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The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the…

Methodology · Statistics 2018-02-12 Michael Roth , Gustaf Hendeby , Carsten Fritsche , Fredrik Gustafsson

Cyber-physical systems are found in many applications such as power networks, manufacturing processes, and air and ground transportation systems. Maintaining security of these systems under cyber attacks is an important and challenging…

Systems and Control · Computer Science 2016-06-13 Young Hwan Chang , Qie Hu , Claire J. Tomlin

Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…

Future cellular networks that utilize millimeter wave signals provide new opportunities in positioning and situational awareness. Large bandwidths combined with large antenna arrays provide unparalleled delay and angle resolution, allowing…

Signal Processing · Electrical Eng. & Systems 2021-08-04 Ossi Kaltiokallio , Yu Ge , Jukka Talvitie , Henk Wymeersch , Mikko Valkama

Hilbert-Huang transform (HHT) has drawn great attention in power system analysis due to its capability to deal with dynamic signal and provide instantaneous characteristics such as frequency, damping, and amplitudes. However, its…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Zhe Yu , Di Shi , Haifeng Li , Yishen Wang , Zhehan Yi , Zhiwei Wang

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

Partially-Observable Markov Decision Processes (POMDPs) are typically solved by finding an approximate global solution to a corresponding belief-MDP. In this paper, we offer a new planning algorithm for POMDPs with continuous state, action…

Artificial Intelligence · Computer Science 2012-03-19 Tom Erez , William D. Smart

Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…

Machine Learning · Computer Science 2021-05-26 Zhuangwei Shi

The paper presents the gossip interactive Kalman filter (GIKF) for distributed Kalman filtering for networked systems and sensor networks, where inter-sensor communication and observations occur at the same time-scale. The communication…

Information Theory · Computer Science 2015-05-18 Soummya Kar , José M. F. Moura

This article introduces a new algorithm for nonlinear state estimation based on deterministic sigma point and EKF linearized framework for priori mean and covariance respectively. This method reduces the computation cost of UKF about 50%…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Milad Behvandi , Mohammad Azam Khosravi , Amir Abolfazl Suratgar

Distributed phased arrays are comprised of separate, smaller antenna systems that coordinate with each other to support coherent beamforming towards a destination. However, due to the frequency drift and phase jitter of the oscillators, as…

Signal Processing · Electrical Eng. & Systems 2023-03-28 Mohammed Rashid , Jeffrey A. Nanzer

In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKF-GPS) is…

Optimization and Control · Mathematics 2016-08-03 Junjian Qi , Kai Sun , Jianhui Wang , Hui Liu

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 propose a distributed cooperative positioning algorithm using the extended Kalman filter (EKF) based spatio-temporal data fusion (STDF) for a wireless network composed of sparsely distributed high-mobility nodes. Our algorithm first…

Networking and Internet Architecture · Computer Science 2023-08-02 Yue Cao , Shaoshi Yang , Xiao Ma , Zhiyong Feng

The Channel Knowledge Map (CKM) maps position information to channel state information, leveraging environmental knowledge to reduce signaling overhead in sixth-generation networks. However, constructing a reliable CKM demands substantial…

Computational Engineering, Finance, and Science · Computer Science 2025-12-18 Ting Wang , Chiya Zhang , Chang Liu , Zhuoyuan Hao , Rubing Han , Weizheng Zhang , Chunlong He

This paper solves a new class of optimization problems under uncertainty, called Probable Event Constrained Optimization (PECO), which optimizes an objective function of decision variables and subjects to a set of Probable Event Constraints…

Optimization and Control · Mathematics 2025-03-07 Qifeng Li

The max-min fairness (MMF) problem in rate-splitting multiple access (RSMA) is known to be challenging due to its non-convex and non-smooth nature, as well as the coupled beamforming and common rate variables. Conventional algorithms to…

Information Theory · Computer Science 2025-07-21 Facheng Luo , Yijie Mao

We propose distributed algorithms for two well-established problems that operate efficiently under extremely harsh conditions. Our algorithms achieve state-of-the-art performance in a simple and novel way. Our algorithm for maximal…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-19 Peter Jeavons , Alex Scott , Lei Xu

This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization…

Systems and Control · Electrical Eng. & Systems 2023-10-27 Shahriar Talebi , Amirhossein Taghvaei , Mehran Mesbahi

In this work, we address the distributed optimization problem with event-triggered communication by the notion of input feedforward passivity (IFP). First, we analyze the distributed continuous-time algorithm over uniformly jointly strongly…

Optimization and Control · Mathematics 2022-05-02 Mengmou Li , Lanlan Su , Tao Liu
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