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On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex…

Computation · Statistics 2013-07-15 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Johnny Condori , Amin Maghareh , Shirley Dyke

We consider the problem of estimating the state of a noisy linear dynamical system when an unknown subset of sensors is arbitrarily corrupted by an adversary. We propose a secure state estimation algorithm, and derive (optimal) bounds on…

Optimization and Control · Mathematics 2016-11-17 Shaunak Mishra , Yasser Shoukry , Nikhil Karamchandani , Suhas Diggavi , Paulo Tabuada

The problem of state estimation has a long history with many successful algorithms that allow analytical derivation or approximation of posterior filtering distribution given the noisy observations. This report tries to conclude previous…

Machine Learning · Computer Science 2025-01-06 Nikita Kostin

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Machine Learning · Computer Science 2025-06-16 Aamir Hussain Chughtai

This paper is concerned by the problem of selecting an optimal sampling set of sensors over a network of time series for the purpose of signal recovery at non-observed sensors with a minimal reconstruction error. The problem is motivated by…

Machine Learning · Statistics 2020-04-27 Yiye Jiang , Jérémie Bigot , Sofian Maabout

The concerns to autonomous vehicles have been becoming more intriguing in coping with the more environmentally dynamics non-linear systems under some constraints and disturbances. These vehicles connect not only to the self-instruments yet…

Systems and Control · Electrical Eng. & Systems 2023-04-12 Bambang L. Widjiantoro , Moh Kamalul Wafi , Katherin Indriawati

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Lili Wang , Ji Liu , Brian B. O. Anderson , A. Stephen Morse

In this paper, a multi-agent coordination problem with steady-state regulation constraints is investigated for a class of nonlinear systems. Unlike existing leader-following coordination formulations, the reference signal is not given by a…

Systems and Control · Computer Science 2017-08-15 Yutao Tang , Peng Yi

Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…

Systems and Control · Computer Science 2013-04-11 Greg Hager , Max Mintz

A distributed adaptive algorithm to estimate a time-varying signal, measured by a wireless sensor network, is designed and analyzed. One of the major features of the algorithm is that no central coordination among the nodes needs to be…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-10-22 Carlo Fischione , Alberto Speranzon , Karl H. Johansson , Alberto Sangiovanni-Vincentelli

This article studies two problems related to observability and efficient constrained sensor placement in linear time-invariant discrete-time systems with partial state observations. (i) We impose the condition that both the set of outputs…

Optimization and Control · Mathematics 2021-05-21 Priyanka Dey , Niranjan Balachandran , Debasish Chatterjee

The paper deals with measures of nonlinearity. In state estimation, they are utilized i) to select a suitable state estimation algorithm by assessing the nonlinearity of a system model, ii) to adapt the estimation algorithm structure or…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Ondřej Straka , Jindřich Havlík

This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Jiaqi Yan , Xu Yang , Yilin Mo , Keyou You

Motivated by the need to secure cyber-physical systems against attacks, we consider the problem of estimating the state of a noisy linear dynamical system when a subset of sensors is arbitrarily corrupted by an adversary. We propose a…

Optimization and Control · Mathematics 2015-04-24 Shaunak Mishra , Yasser Shoukry , Nikhil Karamchandani , Suhas Diggavi , Paulo Tabuada

This work presents a novel general regularized distributed solution for the state estimation problem in networked systems. Resting on the graph-based representation of sensor networks and adopting a multivariate least-squares approach, the…

Systems and Control · Electrical Eng. & Systems 2021-11-17 Marco Fabris , Giulia Michieletto , Angelo Cenedese

Motivated by various distributed control applications, we consider a linear system with Gaussian noise observed by multiple sensors which transmit measurements over a dynamic lossy network. We characterize the stationary optimal sensor…

Systems and Control · Electrical Eng. & Systems 2021-01-11 Hassan Hmedi , Johnson Carroll , Ari Arapostathis

Function approximation from input and output data is one of the most investigated problems in signal processing. This problem has been tackled with various signal processing and machine learning methods. Although tensors have a rich history…

Statistics Theory · Mathematics 2023-02-16 Christina Auer , Thomas Paireder , Oliver Ploder , Oliver Lang , Mario Huemer

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…

Systems and Control · Computer Science 2019-04-10 Tianci Yang , Carlos Murguia , Margreta Kuijper , Dragan Nesic

We consider the problem of distributed estimation of an unknown deterministic scalar parameter (the target signal) in a wireless sensor network (WSN), where each sensor receives a single snapshot of the field. We assume that the observation…

Information Theory · Computer Science 2015-10-09 Qing Zhou , Di Li , Soummya Kar , Lauren Huie , H. Vincent Poor , Shuguang Cui