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This paper studies the remote state estimation problem of linear time-invariant systems with stochastic event-triggered sensor schedules in the presence of packet drops between the sensor and the estimator. It is shown that the system state…

Optimization and Control · Mathematics 2019-04-04 Liang Xu , Yilin Mo , Lihua Xie

The optimal predictor for a linear dynamical system (with hidden state and Gaussian noise) takes the form of an autoregressive linear filter, namely the Kalman filter. However, a fundamental problem in reinforcement learning and control…

Machine Learning · Computer Science 2019-05-27 Holden Lee , Cyril Zhang

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

Motivated by the need to secure cyber-physical systems against attacks, we consider the problem of estimating the state of a noisy linear dynamical system when a subset of sensors is arbitrarily corrupted by an adversary. We propose a…

Optimization and Control · Mathematics 2015-04-24 Shaunak Mishra , Yasser Shoukry , Nikhil Karamchandani , Suhas Diggavi , Paulo Tabuada

Phase estimation in quantum interferometry is a major scenario where the quantum advantage is significantly revealed. Recently, the optimal finite-dimensional probe states (OFPSs) for phase estimation in two-mode quantum interferometry have…

Quantum Physics · Physics 2026-05-07 Jin-Feng Qin , Jing Liu

We identify the optimal measurement for obtaining information about the original quantum state after the state to be measured has undergone partial decoherence due to noise. We quantify the information that can be obtained by the…

Quantum Physics · Physics 2010-01-15 Yu Watanabe , Takahiro Sagawa , Masahito Ueda

We recently proposed a method for estimation of states and parameters in stochastic differential equations, which included intermediate time points between observations and used the Laplace approximation to integrate out these intermediate…

Probability · Mathematics 2025-04-01 Uffe Høgsbro Thygesen

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

Input estimation is a signal processing technique associated with deconvolution of measured signals after filtering through a known dynamic system. Kitanidis and others extended this to the simultaneous estimation of the input signal and…

Systems and Control · Electrical Eng. & Systems 2020-08-24 Mohammad Ali Abooshahab , Mohammed M. J. Alyaseen , Robert R. Bitmead , Morten Hovd

Quantum state smoothing is a technique to estimate an unknown true state of an open quantum system based on partial measurement information both prior and posterior to the time of interest. In this paper, we show that the smoothed quantum…

Quantum Physics · Physics 2021-09-24 Kiarn T. Laverick , Ivonne Guevara , Howard M. Wiseman

This paper presents a method for jointly estimating the state, input, and parameters of linear systems in an online fashion. The method is specially designed for measurements that are corrupted with non-Gaussian noise or outliers, which are…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Jean-Sébastien Brouillon , Keith Moffat , Florian Dörfler , Giancarlo Ferrari-Trecate

This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Minhyuk Jang , Astghik Hakobyan , Insoon Yang

We present theory and experiment for the task of discriminating two nonorthogonal states, given multiple copies. We implement several local measurement schemes, on both pure states and states mixed by depolarizing noise. We find that…

Quantum Physics · Physics 2009-12-04 B. L. Higgins , B. M. Booth , A. C. Doherty , S. D. Bartlett , H. M. Wiseman , G. J. Pryde

This paper addresses the classical problem of determining the sets of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve…

Optimization and Control · Mathematics 2014-05-08 Robin Hill , Yousong Luo , Uwe Schwerdtfeger

We try to find an optimal quantum measurement for generalized quantum state discrimination problems, which include the problem of finding an optimal measurement maximizing the average correct probability with and without a fixed rate of…

Quantum Physics · Physics 2018-01-12 Kenji Nakahira , Tsuyoshi Sasaki Usuda , Kentaro Kato

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

The Kalman Filter (KF) parameters are traditionally determined by noise estimation, since under the KF assumptions, the state prediction errors are minimized when the parameters correspond to the noise covariance. However, noise estimation…

Machine Learning · Computer Science 2022-07-04 Ido Greenberg , Shie Mannor , Netanel Yannay

In quantum state tomography, the estimated frequencies do not correspond directly to a physical quantum state, due to statistical fluctuations. Thus, one resorts to point estimators that return the state that matches observations the best,…

Quantum Physics · Physics 2018-11-09 Sacha Schwarz , Bruno Eckmann , Denis Rosset , André Stefanov

The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns…

Systems and Control · Electrical Eng. & Systems 2023-06-19 Jean-Sébastien Brouillon , Florian Dörfler , Giancarlo Ferrari-Trecate

The task of state discrimination for a set of mutually orthogonal pure states is trivial if one has access to the corresponding sharp (projection-valued) measurement, but what if we are restricted to an unsharp measurement? Given that any…

Quantum Physics · Physics 2021-03-03 Tom Bullock , Teiko Heinosaari