering problem in scenarios where the observation noise is low or degenerate. We focus on the case where the observation equation is a linear function of the state and the data involve additive noise.…

Computation · Statistics 2026-04-01 Abylay Zhumekenov , Alexandros Beskos , Dan Crisan , Ajay Jasra , Nikolas Kantas

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

In this paper, a distributed Kalman filtering (DKF) algorithm is proposed based on a diffusion strategy, which is used to track an unknown signal process in sensor networks cooperatively. Unlike the centralized algorithms, no fusion center…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Siyu Xie , Die Gan , Zhixin Liu

Fault-tolerant distributed algorithms are central for building reliable spatially distributed systems. Unfortunately, the lack of a canonical precise framework for fault-tolerant algorithms is an obstacle for both verification and…

Formal Languages and Automata Theory · Computer Science 2012-10-16 Annu John , Igor Konnov , Ulrich Schmid , Helmut Veith , Josef Widder

Particle filters (PFs) are recursive Monte Carlo algorithms for Bayesian tracking and prediction in state space models. This paper addresses continuous-discrete filtering problems, where the hidden state evolves as an It\^o stochastic…

Computation · Statistics 2026-04-24 Utku Erdogan , Gabriel J. Lord , Joaquin Miguez

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

Optimal power flow (OPF) problems are non-convex and large-scale optimization problems with important applications in power networks. This paper proposes the scheduled-asynchronous algorithm to solve a distributed semidefinite programming…

Optimization and Control · Mathematics 2017-10-10 Chin-Yao Chang , Jorge Cortes , Sonia Martinez

The problem of minimizing a sum of local convex objective functions over a networked system captures many important applications and has received much attention in the distributed optimization field. Most of existing work focuses on…

Optimization and Control · Mathematics 2019-01-09 Fatemeh Mansoori , Ermin Wei

We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

Machine Learning · Computer Science 2020-03-30 Philip Amortila , Doina Precup , Prakash Panangaden , Marc G. Bellemare

We present and rigorously analyze the behavior of a distributed, stochastic algorithm for separation and integration in self-organizing particle systems, an abstraction of programmable matter. Such systems are composed of individual…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-06 Sarah Cannon , Joshua J. Daymude , Cem Gokmen , Dana Randall , Andréa W. Richa

A distributed average consensus algorithm robust to a wide range of impulsive channel noise distributions is proposed. This work is the first of its kind in the literature to propose a consensus algorithm which relaxes the requirement of…

Systems and Control · Computer Science 2015-06-22 Sivaraman Dasarathan , Cihan Tepedelenlioglu , Mahesh Banavar , Andreas Spanias

In the following article we consider the numerical approximation of the non-linear filter in continuous-time, where the observations and signal follow diffusion processes. Given access to high-frequency, but discrete-time observations, we…

Numerical Analysis · Mathematics 2020-06-11 Ajay Jasra , Fangyuan Yu , Jeremy Heng

We study the shared processor scheduling problem with a single shared processor where a unit time saving (weight) obtained by processing a job on the shared processor depends on the job. A polynomial-time optimization algorithm has been…

Discrete Mathematics · Computer Science 2021-01-19 Dariusz Dereniowski , Wieslaw Kubiak
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