Related papers: Optimal Stationary State Estimation Over Multiple …
Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…
We design scheduling policies that minimize a risk-sensitive cost criterion for a remote estimation setup. Since risk-sensitive cost objective takes into account not just the mean value of the cost, but also higher order moments of its…
This paper mainly investigates the optimal control and stabilization problems for linear discrete-time Markov jump systems. The general case for the finite-horizon optimal controller is considered, where the input weighting matrix in the…
This article presents the formulation and steady-state analysis of the distributed estimation algorithms based on the diffusion cooperation scheme in the presence of errors due to the unreliable data transfer among nodes. In particular, we…
Millimeter wave multiple-input multiple-output (MIMO) communication systems must operate over sparse wireless links and will require large antenna arrays to provide high throughput. To achieve sufficient array gains, these systems must…
The lack of measurements in distribution grids poses a severe challenge for their monitoring: since there may not be enough sensors to achieve numerical observability, load forecasts (pseudo-measurements) are typically used, and thus an…
We consider stationary hidden Markov models with finite state space and nonparametric modeling of the emission distributions. It has remained unknown until very recently that such models are identifiable. In this paper, we propose a new…
We consider the problem of tracking the state of Gauss-Markov processes over rate-limited erasure-prone links. We concentrate first on the scenario in which several independent processes are seen by a single observer. The observer maps the…
In this paper, we consider the problem of state-estimation in the presence of Denial-of-Service (DoS) attack. We formulate this problem as an state estimation problem for a plant with switching measured outputs. In the absence of attack,…
In this paper, we propose a class of efficient, accurate, and general methods for solving state-estimation problems with equality and inequality constraints. The methods are based on recent developments in variable splitting and partially…
The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…
In this paper, we consider a dynamic linear system in state-space form where the observation equation depends linearly on a set of parameters. We address the problem of how to dynamically calculate these parameters in order to minimize the…
This paper investigates the stability of Kalman filtering over Gilbert-Elliott channels where random packet drop follows a time-homogeneous two-state Markov chain whose state transition is determined by a pair of failure and recovery rates.…
A robust (deterministic) filtering approach to the problem of optimal sensor selection is considered herein. For a given system with several sensors, at each time step the output of one of the sensors must be chosen in order to obtain the…
We propose an efficient solution to the state estimation problem in multi-scan multi-sensor multiple extended target sensing scenarios. We first model the measurement process by a doubly inhomogeneous-generalized shot noise Cox process and…
To glean the benefits offered by massive multi-input multi-output (MIMO) systems, channel state information must be accurately acquired. Despite the high accuracy, the computational complexity of classical linear minimum mean squared error…
We investigate the design of a remote state estimation system for a self-propelled particle (SPP). Our framework consists of a sensing unit that accesses the full state of the SPP and an estimator that is remotely located from the sensing…
Emitter localization is widely applied in the military and civilian _elds. In this paper, we tackle the problem of position estimation for multiple stationary emitters using Doppler frequency shifts and angles by moving receivers. The…
Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…
In this paper, we study the remote estimation problem of a Markov process over a channel with a cost. We formulate this problem as an infinite horizon optimization problem with two players, i.e., a sensor and a monitor, that have distinct…