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The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…

Statistics Theory · Mathematics 2017-08-25 Daniel Hsu , Aryeh Kontorovich , David A. Levin , Yuval Peres , Csaba Szepesvári

We present an algorithm for the problem of linear distributed estimation of a parameter in a network where a set of agents are successively taking measurements. The approach considers a roaming token in a network that carries the estimate,…

Systems and Control · Computer Science 2018-07-05 Lucas Balthazar , João Xavier , Bruno Sinopoli

We analyze the time reversal of a multiple-input-multiple-output (MIMO) system in a space-frequency-selective multi-path fading channel described by the stochastic Schr\"odinger equation with a random potential in the strong-fluctuation…

Classical Physics · Physics 2007-05-23 Albert Fannjiang

This paper addresses the stability problem for discrete-time switched systems under autonomous switching. Each mode of the switched system is modeled as a Linear Parameter Varying (LPV) system, the time-varying parameters can vary…

Systems and Control · Electrical Eng. & Systems 2020-05-13 Márcio J. Lacerda , Cristiano M. Agulhari

In this paper, we present a novel iterative Monte Carlo method for approximating the stationary probability of a single state of a positive recurrent Markov chain. We utilize the characterization that the stationary probability of a state…

Data Structures and Algorithms · Computer Science 2015-12-11 Christina E. Lee , Asuman Ozdaglar , Devavrat Shah

We consider a sensor scheduling and remote estimation problem with one sensor and one estimator. At each time step, the sensor makes an observation on the state of a source, and then decides whether to transmit its observation to the…

Systems and Control · Computer Science 2015-10-02 Xiaobin Gao , Emrah Akyol , Tamer Basar

Emergent properties in distributed systems arise due to timing unpredictability; asynchronous state evolution within each sub-system may lead the macro-system to faulty meta-states. Empirical validation of correctness is often prohibitively…

Robotics · Computer Science 2025-09-23 Tinapat Limsila , Mehul Sharma , Paulo Garcia

This paper studies the performative prediction problem which optimizes a stochastic loss function with data distribution that depends on the decision variable. We consider a setting where the agent(s) provides samples adapted to the…

Optimization and Control · Mathematics 2021-10-05 Qiang Li , Hoi-To Wai

Power grid, communications, computer and product reticulation networks are frequently layered or subdivided by design. The layering divides responsibilities and can be driven by operational, commercial, regulatory and privacy concerns. From…

Optimization and Control · Mathematics 2023-09-04 Robert R. Bitmead

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

Optimization and Control · Mathematics 2016-10-19 Xiaobin Gao , Emrah Akyol , Tamer Basar

We consider the problem of multiple sensor scheduling for remote state estimation of multiple process over a shared link. In this problem, a set of sensors monitor mutually independent dynamical systems in parallel but only one sensor can…

Systems and Control · Computer Science 2016-12-30 Duo Han , Junfeng Wu , Yilin Mo , Lihua Xie

In this technical note, we generalize the well-known Lyapunov-based stabilizability and detectability tests for linear time-invariant (LTI) systems to the context of discrete-time (DT) polytopic linear parameter-varying (LPV) systems. To do…

Optimization and Control · Mathematics 2023-03-21 T. J. Meijer , V. S. Dolk , W. P. M. H. Heemels

Low-to-medium voltage distribution networks are experiencing rising levels of distributed energy resources, including renewable generation, along with improved sensing, communication, and automation infrastructure. As such, state estimation…

Systems and Control · Computer Science 2019-04-18 Thiagarajan Ramachandran , Andrew Reiman , Sai Pushpak Nandanoori , Mark Rice , Soumya Kundu

In this paper, we study state-feedback control of Markov jump linear systems with partial information. In particular, we assume that the controller can only access the mode signals according to a hidden-Markov observation process. Our…

Optimization and Control · Mathematics 2019-03-19 Masaki Ogura , Ahmet Cetinkaya , Tomohisa Hayakawa , Victor M. Preciado

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

In this paper, we explore an efficient online algorithm for quantum state estimation based on a matrix-exponentiated gradient method previously used in the context of machine learning. The state update is governed by a learning rate that…

Quantum Physics · Physics 2019-03-28 Akram Youssry , Christopher Ferrie , Marco Tomamichel

This paper addresses the stability analysis and state estimation of generalized Persidskii systems subject to time-varying delays and external disturbances. The generalized Persidskii class, which couples linear dynamics with sector-bounded…

Systems and Control · Electrical Eng. & Systems 2026-05-04 Syed Pouladi

This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…

Optimization and Control · Mathematics 2019-10-14 April Sagan , Yajing Liu , Andrey Bernstein

We consider state and parameter estimation for a dynamical system having both time-varying and time-invariant parameters. It has been shown that the robustness of the Markov Chain Monte Carlo (MCMC) algorithm for estimating time-invariant…

Computational Engineering, Finance, and Science · Computer Science 2022-10-18 Philippe Bisaillon , Brandon Robinson , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

In a microgrid, real-time state estimation has always been a challenge due to several factors such as the complexity of computations, constraints of the communication network and low inertia. In this paper, a real-time event-based optimal…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Seyed Amir Alavi , Mehrnaz Javadipour , Kamyar Mehran