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Disturbance observers have been attracting continuing research efforts and are widely used in many applications. Among them, the Kalman filter-based disturbance observer is an attractive one since it estimates both the state and the…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Shilei Li , Dawei Shi , Yunjiang Lou , Wulin Zou , Ling Shi

In this paper, we consider the problem of remote vector Gaussian source coding for a wireless acoustic sensor network. Each node receives messages from multiple nodes in the network and decodes these messages using its own measurement of…

Information Theory · Computer Science 2016-11-15 Adel Zahedi , Jan Ostergaard , Soren Holdt Jensen , Patrick Naylor , Soren Bech

We extend the Kalman-Bucy filter to the case where both the system and observation processes are driven by finite dimensional L\'{e}vy processes, but whereas the process driving the system dynamics is square-integrable, that driving the…

Probability · Mathematics 2014-04-09 David Applebaum , Stefan Blackwood

We consider a system in which two nodes take correlated measurements of a random source with time-varying and unknown statistics. The observations of the source at the first node are to be losslessly replicated with a given probability of…

Information Theory · Computer Science 2016-10-27 Fangzhou Chen , Bin Li , Can Emre Koksal

This paper studies optimization of zero-delay source-channel codes, and specifically the problem of obtaining globally optimal transformations that map between the source space and the channel space, under a given transmission power…

Information Theory · Computer Science 2013-04-26 Mustafa S. Mehmetoglu , Emrah Akyol , Kenneth Rose

Let us consider the deconvolution problem, that is, to recover a latent source $x(\cdot)$ from the observations $\mathbf{y} = [y_1,\ldots,y_N]$ of a convolution process $y = x\star h + \eta$, where $\eta$ is an additive noise, the…

Machine Learning · Statistics 2023-07-19 Felipe Tobar , Arnaud Robert , Jorge F. Silva

We consider a discrete-time linear-quadratic Gaussian control problem in which we minimize a weighted sum of the directed information from the state of the system to the control input and the control cost. The optimal control and sensing…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Murat Cubuktepe , Takashi Tanaka , Ufuk Topcu

A distributed lossy compression network with $L$ encoders and a decoder is considered. Each encoder observes a source and sends a compressed version to the decoder. The decoder produces a joint reconstruction of target signals with the mean…

Information Theory · Computer Science 2022-06-06 Siyao Zhou , Sadaf Salehkalaibar , Jingjing Qian , Jun Chen , Wuxian Shi , Yiqun Ge , Wen Tong

Jointly Gaussian memoryless sources are observed at N distinct terminals. The goal is to efficiently encode the observations in a distributed fashion so as to enable reconstruction of any one of the observations, say the first one, at the…

Information Theory · Computer Science 2008-05-14 Saurabha Tavildar , Pramod Viswanath , Aaron B. Wagner

We consider the problem of reconstructing time sequences of spatially sparse signals (with unknown and time-varying sparsity patterns) from a limited number of linear "incoherent" measurements, in real-time. The signals are sparse in some…

Information Theory · Computer Science 2016-11-17 Namrata Vaswani

This work studies the state estimation problem of a stochastic nonlinear system with unknown sensor measurement losses. If the estimator knows the sensor measurement losses of a linear Gaussian system, the minimum variance estimate is…

Systems and Control · Computer Science 2020-05-11 Jiaqi Zhang , Keyou You , Lihua Xie

In this technical note, we prove that the ODEFTC algorithm constitutes the first optimal distributed state estimator for continuous-time linear time-varying systems subject to stochastic disturbances. Particularly, we formally show that it…

Optimization and Control · Mathematics 2025-10-22 Irene Perez-Salesa , Rodrigo Aldana-Lopez , Carlos Sagues

A networked controlled system (NCS) in which the plant communicates to the controller over a channel with random delay loss is considered. The channel model is motivated by recent development of tree codes for NCS, which effectively…

Systems and Control · Computer Science 2016-07-28 Mohammad Kazem Izadinasab , Amir Homayoun Bahari Sani , Farshad Lahouti , Babak Hassibi

We consider the problem of sensor selection for designing observer and filter for continuous linear time invariant systems such that the sensor precisions are minimized, and the estimation errors are bounded by the prescribed…

Systems and Control · Electrical Eng. & Systems 2021-04-08 Vedang M. Deshpande , Raktim Bhattacharya

This paper considers the problem of optimal estimation for linear system with the measurement vector subject to arbitrary corruption by an adversarial agent. This problem is relevant to cyber-physical systems where, due to the tight…

Optimization and Control · Mathematics 2019-08-09 Olugbenga Moses Anubi , Charalambos Konstantinou , Rodney Roberts

We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the…

Optimization and Control · Mathematics 2021-09-28 Oron Sabag , Peida Tian , Victoria Kostina , Babak Hassibi

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…

Machine Learning · Computer Science 2021-10-22 Matthias Schultheis , Dominik Straub , Constantin A. Rothkopf

Energy efficiency is a key requirement in the design of wireless sensor networks. While most theoretical studies only account for the energy requirements of communication, the sensing process, which includes measurements and compression,…

Information Theory · Computer Science 2012-05-23 Xi Liu , Osvaldo Simeone , Elza Erkip

In cyber-physical systems where sensors measure the temporal evolution of a given phenomenon of interest and radio communication takes place over short distances, the energy spent for source acquisition and compression may be comparable…

Information Theory · Computer Science 2016-11-17 Paolo Castiglione , Osvaldo Simeone , Elza Erkip , Thomas Zemen

We consider optimal sensor placement for hyper-parameterized linear Bayesian inverse problems, where the hyper-parameter characterizes nonlinear flexibilities in the forward model, and is considered for a range of possible values. This…

Numerical Analysis · Mathematics 2020-11-24 Nicole Aretz-Nellesen , Peng Chen , Martin A. Grepl , Karen Veroy