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Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data is acquired sequentially. The Kalman filter plays a…

Probability · Mathematics 2015-05-27 Wonjung Lee , Damon McDougall , Andrew Stuart

In this paper, the problem of sequential beam construction and adaptive channel estimation based on reduced rank (RR) Kalman filtering for frequency-selective massive multiple-input multiple-output (MIMO) systems employing single-carrier…

Information Theory · Computer Science 2017-03-10 Gokhan M. Guvensen , Ender Ayanoglu

Sinopoli et al. (TAC, 2004) considered the problem of optimal estimation for linear systems with Gaussian noise and intermittent observations, available according to a Bernoulli arrival process. They showed that there is a "critical"…

Applications · Statistics 2009-06-10 Andrea Censi

Sparsity constraints on the control inputs of a linear dynamical system naturally arise in several practical applications such as networked control, computer vision, seismic signal processing, and cyber-physical systems. In this work, we…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Rupam Kalyan Chakraborty , Geethu Joseph , Chandra R. Murthy

Motion planning is a fundamental problem and focuses on finding control inputs that enable a robot to reach a goal region while safely avoiding obstacles. However, in many situations, the state of the system may not be known but only…

Robotics · Computer Science 2021-08-30 Lars Lindemann , Matthew Cleaveland , Yiannis Kantaros , George J. Pappas

In this paper, we investigate the state estimation problem over multiple Markovian packet drop channels. In this problem setup, a remote estimator receives measurement data transmitted from multiple sensors over individual channels. By the…

Systems and Control · Electrical Eng. & Systems 2021-03-08 Jiapeng Xu , Guoxiang Gu , Vijay Gupta , Yang Tang

In [1], Sinopoli et al. analyze the problem of optimal estimation for linear Gaussian systems where packets containing observations are dropped according to an i.i.d. Bernoulli process, modeling a memoryless erasure channel. In this case…

Optimization and Control · Mathematics 2010-05-17 Yilin Mo , Bruno Sinopoli

State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Hassan Mortada , Cyril Falcon , Yanis Kahil , Mathéo Clavaud , Jean-Philippe Michel

This article explores the estimation of parameters and states for linear stochastic systems with deterministic control inputs. It introduces a novel Kalman filtering approach called Kalman Filtering with Correlated Noises Recursive…

Systems and Control · Electrical Eng. & Systems 2025-07-11 Abd El Mageed Hag Elamin Khalid

The stochastic optimal control of many agents is an important problem in various fields. We investigate the problem of partial observations, where the state of each agent is not fully observed and the control must be decided based on noisy…

Optimization and Control · Mathematics 2023-05-30 Aaron Zeff Palmer

For a wireless sensor network (WSN) with a large number of low-cost, battery-driven, multiple transmission power leveled sensor nodes of limited transmission bandwidth, then conservation of transmission resources (power and bandwidth) is of…

Systems and Control · Computer Science 2014-03-17 Gang Wang , Jie Chen , Jian Sun , Yongjian Cai

In this work, we focus on the model-mismatch problem for model-based subspace channel tracking in the correlated underwater acoustic channel. A model based on the underwater acoustic channel's correlation can be used as the state-space…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Qihang Huang , Wei Li , Weicheng Zhan , Yuhang Wang , Rongrong Guo

The area of fault detection is becoming more interesting since there have been many unique designs to detect or even compensate the faults, either from sensor or actuator. This paper applies the hydraulic system with interconnected tanks by…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Moh Kamalul Wafi

Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…

Robotics · Computer Science 2019-11-13 Ross Hartley , Maani Ghaffari , Ryan M. Eustice , Jessy W. Grizzle

Worst-case models of erasure and symmetric channels are investigated, in which the number of channel errors occurring in each sliding window of a given length is bounded. Upper and lower bounds on their zero-error capacities are derived,…

Signal Processing · Electrical Eng. & Systems 2019-02-07 Amir Saberi , Farhad Farokhi , Girish N. Nair

To obtain the accurate transient states of the big scale natural gas pipeline networks under the bad data and non-zero mean noises conditions, a robust Kalman filter-based dynamic state estimation method is proposed using the linearized gas…

Signal Processing · Electrical Eng. & Systems 2021-03-10 Liang Chen , Peng Jin , Jing Yang , Yang Li , Yi Song

Existing state estimation algorithms for legged robots that rely on proprioceptive sensors often overlook foot slippage and leg deformation in the physical world, leading to large estimation errors. To address this limitation, we propose a…

Robotics · Computer Science 2024-11-19 Tianyi Zhang , Wenhan Cao , Chang Liu , Tao Zhang , Jiangtao Li , Shengbo Eben Li

This paper studies the synchronization of stochastic linear systems which are subject to a general class of noises, in the sense that the noises are bounded in covariance but might be correlated with the states of agents and among each…

Systems and Control · Electrical Eng. & Systems 2022-05-16 Jiaqi Yan , Yilin Mo , Hideaki Ishii

Researchers collecting intensive longitudinal data (ILD) are increasingly looking to model psychological processes, such as emotional dynamics, that organize and adapt across time in complex and meaningful ways. This is also the case for…

Predicting the behavior of a dynamical system from noisy observations of its past outputs is a classical problem encountered across engineering and science. For linear systems with Gaussian inputs, the Kalman filter -- the best linear…

Machine Learning · Computer Science 2026-03-10 Usman Akram , Haris Vikalo
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