Related papers: Optimal Sensor Design and Zero-Delay Source Coding…
Real-world measurement noise in applications like robotics is often correlated in time, but we typically assume i.i.d. Gaussian noise for filtering. We propose general Gaussian Processes as a non-parametric model for correlated measurement…
Distributed sensor networks often include a multitude of sensors, each measuring parts of a process state space or observing the operations of a system. Communication of measurements between the sensor nodes and estimator(s) cannot…
We study the Continuous-Discrete Kalman Filter (CD-KF) for State-Space Models (SSMs) where continuous-time dynamics are observed via multiple sensors with discrete, irregularly timed measurements. Our focus extends to scenarios in which the…
The purpose of this review is to present a comprehensive overview of the theory of ensemble Kalman-Bucy filtering for continuous-time, linear-Gaussian signal and observation models. We present a system of equations that describe the flow of…
In the classical lossy source coding problem, one encodes long blocks of source symbols that enables the distortion to approach the ultimate Shannon limit. Such a block-coding approach introduces large delays, which is undesirable in many…
We present and analyze a joint source-channel coding strategy for the transmission of a Gaussian source across a Gaussian channel in n channel uses per source symbol. Among all such strategies, our scheme has the following properties: i)…
Optimal experimental design is a classic topic in statistics, with many well-studied problems, applications, and solutions. The design problem we study is the placement of sensors to monitor spatiotemporal processes, explicitly accounting…
This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…
Efficient low-delay video encoders are of fundamental importance to provide timely feedback in remotely controlled platforms such as drones. In order to fully understand the theoretical limits of low-delay video encoders, we consider an…
In this article, we complement recent results on the convergence of the state estimate obtained by applying the discrete-time Kalman filter on a time-sampled continuous-time system. As the temporal discretization is refined, the estimate…
In this paper, communication of a Multivariate Gaussian over a Gaussian Multiple Access Channel is studied. Distributed zero-delay joint source-channel coding (JSCC) solutions to the problem are given. Both nonlinear and linear approaches…
This paper revisits the question of duality between minimum variance estimation and optimal control first described for the linear Gaussian case in the celebrated paper of Kalman and Bucy. A duality result is established for nonlinear…
Transmission of a Gaussian source over a time-varying Gaussian channel is studied in the presence of time-varying correlated side information at the receiver. A block fading model is considered for both the channel and the side information,…
This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…
In this paper, we propose an approach to address the problems with ambiguity in tuning the process and observation noises for a discrete-time linear Kalman filter. Conventional approaches to tuning (e.g. using normalized estimation error…
Recent attention in quickest change detection in the multi-sensor setting has been on the case where the densities of the observations change at the same instant at all the sensors due to the disruption. In this work, a more general…
We consider the problem of selecting an optimal set of sensor precisions to estimate the states of a non-linear dynamical system using an Ensemble Kalman filter and an Unscented Kalman filter, which uses random and deterministic ensembles…
In this paper, a unified approach to sequence-based control and estimation of linear networked systems with multiple sensors is proposed. Time delays and data losses in the controller-actuator-channel are compensated by sending sequences of…
Given a linear dynamical system, we consider the problem of selecting (at design-time) an optimal set of sensors (subject to certain budget constraints) to minimize the trace of the steady state error covariance matrix of the Kalman filter.…
We consider a distributed source coding problem of $L$ correlated Gaussian observations $Y_i, i=1,2,...,L$. We assume that the random vector $Y^{L}={}^{\rm t} (Y_1,Y_2,$ $...,Y_L)$ is an observation of the Gaussian random vector…