Related papers: An optimization framework for resilient batch esti…
The problem of differentiating a function with bounded second derivative in the presence of bounded measurement noise is considered in both continuous-time and sampled-data settings. Fundamental performance limitations of causal…
Motivated by a recently proposed error estimator for the transfer function of the reduced-order model of a given linear dynamical system, we further develop more theoretical results in this work. Furthermore, we propose several variants of…
This paper is concerned with the problem of state estimation for discrete-time linear systems in the presence of additional (equality or inequality) constraints on the state (or estimate). By use of the minimum variance duality, the…
Continuous-time Markov processes over finite state-spaces are widely used to model dynamical processes in many fields of natural and social science. Here, we introduce an maximum likelihood estimator for constructing such models from data…
Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…
We develop a general class of noise-robust estimators based on the existing estimators in the non-noisy high-frequency data literature. The microstructure noise is a parametric function of the limit order book. The noise-robust estimators…
Jittering estimators are nonparametric function estimators for mixed data. They extend arbitrary estimators from the continuous setting by adding random noise to discrete variables. We give an in-depth analysis of the jittering kernel…
In this paper, we consider the problem of attack-resilient state estimation, that is to reliably estimate the true system states despite two classes of attacks: (i) attacks on the switching mechanisms and (ii) false data injection attacks…
Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…
Distributed diffusion is a powerful algorithm for multi-task state estimation which enables networked agents to interact with neighbors to process input data and diffuse information across the network. Compared to a centralized approach,…
We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…
We propose a resilience-based framework for computing feasible assume-guarantee contracts that ensure the satisfaction of temporal specifications in interconnected discrete-time systems. Interconnection effects are modeled as structured…
We address the problem of state estimation and attack isolation for general discrete-time nonlinear systems when sensors are corrupted by (potentially unbounded) attack signals. For a large class of nonlinear plants and observers, we…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
Extracting useful information from noisy near-term quantum simulations requires error mitigation strategies. A broad class of these strategies rely on precise characterization of the noise source. We study the robustness of probabilistic…
In this paper, two types of linear estimators are considered for three related estimation problems involving set-theoretic uncertainty pertaining to $\mathcal{H}_{2}$ and $\mathcal{H}_{\infty}$ balls of frequency-responses. The problems at…
State estimation for a class of linear time-invariant systems with distributed output measurements (distributed sensors) and unknown inputs is addressed in this paper. The objective is to design a network of observers such that the state…
We consider the problem of estimating the state transition matrix of a linear time-invariant (LTI) system, given access to multiple independent trajectories sampled from the system. Several recent papers have conducted a non-asymptotic…
If a Micro Processor Unit (MPU) receives an external electric signal as noise, the system function will freeze or malfunction easily. A new resilience strategy is implemented in order to reset the MPU automatically and stop the MPU from…
Variational hybrid quantum-classical optimization represents one of the most promising avenue to show the advantage of nowadays noisy intermediate-scale quantum computers in solving hard problems, such as finding the minimum-energy state of…