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Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…

Information Theory · Computer Science 2022-05-12 Emanuele Grossi , Marco Lops

The problem of real-time remote tracking and reconstruction of a two-state Markov process is considered here. A transmitter sends samples from an observed information source to a remote monitor over an unreliable wireless channel. The…

Information Theory · Computer Science 2023-09-22 Mehrdad Salimnejad , Marios Kountouris , Nikolaos Pappas

Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…

Information Theory · Computer Science 2017-03-06 Parisa Mansourifard , Tara Javidi , Bhaskar Krishnamachari

State of the art methods for target tracking with sensor management (or controlled sensing) are model-based and are obtained through solutions to Partially Observable Markov Decision Process (POMDP) formulations. In this paper a…

Signal Processing · Electrical Eng. & Systems 2024-07-22 Adarsh M. Subramaniam , Argyrios Gerogiannis , James Z. Hare , Venugopal V. Veeravalli

A new model for controlled sensing for multihypothesis testing is proposed and studied in the sequential setting. This new model, termed {\em controlled Markovian observation} model, exhibits a more complicated memory structure in the…

Optimization and Control · Mathematics 2014-07-01 Sirin Nitinawarat , Venupogal V. Veeravalli

Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…

Systems and Control · Computer Science 2018-10-02 Bo Wu , Mohamadreza Ahmadi , Suda Bharadwaj , Ufuk Topcu

Age of Information (AoI) has been recognized as an important metric to measure the freshness of information. Central to this consensus is that minimizing AoI can enhance the freshness of information, thereby facilitating the accuracy of…

Information Theory · Computer Science 2024-08-09 Aimin Li , Shaohua Wu , Gary C. F. Lee , Xiaomeng Cheng , Sumei Sun

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

This paper addresses the challenge of a particular class of noisy state observations in Markov Decision Processes (MDPs), a common issue in various real-world applications. We focus on modeling this uncertainty through a confusion matrix…

Machine Learning · Computer Science 2023-12-15 Amirhossein Afsharrad , Sanjay Lall

Partially observable Markov decision processes (POMDPs) are widely used in probabilistic planning problems in which an agent interacts with an environment using noisy and imprecise sensors. We study a setting in which the sensors are only…

Artificial Intelligence · Computer Science 2017-10-03 Krishnendu Chatterjee , Martin Chmelik , Ufuk Topcu

We study selective monitors for labelled Markov chains. Monitors observe the outputs that are generated by a Markov chain during its run, with the goal of identifying runs as correct or faulty. A monitor is selective if it skips…

Formal Languages and Automata Theory · Computer Science 2018-07-03 Radu Grigore , Stefan Kiefer

Model predictive control (MPC) is a widely used modern control technique with numerous successful application in diverse areas. Much of this success is due to the ability of MPC to enforce state and control constraints, which are crucial in…

Systems and Control · Electrical Eng. & Systems 2020-09-23 Tam W. Nguyen , Syed Aseem Ul Islam , Dennis S. Bernstein , Ilya V. Kolmanovsky

Monitoring a process/phenomenon of specific interest is prevalent in Cyber-Physical Systems (CPS), remote healthcare, smart buildings, intelligent transport, industry 4.0, etc. A key building block of the monitoring system is a sensor…

Information Theory · Computer Science 2025-03-05 Shivang Garde , Jaya Prakash Champati , Arpan Chattopadhyay

We study a status update system with a source, a sampler, a transmitter, and a monitor. The source governs a stochastic process that the monitor wants to observe in a timely manner. To achieve this, the sampler samples fresh update packets…

Information Theory · Computer Science 2025-02-26 Subhankar Banerjee , Sennur Ulukus

Active state tracking is needed in object classification, target tracking, medical diagnosis and estimation of sparse signals among other various applications. Herein, active state tracking of a discrete-time, finite-state Markov chain is…

Systems and Control · Computer Science 2014-05-26 Daphney-Stavroula Zois , Urbashi Mitra

In this paper, selection of an active sensor subset for tracking a discrete time, finite state Markov chain having an unknown transition probability matrix (TPM) is considered. A total of N sensors are available for making observations of…

Machine Learning · Computer Science 2020-11-02 Mrigank Raman , Ojal Kumar , Arpan Chattopadhyay

Sensor management in multi-object stochastic systems is a theoretically and computationally challenging problem. This paper presents a novel approach to the multi-target multi-sensor control problem within the partially observed Markov…

Systems and Control · Computer Science 2017-09-18 Xiaoying Wang , Reza Hoseinnezhad , Amirali K. Gostar , Tharindu Rathnayake , Benlian Xu , Alireza Bab-Hadiashar

We explore Markov-modulated marked Poisson processes (MMMPPs) as a natural framework for modelling patients' disease dynamics over time based on medical claims data. In claims data, observations do not only occur at random points in time…

Applications · Statistics 2023-11-16 Sina Mews , Bastian Surmann , Lena Hasemann , Svenja Elkenkamp