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In this paper, we focus on batch state estimation for linear systems. This problem is important in applications such as environmental field estimation, robotic navigation, and target tracking. Its difficulty lies on that limited operational…

Optimization and Control · Mathematics 2016-09-27 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

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 consider the problem of selecting an optimal set of sensor precisions to estimate the states of a non-linear dynamical system using an Ensemble Kalman filter and an Unscented Kalman filter, which uses random and deterministic ensembles…

Signal Processing · Electrical Eng. & Systems 2020-03-16 Niladri Das , Raktim Bhattacharya

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

This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Jiaqi Yan , Xu Yang , Yilin Mo , Keyou You

This paper considers state estimation of linear systems using analog amplify and forwarding with multiple sensors, for both multiple access and orthogonal access schemes. Optimal state estimation can be achieved at the fusion center using a…

Information Theory · Computer Science 2009-06-11 Alex S. Leong , Subhrakanti Dey , Jamie S. Evans

Optimal sensor placement is essential for minimizing costs and ensuring accurate state estimation in power systems. This paper introduces a novel method for optimal sensor placement for dynamic state estimation of power systems modeled by…

Systems and Control · Electrical Eng. & Systems 2025-02-06 Milos Katanic , Yi Guo , John Lygeros , Gabriela Hug

Given a linear dynamical system, we consider the problem of selecting (at design-time) an optimal set of sensors (subject to certain budget constraints) to minimize the trace of the steady state error covariance matrix of the Kalman filter.…

Optimization and Control · Mathematics 2018-03-29 Lintao Ye , Sandip Roy , Shreyas Sundaram

In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

Distributed sensor networks often include a multitude of sensors, each measuring parts of a process state space or observing the operations of a system. Communication of measurements between the sensor nodes and estimator(s) cannot…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Sanjay Chandrasekaran , Vishnu Varadan , Siva Vignesh Krishnan , Florian Dörfler , Mohammad H. Mamduhi

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

The estimation of spatiotemporal data from limited sensor measurements is a required task across many scientific disciplines. The sensor selection problem, which aims to optimize the placement of sensors, leverages innovations in greedy…

Optimization and Control · Mathematics 2022-12-19 Jiazhong Mei , Steven L. Brunton , J. Nathan Kutz

We consider a joint sensor and controller design problem for linear Gaussian stochastic systems in which a weighted sum of quadratic control cost and the amount of information acquired by the sensor is minimized. This problem formulation is…

Optimization and Control · Mathematics 2015-03-09 Takashi Tanaka , Henrik Sandberg

In this work, we consider a sensor selection drawn at random by a sampling with replacement policy for a linear time-invariant dynamical system subject to process and measurement noise. We employ the Kalman filter to estimate the state of…

Systems and Control · Electrical Eng. & Systems 2023-03-15 Christopher I. Calle , Shaunak D. Bopardikar

The problem of faulty sensor detection is investigated in large sensor networks where the sensor faults are sparse and time-varying, such as those caused by attacks launched by an adversary. Group testing and the Kalman filter are designed…

Systems and Control · Computer Science 2015-12-02 Mengqi Ren , Ruixin Niu

We study the Continuous-Discrete Kalman Filter (CD-KF) for State-Space Models (SSMs) where continuous-time dynamics are observed via multiple sensors with discrete, irregularly timed measurements. Our focus extends to scenarios in which the…

Systems and Control · Electrical Eng. & Systems 2025-07-16 Mohamad Al Ahdab , John Leth , Zheng-Hua Tan

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…

Information Theory · Computer Science 2013-04-02 Feng Jiang , Jie Chen , A. Lee Swindlehurst

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear…

Systems and Control · Computer Science 2017-11-22 Damian Marelli , Mohsen Zamani , Minyue Fu

Given a linear dynamical system affected by noise, we study the problem of optimally placing sensors (at design-time) subject to a sensor placement budget constraint in order to minimize the trace of the steady-state error covariance of the…

Optimization and Control · Mathematics 2020-07-17 Lintao Ye , Sandip Roy , Shreyas Sundaram

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
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