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We investigate state estimation of linear systems over channels having a finite state not known by the transmitter or receiver. We show that similar to memoryless channels, zero-error capacity is the right figure of merit for achieving…

Systems and Control · Electrical Eng. & Systems 2021-10-06 Amir Saberi , Farhad Farokhi , Girish N. Nair

In nonlinear dynamics, basins of attraction link a given set of initial conditions to its corresponding final states. This notion appears in a broad range of applications where several outcomes are possible, which is a common situation in…

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

Statistical Mechanics · Physics 2020-05-11 S. E. Marzen , J. P. Crutchfield

After the justification of the maximum entropy approach for equilibrium thermodynamic system, and of a maximum path entropy algorithm for nonequilibrium thermodynamic systems by virtue of the principle of virtual work, we present in this…

Statistical Mechanics · Physics 2007-12-18 Qiuping A. Wang

In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…

Optimization and Control · Mathematics 2016-11-17 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

Uncertainty is an important feature of dynamic systems, and entropy has been widely used to measure this attribute. In this Letter, we prove that state aggregation and decomposition can decrease and increase the entropy, respectively, of…

Information Theory · Computer Science 2022-05-18 Lirong Cui , Xiangchen Li , Narayanaswamy Balakrishnan

The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…

Statistical Mechanics · Physics 2024-12-17 Pedro E. Harunari , Carlos E. Fiore , Andre C. Barato

The principle of entropy increase is not only the basis of statistical mechanics, but also closely related to the irreversibility of time, the origin of life, chaos and turbulence. In this paper, we first discuss the dynamic system…

Statistical Mechanics · Physics 2022-10-11 Zou Dan Dan

In networked control, a fundamental problem is to determine the smallest capacity of a communication channel between a dynamical system and a controller above which a prescribed control objective can be achieved. Often, a preliminary task…

Dynamical Systems · Mathematics 2018-10-24 Sigurdur Hafstein , Christoph Kawan

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

Statistics Theory · Mathematics 2020-12-21 Sebastian Kersting , Michael Kohler

Estimating entropy production, which quantifies irreversibility and energy dissipation, remains a significant challenge despite its central role in nonequilibrium physics. We propose a novel method for estimating the mean entropy production…

Statistical Mechanics · Physics 2026-01-05 Ivan Di Terlizzi

This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Mohammad Khajenejad , Zeyuan Jin

Entropy production characterizes the thermodynamic irreversibility and reflects the amount of heat dissipated into the environment and free energy lost in nonequilibrium systems. According to the thermodynamic uncertainty relation, we…

Statistical Mechanics · Physics 2020-05-01 Tan Van Vu , Van Tuan Vo , Yoshihiko Hasegawa

Here we deconstruct, and then in a reasoned way reconstruct, the concept of "entropy of a system," paying particular attention to where the randomness may be coming from. We start with the core concept of entropy as a COUNT associated with…

General Physics · Physics 2017-05-10 Tommaso Toffoli

Measuring entropy production of a system directly from the experimental data is highly desirable since it gives a quantifiable measure of the time-irreversibility for non-equilibrium systems and can be used as a cost function to optimize…

Statistical Mechanics · Physics 2024-07-16 Prashant Singh , Karel Proesmans

Sequential recommender systems have achieved steady gains in offline accuracy, yet it remains unclear how close current models are to the intrinsic accuracy limit imposed by the data. A reliable, model-agnostic estimate of this ceiling…

Information Retrieval · Computer Science 2026-04-15 En Xu , Jingtao Ding , Yong Li

The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, what necessarily reduces them to finite sequences of real numbers. In order to relate these data…

Condensed Matter · Physics 2007-05-23 D. M. Tavares , L. S. Lucena

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

This paper addresses the problem of resilient state estimation and attack reconstruction for bounded-error nonlinear discrete-time systems with nonlinear observations/ constraints, where both sensors and actuators can be compromised by…

Systems and Control · Electrical Eng. & Systems 2023-09-26 Mohammad Khajenejad , Zeyuan Jin , Thach Ngoc Dinh , Sze Zheng Yong

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert