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The state-of-the-art tensor network Kalman filter lifts the curse of dimensionality for high-dimensional recursive estimation problems. However, the required rounding operation can cause filter divergence due to the loss of positive…

Machine Learning · Computer Science 2024-09-06 Clara Menzen , Manon Kok , Kim Batselier

In this paper, consensus-based Kalman filtering is extended to deal with the problem of joint target tracking and sensor self-localization in a distributed wireless sensor network. The average weighted Kullback-Leibler divergence, which is…

Systems and Control · Computer Science 2017-07-28 Lin Gao , Giorgio Battistelli , Luigi Chisci , Ping Wei

The information transmission between nodes in a wireless sensor networks (WSNs) often causes packet loss due to denial-of-service (DoS) attack, energy limitations, and environmental factors, and the information that is successfully…

Signal Processing · Electrical Eng. & Systems 2023-07-10 Jiacheng He , Bei Peng , Zhenyu Feng , Xuemei Mao , Song Gao , Gang Wang

Large-scale distributed systems such as sensor networks, often need to achieve filtering and consensus on an estimated parameter from high-dimensional measurements. Running a Kalman filter on every node in such a network is computationally…

Optimization and Control · Mathematics 2017-04-12 Mathias Hudoba de Badyn , Mehran Mesbahi

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear…

Systems and Control · Computer Science 2017-11-22 Damian Marelli , Mohsen Zamani , Minyue Fu

Cooperative online scalar field mapping is an important task for multi-robot systems. Gaussian process regression is widely used to construct a map that represents spatial information with confidence intervals. However, it is difficult to…

Robotics · Computer Science 2024-01-24 Tianyi Ding , Ronghao Zheng , Senlin Zhang , Meiqin Liu

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Muzaffar Qureshi , Tochukwu Elijah Ogri , Zachary I. Bell , Wanjiku A. Makumi , Rushikesh Kamalapurkar

Wireless sensor networks (WSNs) have attracted considerable attention in recent years and motivate a host of new challenges for distributed signal processing. The problem of distributed or decentralized estimation has often been considered…

Machine Learning · Computer Science 2009-11-11 Joel B. Predd , Sanjeev R. Kulkarni , H. Vincent Poor

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2012-03-19 Yuan , Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

Uncertainty quantification (UQ) over graphs arises in a number of safety-critical applications in network science. The Gaussian process (GP), as a classical Bayesian framework for UQ, has been developed to handle graph-structured data by…

Machine Learning · Computer Science 2025-10-08 Jinwen Xu , Qin Lu , Georgios B. Giannakis

This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…

Signal Processing · Electrical Eng. & Systems 2019-10-08 Xingkang He , Wenchao Xue , Xiaocheng Zhang , Haitao Fang

Gaussian-process state-space models (GP-SSMs) provide a flexible nonparametric alternative for modeling time-series dynamics that are nonlinear or difficult to specify parametrically. While the Kalman filter is effective for linear-Gaussian…

Methodology · Statistics 2025-12-02 Genshiro Kitagawa

This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…

Systems and Control · Computer Science 2017-11-15 Xingkang He , Wenchao Xue , Haitao Fang

In this paper, we present a consensus-based framework for decentralized estimation of deterministic parameters in wireless sensor networks (WSNs). In particular, we propose an optimization algorithm to design (possibly complex) sensor gains…

Systems and Control · Computer Science 2018-10-15 Shahin Khobahi , Mojtaba Soltanalian

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…

Signal Processing · Electrical Eng. & Systems 2025-01-20 Jiaqi Yan , Hideaki Ishii

The growing demand for accurate, efficient, and scalable solutions in computational mechanics highlights the need for advanced operator learning algorithms that can efficiently handle large datasets while providing reliable uncertainty…

Machine Learning · Statistics 2024-09-18 Sawan Kumar , Rajdip Nayek , Souvik Chakraborty

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

A network of independently trained Gaussian processes (StackedGP) is introduced to obtain predictions of quantities of interest with quantified uncertainties. The main applications of the StackedGP framework are to integrate different…

Machine Learning · Computer Science 2017-06-20 Kareem Abdelfatah , Junshu Bao , Gabriel Terejanu

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

Machine Learning · Computer Science 2019-12-30 Jan Graßhoff , Alexandra Jankowski , Philipp Rostalski