Related papers: Improved event-based particle filtering in resourc…

This paper aims to study the state estimation problem under the stochastic event-triggered (SET) schedule. A posterior-based SET mechanism is proposed, which determines whether to transmit data by the effect of the measurement on the…

This paper deals with the state estimation of linear time-invariant systems using distributed observers with local sampled-data measurement and aperiodic communication. Each observer agent perceives partial information of the system to be…

The problem of state estimations for electric distribution system is considered. A collaborative filtering approach is proposed in this paper to integrate the slow time-scale smart meter measurements in the distribution system state…

This paper investigates the active sampling for estimation of approximately bandlimited graph signals. With the assistance of a graph filter, an approximately bandlimited graph signal can be formulated by a Gaussian random field over the…

The problem of studying rare events is central to many areas of computer simulations. In a recent paper [Kang, P., et al., Nat. Comput. Sci. 4, 451-460, 2024], we have shown that a powerful way of solving this problem passes through the…

In this paper, a dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the Particle Filtering (PF) scheme. Our developed methodology is based on a concurrent…

In object tracking and state estimation problems, ambiguous evidence such as imprecise measurements and the absence of detections can contain valuable information and thus be leveraged to further refine the probabilistic belief state. In…

State estimation for hybrid systems that undergo intermittent contact with their environments, such as extraplanetary robots and satellites undergoing docking operations, is difficult due to the discrete uncertainty propagation during…

We propose a restricted win probability estimand for comparing treatments in a randomized trial with a time-to-event outcome. We also propose Bayesian estimators for this summary measure as well as the unrestricted win probability. Bayesian…

We consider a non-linear filtering problem, whereby the signal obeys the stochastic Navier-Stokes equations and is observed through a linear mapping with additive noise. The setup is relevant to data assimilation for numerical weather…

The task of state estimation in active distribution systems faces a major challenge due to the integration of different measurements with multiple reporting rates. As a result, distribution systems are essentially unobservable in real time,…

The rare-event sampling problem has long been the central limiting factor in molecular dynamics (MD), especially in biomolecular simulation. Recently, diffusion models such as BioEmu have emerged as powerful equilibrium samplers that…

Event-based vision sensors mimic the operation of biological retina and they represent a major paradigm shift from traditional cameras. Instead of providing frames of intensity measurements synchronously, at artificially chosen rates,…

In this paper, we study a distributed parameter estimation problem with an asynchronous communication protocol over multi-agent systems. Different from traditional time-driven communication schemes, in this work, data can be transmitted…

The paper investigates the distributed estimation problem under low bit rate communications. Based on the signal-comparison (SC) consensus protocol under binary-valued communications, a new consensus+innovations type distributed estimation…

Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Entangled states are notoriously non-separable, their sub-ensembles being only statistical mixtures yielding no coherences and no quantum interference phenomena. The interesting features of entangled states can be revealed only by…

Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…

In many applications, a state-space model depends on a parameter which needs to be inferred from a data set. Quite often, it is necessary to perform the parameter inference online. In the maximum likelihood approach, this can be done using…

Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where…