Related papers: Optimal Sensor Design and Zero-Delay Source Coding…
Bayesian linear inverse problems aim to recover an unknown signal from noisy observations, incorporating prior knowledge. This paper analyses a data-dependent method to choose the scale parameter of a Gaussian prior. The method we study…
In this paper, we consider a distributed remote source coding problem, where a sequence of observations of source vectors is available at the encoder. The problem is to specify the optimal rate for encoding the observations subject to a…
Conventional Bayesian estimation requires an accurate stochastic model of a system. However, this requirement is not always met in many practical cases where the system is not completely known or may differ from the assumed model. For such…
We study joint source-channel coding (JSCC) of compressed sensing (CS) measurements using vector quantizer (VQ). We develop a framework for realizing optimum JSCC schemes that enable encoding and transmitting CS measurements of a sparse…
We consider a discrete-time Linear-Quadratic-Gaussian (LQG) control problem in which Massey's directed information from the observed output of the plant to the control input is minimized while required control performance is attainable.…
In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…
This paper addresses the problem of coding a continuous random source correlated with another source which is only available at the decoder. The proposed approach is based on the extension of the channel coding concept of syndrome from the…
We consider zero-delay single-user and multi-user source coding with average distortion constraint and decoder side information. The zero-delay constraint translates into causal (sequential) encoder and decoder pairs as well as the use of…
We revisit the source coding problem for a Markov chain under the assumption that the transmission times and how fast the Markov chain transitions its state happen at the same time-scale. Specifically, we assume that the transmission of…
We consider the problem of designing an optimal quantum detector to minimize the probability of a detection error when distinguishing between a collection of quantum states, represented by a set of density operators. We show that the design…
There have been many works that focus on the sampling set design for a static graph signal, but few for time-varying graph signals (GS). In this paper, we concentrate on how to select vertices to sample and how to allocate the sampling…
The classical state-space approach to optimal estimation of stochastic processes is efficient when the driving noises are generated by martingales. In particular, the weight function of the optimal linear filter, which solves a complicated…
The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…
Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator.…
In this paper, we study a generalized Kalman-Bucy filtering problem under uncertainty. The drift uncertainty for both signal process and observation process is considered and the attitude to uncertainty is characterized by a convex operator…
Asymptotic energy-distortion performance of zero-delay communication scenarios under additive white Gaussian noise is investigated. Using high-resolution analysis for quantizer design, the higher-order term in the logarithm of the…
Zero-delay transmission of a Gaussian source over an additive white Gaussian noise (AWGN) channel is considered with a one-bit analog-to-digital converter (ADC) front end and a correlated side information at the receiver. The design of the…
This work considers the problem of quickest detection of signals in a coupled system of N sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled a general Ito…
The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…
Duality between estimation and optimal control is a problem of rich historical significance. The first duality principle appears in the seminal paper of Kalman-Bucy, where the problem of minimum variance estimation is shown to be dual to a…