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This paper formulates and solves a sequential detection problem that involves the mutual information (stochastic observability) of a Gaussian process observed in noise with missing measurements. The main result is that the optimal decision…

Optimization and Control · Mathematics 2015-05-30 Vikram Krishnamurthy , Robert Bitmead , Michel Gevers , Erik Miehling

We propose a distributed data-based predictive control scheme to stabilize a network system described by linear dynamics. Agents cooperate to predict the future system evolution without knowledge of the dynamics, relying instead on learning…

Optimization and Control · Mathematics 2020-12-02 Ahmed Allibhoy , Jorge Cortés

In the considered linear Gaussian sensor scheduling problem, only one sensor out of a set of sensors performs a measurement. To minimize the estimation error over multiple time steps in a computationally tractable fashion, the so-called…

Systems and Control · Computer Science 2012-03-30 Marco F. Huber

We investigate the problem of persistently monitoring a finite set of targets with internal states that evolve with linear stochastic dynamics using a finite set of mobile agents. We approach the problem from the infinite-horizon…

Systems and Control · Electrical Eng. & Systems 2019-10-01 Samuel C. Pinto , Sean B. Andersson , Julien M. Hendrickx , Christos G. Cassandras

We address the multi-agent persistent monitoring problem defined on a set of nodes (targets) interconnected over a network topology. A measure of mean overall node state uncertainty evaluated over a finite period is to be minimized by…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Shirantha Welikala , Christos G. Cassandras

This paper considers the problem of simultaneous sensor fault detection, isolation, and networked estimation of linear full-rank dynamical systems. The proposed networked estimation is a variant of single time-scale protocol and is based on…

Systems and Control · Electrical Eng. & Systems 2020-09-28 Mohammadreza Doostmohammadian , Nader Meskin

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…

Signal Processing · Electrical Eng. & Systems 2022-07-14 Keigo Yamada , Yuji Saito , Taku Nonomura , Keisuke Asai

The paper studies distributed static parameter (vector) estimation in sensor networks with nonlinear observation models and noisy inter-sensor communication. It introduces \emph{separably estimable} observation models that generalize the…

Multiagent Systems · Computer Science 2012-05-21 Soummya Kar , Jose M. F. Moura , Kavita Ramanan

Distributed sensor networks often include a multitude of sensors, each measuring parts of a process state space or observing the operations of a system. Communication of measurements between the sensor nodes and estimator(s) cannot…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Sanjay Chandrasekaran , Vishnu Varadan , Siva Vignesh Krishnan , Florian Dörfler , Mohammad H. Mamduhi

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

In this paper we present new algorithms and analysis for the linear inverse sensor placement and scheduling problems over multiple time instances with power and communications constraints. The proposed algorithms, which deal directly with…

Information Theory · Computer Science 2018-02-14 Cristian Rusu , John Thompson , Neil M. Robertson

This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…

Systems and Control · Computer Science 2016-11-17 Xiaobin Gao , Emrah Akyol , Tamer Basar

In this letter we discuss cost optimization of sensor networks monitoring structurally full-rank systems under distributed observability constraint. Using structured systems theory, the problem is relaxed into two subproblems: (i) sensing…

Systems and Control · Computer Science 2018-05-23 Mohammadreza Doostmohammadian , Hamid R. Rabiee , Usman A. Khan

We consider the design of a linear sensing system with a fixed energy budget assuming that the sampling noise is the dominant noise source. The energy constraint implies that the signal energy per measurement decreases linearly with the…

Signal Processing · Electrical Eng. & Systems 2019-05-22 Yang Lu , Wei Dai , Yonina C. Eldar

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…

Optimization and Control · Mathematics 2023-07-19 Xiaojing Shen , Pramod K. Varshney

The trade-off between the cost of acquiring and processing data, and uncertainty due to a lack of data is fundamental in machine learning. A basic instance of this trade-off is the problem of deciding when to make noisy and costly…

Machine Learning · Statistics 2017-03-30 Christopher R. Dance , Tomi Silander

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

This paper studies distributed adaptive estimation over sensor networks with partially unknown source dynamics. We present parallel continuous-time and discrete-time designs in which each node runs a local adaptive observer and exchanges…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Moh Kamalul Wafi , Hamidreza Montazeri Hedesh , Milad Siami

An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…

Information Theory · Computer Science 2017-09-13 Arpan Chattopadhyay , Urbashi Mitra