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This paper is concerned with a generalized Kalman-Bucy filtering model and corresponding robust problem under model uncertainty. We find that this robust problem is equivalent to considering an estimate problem under some sublinear…

Probability · Mathematics 2019-08-16 Shaolin Ji , Chuiliu Kong , Chuanfeng Sun

Joint estimation and scheduling for sensor networks is considered in a system formed by two sensors, a scheduler and a remote estimator. Each sensor observes a Gaussian source, which may be correlated. The scheduler observes the output of…

Systems and Control · Computer Science 2018-04-06 Marcos M. Vasconcelos , Urbashi Mitra

A fully analytical controller design is proposed to tackle a periodic control problem for stable linear systems with an input delay. Applying the internal model control scheme, the controller design reduces to designing a filter, which is…

Systems and Control · Electrical Eng. & Systems 2025-05-15 Can Kutlu Yüksel , Tomáš Vyhlídal , Jaroslav Bušek , Martin Hromčík , Silviu-Iulian Niculescu

We investigate the combination between causal/zero-delay source coding and information-theoretic secrecy. Two source coding models with secrecy constraints are considered. We start by considering zero-delay perfectly secret lossless…

Information Theory · Computer Science 2013-11-20 Yonatan Kaspi , Neri Merhav

We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…

Optimization and Control · Mathematics 2024-09-02 Giovanni Fusco , Monica Motta , Richard Vinter

Traditional statements of the celebrated Kalman filter algorithm focus on the estimation of state, but not the output. For any outputs, measured or auxiliary, it is usually assumed that the posterior state estimates and known inputs are…

Optimization and Control · Mathematics 2016-10-26 Ameet S. Deshpande

We propose to send a Gaussian source over an average-power limited additive white Gaussian noise channel by transmitting a linear combination of the source sequence and the result of its quantization using a high dimensional Gaussian vector…

Information Theory · Computer Science 2007-07-16 Shraga Bross , Amos Lapidoth , Stephan Tinguely

This paper considers a vector Gaussian channel of fixed identity covariance matrix and binary input signalling as the mean of it. A linear transformation is performed on the vector input signal. The objective is to find the optimal scaling…

Information Theory · Computer Science 2024-12-06 Muhammad Fahad , Daniel R. Fuhrmann

Safety-critical navigation applications require that estimation errors be reliably quantified and bounded. This can be challenging for linear dynamic systems if the process noise or measurement errors have uncertain time correlation. In…

Signal Processing · Electrical Eng. & Systems 2020-09-22 Omar Garcia Crespillo , Mathieu Joerger , Steve Langel

In this paper, delay-free, low complexity, joint source-channel coding (JSCC) for transmission of two correlated Gaussian memoryless sources over a Gaussian Multiple Access Channel (GMAC) is considered. The main contributions of the paper…

Information Theory · Computer Science 2015-03-18 Paal Anders Floor , Anna N. Kim , Niklas Wernersson , Tor A. Ramstad , Mikael Skoglund , Ilangko Balasingham

In standard treatments of stochastic filtering one first has to estimate the values of the parameters of the model. Simply running the filter without considering the reliability of this estimate does not take into account this additional…

Probability · Mathematics 2018-09-05 Andrew L. Allan , Samuel N. Cohen

We investigate the joint actuator-sensor design problem for stochastic linear control systems. Specifically, we address the problem of identifying a pair of sensor and actuator which gives rise to the minimum expected value of a quadratic…

Systems and Control · Computer Science 2018-06-12 Xudong Chen

We present a new strategy for filtering high-dimensional multiscale systems characterized by high-order non-Gaussian statistics using observations from leading-order moments. A closed stochastic-statistical modeling framework suitable for…

Mathematical Physics · Physics 2024-07-09 Di Qi , Jian-Guo Liu

This paper focuses on a networked state estimation problem for a spatially large linear system with a distributed array of sensors, each of which offers partial state measurements, and the transmission is lossy. We propose a measurement…

Systems and Control · Computer Science 2019-05-29 Tianju Sui , Damian Marelli , Ximing Sun , Minyue Fu

The problem of synthesizing an optimal sensor selection policy is pertinent to a variety of engineering applications ranging from event detection to autonomous navigation. We consider such a synthesis problem over an infinite time horizon…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Michael Hibbard , Kirsten Tuggle , Takashi Tanaka

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

In this paper, the problem of pilot beam pattern design for channel estimation in massive multiple-input multiple-output systems with a large number of transmit antennas at the base station is considered, and a new algorithm for pilot beam…

Information Theory · Computer Science 2015-06-17 Song Noh , Michael D. Zoltowski , Youngchul Sung , David J. Love

We consider a continuous-time linear-quadratic Gaussian control problem with partial observations and costly information acquisition. More precisely, we assume the drift of the state process to be governed by an unobservable…

Optimization and Control · Mathematics 2024-08-20 Christoph Knochenhauer , Alexander Merkel , Yufei Zhang

We investigate a Linear-Quadratic-Gaussian (LQG) control and sensing co-design problem, where one jointly designs sensing and control policies. We focus on the realistic case where the sensing design is selected among a finite set of…

Optimization and Control · Mathematics 2020-05-20 Vasileios Tzoumas , Luca Carlone , George J. Pappas , Ali Jadbabaie

We show that the sensor self-localization problem can be cast as a static parameter estimation problem for Hidden Markov Models and we implement fully decentralized versions of the Recursive Maximum Likelihood and on-line…

Optimization and Control · Mathematics 2015-06-05 Nikolas Kantas , Sumeetpal S. Singh , Arnaud Doucet