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We consider a single stage stochastic program without recourse with a strictly convex loss function. We assume a compact decision space and grid it with a finite set of points. In addition, we assume that the decision maker can generate…

Computation · Statistics 2018-11-20 Prateek Jaiswal , Harsha Honnappa , Raghu Pasupathy

A set of N independent Gaussian linear time invariant systems is observed by M sensors whose task is to provide the best possible steady-state causal minimum mean square estimate of the state of the systems, in addition to minimizing a…

Optimization and Control · Mathematics 2008-10-30 Jerome Le Ny , Eric Feron , Munther A. Dahleh

Choosing an appropriate frequency definition and norm is critical in graph signal sampling and reconstruction. Most previous works define frequencies based on the spectral properties of the graph and use the same frequency definition and…

Signal Processing · Electrical Eng. & Systems 2024-09-17 Darukeesan Pakiyarajah , Eduardo Pavez , Antonio Ortega

We study optimal policy learning under combined budget and minimum coverage constraints. We show that the problem admits a knapsack-type structure and that the optimal policy can be characterized by an affine threshold rule involving both…

Machine Learning · Statistics 2026-05-13 Giovanni Cerulli

We consider the problem of rate allocation in a fading Gaussian multiple-access channel (MAC) with fixed transmission powers. Our goal is to maximize a general concave utility function of transmission rates over the throughput capacity…

Information Theory · Computer Science 2008-10-08 Ali ParandehGheibi , Atilla Eryilmaz , Asuman Ozdaglar , Muriel Medard

Dynamic systems of graph signals are encountered in various applications, including social networks, power grids, and transportation. While such systems can often be described as state space (SS) models, tracking graph signals via…

Signal Processing · Electrical Eng. & Systems 2023-11-29 Itay Buchnik , Guy Sagi , Nimrod Leinwand , Yuval Loya , Nir Shlezinger , Tirza Routtenberg

This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…

Systems and Control · Computer Science 2017-11-15 Xingkang He , Wenchao Xue , Haitao Fang

This paper tackles the challenging problem of jointly inferring time-varying network topologies and imputing missing data from partially observed graph signals. We propose a unified non-convex optimization framework to simultaneously…

Machine Learning · Statistics 2026-05-07 Chuansen Peng , Xiaojing Shen

We study the problem of selecting the best sampling set for bandlimited reconstruction of signals on graphs. A frequency domain representation for graph signals can be defined using the eigenvectors and eigenvalues of variation operators…

Information Theory · Computer Science 2016-06-29 Aamir Anis , Akshay Gadde , Antonio Ortega

This paper investigates the problem of dynamical sampling for graph signals influenced by a constant source term. We consider signals evolving over time according to a linear dynamical system on a graph, where both the initial state and the…

Numerical Analysis · Mathematics 2025-09-23 Le Gong , Longxiu Huang

Designing control inputs for a system that involves dynamical responses in multiple timescales is nontrivial. This paper proposes a parameterized time-warping function to enable a non-uniformly sampling along a prediction horizon given some…

Systems and Control · Electrical Eng. & Systems 2023-03-22 Zehui Lu , Shaoshuai Mou

Graph signal processing (GSP) is an effective tool in dealing with data residing in irregular domains. In GSP, the optimal graph filter is one of the essential techniques, owing to its ability to recover the original signal from the…

Signal Processing · Electrical Eng. & Systems 2022-01-13 Zirui Ge , Haiyan Guo , Tingting Wang , Zhen Yang

We introduce a sampling-based learning method for solving optimal control problems involving task satisfaction constraints for systems with partially known dynamics. The control problems are defined by a cost to be minimized and a task to…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Peter Varnai , Dimos V. Dimarogonas

Temporal logic is a concise way of specifying complex tasks. But motion planning to achieve temporal logic specifications is difficult, and existing methods struggle to scale to complex specifications and high-dimensional system dynamics.…

Robotics · Computer Science 2023-06-02 Vince Kurtz , Hai Lin

The graph Fourier transform (GFT) is a fundamental tool in graph signal processing and has recently been extended to the graph fractional Fourier transform (GFRFT). Existing sampling methods in the GFRFT domain are primarily designed to…

General Mathematics · Mathematics 2026-05-27 Yu Zhang , Jia-Yin Peng , Bing-Zhao Li

We consider the problem of learning time-varying functions in a distributed fashion, where agents collect local information to collaboratively achieve a shared estimate. This task is particularly relevant in control applications, whenever…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Nicola Taddei , Riccardo Maggioni , Jaap Eising , Giulia De Pasquale , Florian Dorfler

Graph neural networks (GNNs) achieve strong performance on graph learning tasks, but training on large-scale networks remains computationally challenging. Transferability results show that GNNs with fixed weights can generalize from smaller…

Signal Processing · Electrical Eng. & Systems 2026-04-17 Haoyu Wang , Renyuan Ma , Gonzalo Mateos , Luana Ruiz

The Kalman filter computes the optimal variable-gain using prior knowledge of the initial state and random (process and measurement) noise distributions, which are assumed to be Gaussian with known variance. However, when these…

Systems and Control · Electrical Eng. & Systems 2022-01-31 Hugh Lachlan Kennedy

Graph sampling addresses the problem of selecting a node subset in a graph to collect samples, so that a K-bandlimited signal can be reconstructed in high fidelity. Assuming an independent and identically distributed (i.i.d.) noise model,…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Fen Wang , Gene Cheung , Yongchao Wang

We propose a formulation of the stochastic cutting stock problem as a discounted infinite-horizon Markov decision process. At each decision epoch, given current inventory of items, an agent chooses in which patterns to cut objects in stock…

Optimization and Control · Mathematics 2022-06-29 Anselmo R. Pitombeira-Neto , Arthur H. Fonseca Murta