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We consider the problem of tracking the state of Gauss-Markov processes over rate-limited erasure-prone links. We concentrate first on the scenario in which several independent processes are seen by a single observer. The observer maps the…

Information Theory · Computer Science 2018-05-24 Anatoly Khina , Victoria Kostina , Ashish Khisti , Babak Hassibi

The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…

Optimization and Control · Mathematics 2023-03-03 Mohammad S. Ramadan , Robert R. Bitmead , Ke Huang

A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…

Systems and Control · Computer Science 2016-11-17 Tong Zhou

In the remote state estimation problem, an observer tries to reconstruct the state of a dynamical system at a remote location, where no direct sensor measurements are available. The observer only has access to information sent through a…

Optimization and Control · Mathematics 2021-06-28 Christoph Kawan , Sigurdur Hafstein , Peter Giesl

This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…

Optimization and Control · Mathematics 2016-02-16 Benoîte de Saporta , François Dufour , Christophe Nivot

We consider adapting the transmission rate to maximize the goodput, i.e., the amount of data transmitted without error, over a continuous Markov flat-fading wireless channel. In particular, we consider schemes in which transmitter channel…

Information Theory · Computer Science 2009-03-25 Rohit Aggarwal , Philip Schniter , C. Emre Koksal

The problem of communicating sensor measurements over shared networks is prevalent in many modern large-scale distributed systems such as cyber-physical systems, wireless sensor networks, and the internet of things. Due to bandwidth…

Systems and Control · Electrical Eng. & Systems 2021-12-14 Marcos M. Vasconcelos

We study stochastic optimization algorithms for constrained nonconvex stochastic optimization problems with Markovian data. In particular, we focus on the case when the transition kernel of the Markov chain is state-dependent. Such…

Optimization and Control · Mathematics 2022-11-10 Abhishek Roy , Krishnakumar Balasubramanian , Saeed Ghadimi

In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…

Systems and Control · Electrical Eng. & Systems 2021-12-16 Angel L. Cedeño , Ricardo Albornoz , Boris I. Godoy , Rodrigo Carvajal , Juan C. Agüero

A hybrid communication network with a common analog signal and an independent digital data stream as input to each node in a multiple access network is considered. The receiver/base-station has to estimate the analog signal with a given…

Information Theory · Computer Science 2018-11-27 Viswanathan Ramachandran , Sibi Raj B Pillai , Vinod M Prabhakaran

For additive actuator and sensor faults, we propose a systematic method to design a state-space fault estimation filter directly from Markov parameters identified from fault-free data. We address this problem by parameterizing a…

Systems and Control · Computer Science 2017-08-31 Yiming Wan , Tamas Keviczky , Michel Verhaegen

The problem of finding the optimal set of source nodes in a diffusion network that maximizes the spread of information, influence, and diseases in a limited amount of time depends dramatically on the underlying temporal dynamics of the…

Social and Information Networks · Computer Science 2012-05-09 Manuel Gomez Rodriguez , Bernhard Schölkopf

Estimating the channel state is known to be an important problem in wireless networks. To this end, it matters to exploit all the available information to improve channel estimation accuracy as much as possible. It turns out that the…

Signal Processing · Electrical Eng. & Systems 2023-11-02 Chao Zhang , Hang Zou , Samson Lasaulce , Lucas Saludjian

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear…

Systems and Control · Computer Science 2017-11-22 Damian Marelli , Mohsen Zamani , Minyue Fu

We investigate MIMO eigenmode transmission using statistical channel state information at the transmitter. We consider a general jointly-correlated MIMO channel model, which does not require separable spatial correlations at the transmitter…

Information Theory · Computer Science 2016-11-17 Xiqi Gao , Bin Jiang , Xiao Li , Alex B. Gershman , Matthew R. McKay

In networking applications, one often wishes to obtain estimates about the number of objects at different parts of the network (e.g., the number of cars at an intersection of a road network or the number of packets expected to reach a node…

Social and Information Networks · Computer Science 2020-06-22 Harshal A. Chaudhari , Michael Mathioudakis , Evimaria Terzi

Energy harvesting from the surroundings is a promising solution to perpetually power-up wireless sensor communications. This paper presents a data-driven approach of finding optimal transmission policies for a solar-powered sensor node that…

Networking and Internet Architecture · Computer Science 2014-05-29 Meng-Lin Ku , Yan Chen , K. J. Ray Liu

This paper concentrates on the reliability of a discrete-time controlled Markov system with finite states and actions, and aims to give an efficient algorithm for obtaining an optimal (control) policy that makes the system have the maximal…

Optimization and Control · Mathematics 2025-05-06 Yanyun Li , Xin Guo , Xianping Guo

In this study, we generalize a problem of sampling a scalar Gauss Markov Process, namely, the Ornstein-Uhlenbeck (OU) process, where the samples are sent to a remote estimator and the estimator makes a causal estimate of the observed…

Information Theory · Computer Science 2022-02-14 Tasmeen Zaman Ornee , Yin Sun

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

Chaotic Dynamics · Physics 2024-05-14 Ludovico Theo Giorgini , Andre N. Souza , Peter J. Schmid