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This paper addresses the problem of distributed resilient state estimation and control for linear time-invariant systems in the presence of malicious false data injection sensor attacks and bounded noise. We consider a system operator…

Systems and Control · Electrical Eng. & Systems 2025-07-17 Takumi Shinohara , Karl H. Johansson , Henrik Sandberg

A key aspect of Safe Reinforcement Learning (Safe RL) involves estimating the constraint condition for the next policy, which is crucial for guiding the optimization of safe policy updates. However, the existing Advantage-based Estimation…

Machine Learning · Computer Science 2024-12-17 Juntao Dai , Yaodong Yang , Qian Zheng , Gang Pan

The use of Bayesian filtering has been widely used in mathematical finance, primarily in Stochastic Volatility models. They help in estimating unobserved latent variables from observed market data. This field saw huge developments in recent…

Computational Finance · Quantitative Finance 2021-12-07 Kumar Yashaswi

Privacy-preserving machine learning algorithms are crucial for the increasingly common setting in which personal data, such as medical or financial records, are analyzed. We provide general techniques to produce privacy-preserving…

Machine Learning · Computer Science 2011-02-18 Kamalika Chaudhuri , Claire Monteleoni , Anand D. Sarwate

Current approximate Coarse Correlated Equilibria (CCE) algorithms struggle with equilibrium approximation for games in large stochastic environments but are theoretically guaranteed to converge to a strong solution concept. In contrast,…

Machine Learning · Computer Science 2024-12-04 Ryan Yu , Mateusz Nowak , Qintong Xie , Michelle Yilin Feng , Peter Chin

Real time operation of the power grid and synchronism of its different elements require accurate estimation of its state variables. Errors in state estimation will lead to sub-optimal Optimal Power Flow (OPF) solutions and subsequent…

Cryptography and Security · Computer Science 2014-01-15 Deepjyoti Deka , Ross Baldick , Sriram Vishwanath

Secrecy encoding for remote state estimation in the presence of adversarial eavesdroppers is a well studied problem. Typical existing secrecy encoding schemes rely on the transmitter's knowledge of the remote estimator's current…

Systems and Control · Electrical Eng. & Systems 2024-04-16 Justin M. Kennedy , Jason J. Ford , Daniel E. Quevedo , Falko Dressler

We study the problem of remote state estimation, in the presence of an eavesdropper. An authorized user estimates the state of a linear plant, based on the data received from a sensor, while the data may also be intercepted by the…

Systems and Control · Computer Science 2016-12-16 Anastasios Tsiamis , Konstantinos Gatsis , George J. Pappas

In many practical parameter estimation problems, such as coefficient estimation of polynomial regression, the true model is unknown and thus, a model selection step is performed prior to estimation. The data-based model selection step…

Signal Processing · Electrical Eng. & Systems 2024-10-30 Elad Meir , Tirza Routtenberg

Localization performance in wireless networks has been traditionally benchmarked using the Cramer-Rao lower bound (CRLB), given a fixed geometry of anchor nodes and a target. However, by endowing the target and anchor locations with…

Networking and Internet Architecture · Computer Science 2017-10-24 Christopher E. O'Lone , Harpreet S. Dhillon , R. M. Buehrer

In this paper, we derive the Cramer-Rao bound (CRB) for joint target position and velocity estimation using an active or passive distributed radar network under more general, and practically occurring, conditions than assumed in previous…

Statistics Theory · Mathematics 2016-04-20 Qian He , Jianbin Hu , Rick S. Blum , Yonggang Wu

In this paper, we develop an information-theoretic framework for the optimal privacy-aware estimation of the states of a (linear or nonlinear) system. In our setup, a private process, modeled as a first-order Markov chain, derives the…

Systems and Control · Electrical Eng. & Systems 2023-11-13 Chuanghong Weng , Ehsan Nekouei , Karl H. Johansson

This paper presents a trustworthy framework for achieving accurate cooperative localization in multiple unmanned aerial vehicle (UAV) systems. The The Cramer-Rao Lower Bound (CRLB) for the three-dimensional (3D) cooperative localization…

Signal Processing · Electrical Eng. & Systems 2025-03-27 Zexin Fang , Bin Han , Hans D. Schotten

In many estimation theory and statistical analysis problems, the true data model is unknown, or partially unknown. To describe the model generating the data, parameterized models of some degree are used. A question that arises is which…

Signal Processing · Electrical Eng. & Systems 2025-04-08 Nadav E. Rosenthal , Joseph Tabrikian

In industrial applications, the presence of moving machinery, vehicles, and personnel, contributes to the dynamic nature of the wireless channel. This time variability induces channel fading, which can be effectively modeled using a Markov…

Systems and Control · Electrical Eng. & Systems 2025-06-04 Jie Huang , Fanlin Jia , Xiao He

In this paper we focus on the dynamic state estimation which harnesses a vast amount of sensing data harvested by multiple parties and recognize that in many applications, to improve collaborations between parties, the estimation procedure…

Systems and Control · Electrical Eng. & Systems 2021-01-05 Yuqing Ni , Junfeng Wu , Li Li , Ling Shi

In this paper, we consider signals with a low-rank covariance matrix which reside in a low-dimensional subspace and can be written in terms of a finite (small) number of parameters. Although such signals do not necessarily have a sparse…

Statistics Theory · Mathematics 2023-07-19 Mahdi Shaghaghi , Sergiy A. Vorobyov

In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…

Machine Learning · Computer Science 2014-10-21 Raef Bassily , Adam Smith , Abhradeep Thakurta

The performance of near-field sensing (NISE) in a legacy wideband multiple-input multiple-output (MIMO) orthogonal frequency-division multiplexing (OFDM) communication system is analyzed. The maximum likelihood estimates (MLE) for the…

Information Theory · Computer Science 2025-06-13 Zhaolin Wang , Xidong Mu , Yuanwei Liu

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein
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