Related papers: Remote State Estimation with Posterior-Based Stoch…
We consider the problem of state estimation from limited discrete and noisy measurements. In particular, we focus on modal state estimation, which approximates the unknown state of the system within a prescribed basis. We estimate the…
We present the Sequential Ensemble Transform (SET) method, an approach for generating approximate samples from a Bayesian posterior distribution. The method explores the posterior distribution by solving a sequence of discrete optimal…
The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…
Analyzing Event-Triggered Control's (ETC) sampling behaviour is of paramount importance, as it enables formal assessment of its sampling performance and prediction of its sampling patterns. In this work, we formally analyze the sampling…
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…
This paper proposes a novel method to estimate individualised treatment assignment rules. The method is designed to find rules that are stochastic, reflecting uncertainty in estimation of an assignment rule and about its welfare…
Decentralized state estimation in a communication-constrained sensor network is considered. The exchanged estimates are dimension-reduced to reduce the communication load using a linear mapping to a lower-dimensional space. The mean squared…
The standard way to estimate the parameters $\Theta_\text{SEIR}$ (e.g., the transmission rate $\beta$) of an SEIR model is to use grid search, where simulations are performed on each set of parameters, and the parameter set leading to the…
A reliable model order reduction process for parametric analysis in electromagnetics is detailed. Special emphasis is placed on certifying the accuracy of the reduced-order model. For this purpose, a sharp state error estimator is proposed.…
In time-triggered systems, where the schedule table is predefined and statically configured at design time, sporadic event-triggered (ET) tasks are handled within specially dedicated slots or when time-triggered (TT) tasks finish their…
Stock trend forecasting, aiming at predicting the stock future trends, is crucial for investors to seek maximized profits from the stock market. Many event-driven methods utilized the events extracted from news, social media, and discussion…
We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…
Many modern distributed systems consist of devices that generate more data than what can be transmitted via a communication link in near real time with high-fidelity. We consider the scheduling problem in which a device has access to…
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…
This paper introduces a stochastic hybrid system (SHS) framework in state space model to capture sensor, communication, and system contingencies in modern power systems (MPS). Within this new framework, the paper concentrates on the…
Sequential estimation of a vector of linear regression coefficients is considered under both centralized and decentralized setups. In sequential estimation, the number of observations used for estimation is determined by the observed…
We present an event-triggered control strategy for stabilizing a scalar, continuous-time, time-invariant, linear system over a digital communication channel having bounded delay, and in the presence of bounded system disturbance. We propose…
Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…
We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…
Level set estimation (LSE), the problem of identifying the set of input points where a function takes value above (or below) a given threshold, is important in practical applications. When the function is expensive-to-evaluate and…