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The existence and consistency of a maximum likelihood estimator for the joint probability distribution of random parameters in discrete-time abstract parabolic systems are established by taking a nonparametric approach in the context of a…

Methodology · Statistics 2023-04-26 Lernik Asserian , Susan E. Luczak , I. G. Rosen

We propose a fast real-time state estimator based on the belief propagation algorithm for the power system state estimation. The proposed estimator is easy to distribute and parallelize, thus alleviating computational limitations and…

Information Theory · Computer Science 2017-08-15 Mirsad Cosovic , Dejan Vukobratovic

We introduce and study peak state transfer, a notion of high state transfer in qubit networks modeled by continuous-time quantum walks. Unlike perfect or pretty good state transfer, peak state transfer does not require fidelity arbitrarily…

Quantum Physics · Physics 2025-10-02 Gabriel Coutinho , Krystal Guo , Vincent Schmeits

We consider the problem of transmission scheduling for the remote estimation of a discrete-time autoregressive Markov process that is driven by white Gaussian noise. A sensor observes this process, and then decides to either encode the…

Optimization and Control · Mathematics 2023-03-30 Manali Dutta , Rahul Singh

This paper studies the stability and $\mathcal{H}_{\infty}$ performance analysis problem for linear networked and quantized control systems with both communication delays random packet losses. To deal with the network-induced uncertainties…

Systems and Control · Electrical Eng. & Systems 2021-03-05 Wei Ren , Junlin Xiong

We study safe, data-driven control of (Markov) jump linear systems with unknown transition probabilities, where both the discrete mode and the continuous state are to be inferred from output measurements. To this end, we develop a receding…

Optimization and Control · Mathematics 2021-05-07 Mathijs Schuurmans , Panagiotis Patrinos

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

Measurements of a scalar linear Gauss-Markov process are sent over a fading channel. The fading channel is modeled as independent and identically distributed random variables with known realization at the receiver. The optimal estimator at…

Information Theory · Computer Science 2014-10-20 Reza Parseh , Kimmo Kansanen

Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…

Performance · Computer Science 2017-05-17 Vitali Volovoi

A Markovian battery model is proposed to provide the variation of energy states for energy harvesting (EH) secondary users (SUs) in the EH cognitive radio networks (CRN). Based on the proposed battery model, we derive the packet loss…

Probability · Mathematics 2016-03-04 Shanai Wu , Yoan Shin , Jin Young Kim , Dong In Kim

An event-based state estimation approach for reducing communication in a networked control system is proposed. Multiple distributed sensor agents observe a dynamic process and sporadically transmit their measurements to estimator agents…

Systems and Control · Computer Science 2017-03-27 Sebastian Trimpe

We present a data-driven framework for reachability analysis of nonlinear dynamical systems that requires no explicit model. A denoising diffusion probabilistic model learns the time-evolving state distribution of a dynamical system from…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Yanliang Huang , Peng Xie , Wenyuan Wu , Zhuoqi Zeng , Amr Alanwar

This paper is concerned with the problem of distributed estimation for time-varying interconnected dynamic systems with arbitrary coupling structures. To guarantee the robustness of the designed estimators, novel distributed stability…

Systems and Control · Electrical Eng. & Systems 2022-06-02 Yuchen Zhang , Bo Chen , Li Yu , Daniel W. C. Ho

In this paper, a novel linear algorithm is proposed for state estimation including bad data detection of power systems that are monitored both by conventional and synchrophasor measurements. Both types of data are treated simultaneously and…

Systems and Control · Electrical Eng. & Systems 2020-01-30 Aleksandar Jovicic , Gabriela Hug

We consider a linear dynamical system in which the state vector consists of both public and private states. One or more sensors make measurements of the state vector and sends information to a fusion center, which performs the final state…

Information Theory · Computer Science 2019-07-19 Yang Song , Chong Xiao Wang , Wee Peng Tay

This article presents a novel class of control policies for networked control of Lyapunov-stable linear systems with bounded inputs. The control channel is assumed to have i.i.d. Bernoulli packet dropouts and the system is assumed to be…

Optimization and Control · Mathematics 2017-11-27 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

Isolating slower dynamics from fast fluctuations has proven remarkably powerful, but how do we proceed from partial observations of dynamical systems for which we lack underlying equations? Here, we construct maximally-predictive states by…

Biological Physics · Physics 2023-02-28 Antonio Carlos Costa , Tosif Ahamed , David Jordan , Greg Stephens

Across many fields, a problem of interest is to predict the transition rates between nodes of a network, given limited stationary state and dynamical information. We give a solution using the principle of Maximum Caliber. We find the…

Molecular Networks · Quantitative Biology 2015-04-07 Purushottam D. Dixit , Abhinav Jain , Gerhard Stock , Ken. A. Dill

We consider a simple model of a bistable system under the influence of multiplicative noise. We provide a path integral representation of the overdamped Langevin dynamics and compute conditional probabilities and escape rates in the weak…

Statistical Mechanics · Physics 2020-07-01 Miguel V. Moreno , Daniel G. Barci , Zochil González Arenas

This paper deals with the state estimation problem in discrete-event systems modeled with nondeterministic finite automata, partially observed via a sensor measuring unit whose measurements (reported observations) may be vitiated by a…

Information Theory · Computer Science 2020-11-04 Yuting Li , Christoforos N. Hadjicostis , Naiqi Wu , Zhiwu Li