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We consider the problem of estimating a continuous-time Gauss-Markov source process observed through a vector Gaussian channel with an adjustable channel gain matrix. For a given (generally time-varying) channel gain matrix, we provide…

Information Theory · Computer Science 2022-02-08 Takashi Tanaka , Vrushabh Zinage , Valery Ugrinovskii , Mikael Skoglund

We consider the situation in which a continuous-time vector Gauss-Markov process is observed through a vector Gaussian channel (sensor) and estimated by the Kalman-Bucy filter. Unlike in standard filtering problems where a sensor model is…

Optimization and Control · Mathematics 2017-09-12 Takashi Tanaka , Mikael Skoglund , Valeri Ugrinovskii

Motivated by the Internet-of-things and sensor networks for cyberphysical systems, the problem of dynamic sensor activation for the tracking of a time-varying process is examined. The tradeoff is between energy efficiency, which decreases…

Systems and Control · Computer Science 2017-11-30 Arpan Chattopadhyay , Urbashi Mitra

A set of N independent Gaussian linear time invariant systems is observed by M sensors whose task is to provide the best possible steady-state causal minimum mean square estimate of the state of the systems, in addition to minimizing a…

Optimization and Control · Mathematics 2008-10-30 Jerome Le Ny , Eric Feron , Munther A. Dahleh

We address the problem of determining optimal sensor precisions for estimating the states of linear time-varying discrete-time stochastic dynamical systems, with guaranteed bounds on the estimation errors. This is performed in the Kalman…

Systems and Control · Electrical Eng. & Systems 2021-06-15 Niladri Das , Raktim Bhattacharya

We investigate the optimal performance of dense sensor networks by studying the joint source-channel coding problem. The overall goal of the sensor network is to take measurements from an underlying random process, code and transmit those…

Information Theory · Computer Science 2007-07-13 Nan Liu , Sennur Ulukus

We address the problem of how to optimally schedule data packets over an unreliable channel in order to minimize the estimation error of a simple-to-implement remote linear estimator using a constant "Kalman'' gain to track the state of a…

Information Theory · Computer Science 2019-08-06 Rahul Singh , Gopal Krishna Kamath , P. R. Kumar

We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Christopher I. Calle , Shaunak D. Bopardikar

In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Dirk Lange

In this paper, sensor selection problems for target tracking in large sensor networks with linear equality or inequality constraints are considered. First, we derive an equivalent Kalman filter for sensor selection, i.e., generalized…

Optimization and Control · Mathematics 2023-07-19 Xiaojing Shen , Pramod K. Varshney

We consider the problem of finding optimal time-periodic sensor schedules for estimating the state of discrete-time dynamical systems. We assume that {multiple} sensors have been deployed and that the sensors are subject to resource…

Applications · Statistics 2016-11-17 Sijia Liu , Makan Fardad , Engin Masazade , Pramod K. Varshney

Optimal sensor scheduling with applications to networked estimation and control systems is considered. We model sensor measurement and transmission instances using jumps between states of a continuous-time Markov chain. We introduce a cost…

Optimization and Control · Mathematics 2014-05-07 Farhad Farokhi , Karl H. Johansson

Technological advancements in miniaturization and wireless communications are yielding more affordable and versatile sensors and, in turn, more applications in which a network of sensors can be actively managed to best support overall…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Patrick Kreidl

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…

Machine Learning · Computer Science 2021-10-22 Matthias Schultheis , Dominik Straub , Constantin A. Rothkopf

In the considered linear Gaussian sensor scheduling problem, only one sensor out of a set of sensors performs a measurement. To minimize the estimation error over multiple time steps in a computationally tractable fashion, the so-called…

Systems and Control · Computer Science 2012-03-30 Marco F. Huber

A dynamical system entrains to a periodic input if its state converges globally to an attractor with the same period. In particular, for a constant input the state converges to a unique equilibrium point for any initial condition. We…

Optimization and Control · Mathematics 2020-06-30 M. Ali Al-Radhawi , Michael Margaliot , Eduardo Sontag

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

This work considers the sensor scheduling for multiple dynamic processes. We consider $n$ linear dynamic processes, the state of each process is measured by a sensor, which transmits their local state estimates over wireless channels to a…

Systems and Control · Computer Science 2025-04-03 Shuang Wu , Kemi Ding , Peng Cheng , Ling Shi

An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…

Information Theory · Computer Science 2017-09-13 Arpan Chattopadhyay , Urbashi Mitra

We study a continuous time stochastic optimal control problem under partial observations that are available only at discrete time instants. This hybrid setting, with continuous dynamics and intermittent noisy measurements, arises in…

Optimization and Control · Mathematics 2026-01-01 Christian Bayer , Saifeddine Ben naamia , Erik von Schwerin , Raul Tempone
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