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Counter-adversarial system design problems have lately motivated the development of inverse Bayesian filters. For example, inverse Kalman filter (I-KF) has been recently formulated to estimate the adversary's Kalman-filter-tracked estimates…

Optimization and Control · Mathematics 2023-08-11 Himali Singh , Arpan Chattopadhyay , Kumar Vijay Mishra

In this article, we introduce iterative deterministic equivalents as a novel technique for the performance analysis of communication systems whose channels are modeled by complex combinations of independent random matrices. This technique…

Information Theory · Computer Science 2011-12-20 Jakob Hoydis , Romain Couillet , Merouane Debbah

This paper proposes an iterative detection and decoding (IDD) scheme for a cell free massive multiple input multiple output (CF-mMIMO) system. Users send coded data to the access points (APs), which is jointly detected at central processing…

Information Theory · Computer Science 2022-10-25 T. Ssettumba , R. Di Renna , L. Landau , R. C. de Lamare

The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…

Atmospheric and Oceanic Physics · Physics 2018-10-17 Pavel Sakov , Jean-Matthieu Haussaire , Marc Bocquet

This paper proposes a novel distributed reduced--rank scheme and an adaptive algorithm for distributed estimation in wireless sensor networks. The proposed distributed scheme is based on a transformation that performs dimensionality…

Information Theory · Computer Science 2014-11-06 S. Xu , R. C. de Lamare , H. V. Poor

This paper presents Bit-Interleaved Coded Modulation metrics for joint estimation detection using training or reference signal transmission strategies for short to long block length channels. We show that it is possible to enhance the…

Information Theory · Computer Science 2025-02-11 Mody Sy , Raymond Knopp

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

We consider a Wireless Networked Control System (WNCS) where sensors provide observations to build a DT model of the underlying system dynamics. The focus is on control, scheduling, and resource allocation for sensory observation to ensure…

Signal Processing · Electrical Eng. & Systems 2024-08-21 Van-Phuc Bui , Shashi Raj Pandey , Pedro M. de Sant Ana , Beatriz Soret , Petar Popovski

This paper studies the convergence of the estimation error process and the characterization of the corresponding invariant measure in distributed Kalman filtering for potentially unstable and large linear dynamic systems. A gossip network…

Information Theory · Computer Science 2015-01-13 Di Li , Soummya Kar , Jose' M. F. Moura , H. Vincent Poor , Shuguang Cui

This paper considers the problem of distributed estimation in a sensor network, where multiple sensors are deployed to infer the state of a linear time-invariant (LTI) Gaussian system. By proposing a lossless decomposition of Kalman filter,…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Jiaqi Yan , Yilin Mo , Hideaki Ishii

We study distributed filtering for a class of uncertain systems over corrupted communication channels. We propose a distributed robust Kalman filter with stochastic gains, through which upper bounds of the conditional mean square estimation…

Systems and Control · Electrical Eng. & Systems 2021-04-05 Xingkang He , Karl Henrik Johansson , Haitao Fang

The Kalman filter (KF) is a widely-used algorithm for tracking the latent state of a dynamical system from noisy observations. For systems that are well-described by linear Gaussian state space models, the KF minimizes the mean-squared…

Signal Processing · Electrical Eng. & Systems 2022-10-13 Shunit Truzman , Guy Revach , Nir Shlezinger , Itzik Klein

This paper examines the performance of decision feedback based iterative channel estimation and multiuser detection in channel coded aperiodic DS-CDMA systems operating over multipath fading channels. First, explicit expressions describing…

Information Theory · Computer Science 2009-11-11 Husheng Li , Sharon M. Betz , H. Vincent Poor

State estimation of dynamical systems from noisy observations is a fundamental task in many applications. It is commonly addressed using the linear Kalman filter (KF), whose performance can significantly degrade in the presence of outliers…

Signal Processing · Electrical Eng. & Systems 2024-08-27 Shunit Truzman , Guy Revach , Nir Shlezinger , Itzik Klein

Due to its time-varying nature, oscillator phase noise can significantly degrade the performance of channel estimation, carrier recovery, and data detection blocks in high-speed wireless communication systems. In this paper, we analyze…

Information Theory · Computer Science 2013-10-01 Rui Wang , Hani Mehrpouyan , Meixia Tao , Yingbo Hua

In this paper, a new cooperation structure for spectrum sensing in cognitive radio networks is proposed which outperforms the existing commonly-used ones in terms of energy efficiency. The efficiency is achieved in the proposed design by…

Information Theory · Computer Science 2015-09-11 Younes Abdi , Tapani Ristaniemi

Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…

Machine Learning · Statistics 2024-04-03 Chaitra Agrahar , William Poole , Simone Bianco , Hana El-Samad

Switching Kalman Filters (SKF) are well known for their ability to solve the piecewise linear dynamic system estimation problem using the standard Kalman Filter (KF). Practical SKFs are heuristic, approximate filters that are not guaranteed…

Signal Processing · Electrical Eng. & Systems 2022-01-31 Parisa Karimi , Zhizhen Zhao , Mark Butala , Farzad Kamalabadi

This paper presents an Extended Kalman Filter (EKF) approach to localize a mobile robot with two quadrature encoders, a compass sensor, a laser range finder (LRF) and an omni-directional camera. The prediction step is performed by employing…

Robotics · Computer Science 2017-01-05 T. T. Hoang , P. M. Duong , N. T. T. Van , D. A. Viet , T. Q. Vinh

The optimal fusion of estimates in a Distributed Kalman Filter (DKF) requires tracking of the complete network error covariance, problematic in terms of memory and communication. A scalable alternative is to fuse estimates under unknown…

Systems and Control · Electrical Eng. & Systems 2022-06-14 Eduardo Sebastián , Eduardo Montijano , Carlos Sagüés