Related papers: On the Complexity and Approximability of Optimal S…
Studying the stability of the Kalman filter whose measurements are randomly lost has been an active research topic for over a decade. In this paper we extend the existing results to a far more general setting in which the measurement…
Simultaneous operation of all sensors in a large-scale sensor network is power-consuming and computationally expensive. Hence, it is desirable to select fewer sensors. A greedy algorithm is widely used for sensor selection in homogeneous…
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…
Kalman filtering can provide an optimal estimation of the system state from noisy observation data. This algorithm's performance depends on the accuracy of system modeling and noise statistical characteristics, which are usually challenging…
In this work, we address the problem of sensor selection for state estimation via Kalman filtering. We consider a linear time-invariant (LTI) dynamical system subject to process and measurement noise, where the sensors we use to perform…
In this paper, sensor selection problems for target tracking in large sensor networks with linear equality or inequality constraints are considered. First, we derive an equivalent Kalman filter for sensor selection, i.e., generalized…
State minimization of combinatorial filters is a fundamental problem that arises, for example, in building cheap, resource-efficient robots. But exact minimization is known to be NP-hard. This paper conducts a more nuanced analysis of this…
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…
We develop a fast algorithm for Kalman Filter applied to the random walk forecast model. The key idea is an efficient representation of the estimate covariance matrix at each time-step as a weighted sum of two contributions - the process…
Optimization of sensor selection has been studied to monitor complex and large-scale systems with data-driven linear reduced-order modeling. An algorithm for greedy sensor selection is presented under the assumption of correlated noise in…
A classic problem is the estimation of a set of parameters from measurements collected by only a few sensors. The number of sensors is often limited by physical or economical constraints and their placement is of fundamental importance to…
Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…
In this paper, we consider the task of designing a Kalman Filter (KF) for an unknown and partially observed autonomous linear time invariant system driven by process and sensor noise. To do so, we propose studying the following two step…
The growing amount of applications that generate vast amount of data in short time scales render the problem of partial monitoring, coupled with prediction, a rather fundamental one. We study the aforementioned canonical problem under the…
In this paper we consider the coupled task scheduling problem with exact delay times on a single machine with the objective of minimizing the total completion time of the jobs. We provide constant-factor approximation algorithms for several…
We study the fundamental problem of selecting optimal features for model construction. This problem is computationally challenging on large datasets, even with the use of greedy algorithm variants. To address this challenge, we extend the…
Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…
The problem of faulty sensor detection is investigated in large sensor networks where the sensor faults are sparse and time-varying, such as those caused by attacks launched by an adversary. Group testing and the Kalman filter are designed…
This article studies two problems related to observability and efficient constrained sensor placement in linear time-invariant discrete-time systems with partial state observations. (i) We impose the condition that both the set of outputs…
As connected and autonomous driving technologies advance, vehicles increasingly rely on data from external sensors. Although this information can enhance state estimation, processing all available streams imposes significant communication…