Related papers: Improved event-based particle filtering in resourc…
This paper presents the construction of a particle filter, which incorporates elements inspired by genetic algorithms, in order to achieve accelerated adaptation of the estimated posterior distribution to changes in model parameters.…
In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…
We consider the problem of sequential estimation of the unknowns of state-space and deep state-space models that include estimation of functions and latent processes of the models. The proposed approach relies on Gaussian and deep Gaussian…
This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…
In this paper, we study the design of an optimal transmission policy for remote state estimation over packet-dropping wireless channels with imperfect channel state information. A smart sensor uses a Kalman filter to estimate the system…
Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state of the system is high dimensional, ensemble Kalman filters are often the method of choice.…
A key challenge when designing particle filters in high-dimensional state spaces is the construction of a proposal distribution that is close to the posterior distribution. Recent advances in particle flow filters provide a promising avenue…
Twisted particle filters are a class of sequential Monte Carlo methods recently introduced by Whiteley and Lee to improve the efficiency of marginal likelihood estimation in state-space models. The purpose of this article is to extend the…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
Bayesian filtering serves as the mainstream framework of state estimation in dynamic systems. Its standard version utilizes total probability rule and Bayes' law alternatively, where how to define and compute conditional probability is…
Efficiently solving the continuous-time signal and discrete-time observation filtering problem for chaotic dynamical systems presents unique challenges in that the advected distribution between observations may encounter a separatrix…
This work considers the problem of calculating an interval-valued state estimate for a nonlinear system subject to bounded inputs and measurement errors. Such state estimators are often called interval observers. Interval observers can be…
State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…
Particle filtering is a recursive Bayesian estimation technique that has gained popularity recently for tracking and localization applications. It uses Monte Carlo simulation and has proven to be a very reliable technique to model…
Particle filters have, in recent years, been found to perform well in highly nonlinear problems as well as in estimation of parameters. However, there is still the problem of particle degeneracy in particle filters which has led to the…
The importance of state estimation in fluid mechanics is well-established; it is required for accomplishing several tasks including design/optimization, active control, and future state prediction. A common tactic in this regards is to rely…
We consider the problem of communication allocation for remote state estimation in a cognitive radio sensor network~(CRSN). A sensor collects measurements of a physical plant, and transmits the data to a remote estimator as a secondary user…
The increasing integration of distributed energy resources (DERs) is transforming power systems into complex, decentralized networks, particularly at the distribution level, where active distribution networks (ADNs) introduce new challenges…
We are interested in the online prediction of the electricity load, within the Bayesian framework of dynamic models. We offer a review of sequential Monte Carlo methods, and provide the calculations needed for the derivation of so-called…
Handling the massive number of devices needed in numerous applications such as smart cities is a major challenge given the scarcity of spectrum resources. Dynamic spectrum access (DSA) is seen as a potential candidate to support the…