Related papers: Optimal Stationary State Estimation Over Multiple …

This paper deals with a distributed state estimation problem for jointly observable multi-agent systems operated over various time-varying network topologies. The results apply when the system matrix of the system to be observed contains…

In this paper, we propose low complexity algorithms based on Markov chain Monte Carlo (MCMC) technique for signal detection and channel estimation on the uplink in large scale multiuser multiple input multiple output (MIMO) systems with…

This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in the literature, we consider the hold-input strategy, which…

In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…

This paper addresses distributed parameter estimation in stochastic dynamic systems with quantized measurements, constrained by quantized communication and Markovian switching directed topologies. To enable accurate recovery of the original…

When a sensor has continuous measurements but sends limited messages over a data network to a supervisor which estimates the state, the available packet rate fixes the achievable quality of state estimation. When such rate limits turn…

We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…

In the paper, stationary measures of stochastic differential equations with jumps are considered. Under some general conditions, existence of stationary measures is proved through Markov measures and Lyapunov functions. Moreover, for two…

Prediction error and maximum likelihood methods are powerful tools for identifying linear dynamical systems and, in particular, enable the joint estimation of model parameters and the Kalman filter used for state estimation. A key…

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…

In this paper we consider the problem of transmission power allocation for remote estimation of a dynamical system in the case where the estimator is able to simultaneously receive packets from multiple interfering sensors, as it is…

The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns…

The existence of redundant sensors in collaborative state estimation is a common occurrence, yet their true significance remains elusive. This paper comprehensively investigates the effects and optimal design of redundant sensors in sensor…

We introduce a linear-scaling stochastic method to compute real-space maps of any positive local spectral operator in a tight-binding model. By employing positive-definite estimators, the sampling error at each site can be rigorously…

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…

The problem of the mean-square optimal estimation of the linear functionals which depend on the unknown values of a stochastic stationary sequence from observations of the sequence in special sets of points is considered. Formulas for…

A method is proposed to identify target states that optimize a metastability index amongst a set of trial states and use these target states as milestones (or core sets) to build Markov State Models (MSMs). If the optimized metastability…

In this paper the empirical observability Gramian calculated around the operating region of a power system is used to quantify the degree of observability of the system states under specific phasor measurement unit (PMU) placement. An…

This paper focuses on the problem of the mean square optimal estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequence. Estimates are based on observations of the sequence with…

We consider the problem of transmission scheduling for the remote estimation of a discrete-time autoregressive Markov process that is driven by white Gaussian noise. A sensor observes this process, and then decides to either encode the…