Related papers: Particle filtering of dynamical networks: Highligh…
We investigate the performance of a class of particle filters (PFs) that can automatically tune their computational complexity by evaluating online certain predictive statistics which are invariant for a broad class of state-space models.…
Much has been said about observability in system theory and control; however, it has been recently that observability in complex networks has seriously attracted the attention of researchers. This paper examines the state-of-the-art and…
This article presents a novel perspective along with a scalable methodology to design a fault detection and isolation (FDI) filter for high dimensional nonlinear systems. Previous approaches on FDI problems are either confined to linear…
The internal state of a dynamical system, a set of variables that defines its evolving configuration, is often hidden and cannot be fully measured, posing a central challenge for real-time monitoring and control. While observers are…
To provide real-time visibility of physics-based states, phasor measurement units (PMUs) are deployed throughout power networks. PMU data enable real-time grid monitoring and control -- and are essential in transitioning to smarter grids.…
Feature pyramid network (FPN) is a critical component in modern object detection frameworks. The performance gain in most of the existing FPN variants is mainly attributed to the increase of computational burden. An attempt to enhance the…
This paper studies the observability radius of network systems, which measures the robustness of a network to perturbations of the edges. We consider linear networks, where the dynamics are described by a weighted adjacency matrix, and…
Recently, there has been a surge of interest in incorporating neural networks into particle filters, e.g. differentiable particle filters, to perform joint sequential state estimation and model learning for non-linear non-Gaussian…
Network partitioning has gained recent attention as a pathway to enable decentralized operation and control in large-scale systems. This paper addresses the interplay between partitioning, observability, and sensor placement (SP) in dynamic…
This paper considers a network of agents, where each agent is assumed to take actions optimally with respect to a predefined payoff function involving the latest actions of the agent's neighbors. Neighborhood relationships stem from payoff…
Differentiable particle filters are an emerging class of particle filtering methods that use neural networks to construct and learn parametric state-space models. In real-world applications, both the state dynamics and measurements can…
We study classes of dynamical systems that can be obtained by constructing recursive networks with monotone Boolean functions. Stack filters in nonlinear signal processing are special cases of such systems. We show an analytical connection…
Nonlinear filtering with standard PF methods requires mitigative techniques to quell weight degeneracy, such as resampling. This is especially true in high-dimensional systems with sparse observations. Unfortunately, such techniques are…
We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…
Calculating true volatility is an essential task for option pricing and risk management. However, it is made difficult by market microstructure noise. Particle filtering has been proposed to solve this problem as it favorable statistical…
A robust algorithm solution is proposed for tracking an object in complex video scenes. In this solution, the bootstrap particle filter (PF) is initialized by an object detector, which models the time-evolving background of the video signal…
Differentiable particle filters are an emerging class of models that combine sequential Monte Carlo techniques with the flexibility of neural networks to perform state space inference. This paper concerns the case where the system may…
A leading family of algorithms for state estimation in dynamic systems with multiple sub-states is based on particle filters (PFs). PFs often struggle when operating under complex or approximated modelling (necessitating many particles)…
Differentiable particle filters provide a flexible mechanism to adaptively train dynamic and measurement models by learning from observed data. However, most existing differentiable particle filters are within the bootstrap particle…
Object permanence, which refers to the concept that objects continue to exist even when they are no longer perceivable through the senses, is a crucial aspect of human cognitive development. In this work, we seek to incorporate this…