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We study identification of stochastic Wiener dynamic systems using so-called indirect inference. The main idea is to first fit an auxiliary model to the observed data and then in a second step, often by simulation, fit a more structured…

Optimization and Control · Mathematics 2015-07-21 Bo Wahlberg , James Welsh , Lennart Ljung

This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Minhyuk Jang , Astghik Hakobyan , Insoon Yang

This paper addresses the problem of detecting false data injection (FDI) attacks in a distributed network without a fusion center, represented by a connected graph among multiple agent nodes. Each agent node is equipped with a sensor, and…

Systems and Control · Electrical Eng. & Systems 2024-02-16 Saqib Abbas Baba , Arpan Chattopadhyay

We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise…

Numerical Analysis · Mathematics 2015-05-30 Bangti Jin

This paper addresses the design of input signals for the purpose of discriminating among a finite set of models dynamic systems within a given finite time interval. A motivating application is fault detection and isolation. We propose…

Systems and Control · Computer Science 2013-10-29 Seunggyun Cheong , Ian R. Manchester

We consider the problem of false data injection attacks modeled as additive disturbances in various parts of a general LTI feedback system and derive necessary and sufficient conditions for the existence of stealthy unbounded attacks. We…

Systems and Control · Computer Science 2017-07-19 Nabil H. Hirzallah , Petros G. Voulgaris

Many Machine Learning models are vulnerable to adversarial attacks: There exist methodologies that add a small (imperceptible) perturbation to an input such that the model comes up with a wrong prediction. Better understanding of such…

Cryptography and Security · Computer Science 2023-06-13 Paul Stahlhofen , André Artelt , Luca Hermes , Barbara Hammer

We consider the problem of distributed estimation of a Gaussian vector with linear observation model. Each sensor makes a scalar noisy observation of the unknown vector, quantizes its observation, maps it to a digitally modulated symbol,…

Information Theory · Computer Science 2020-05-01 Mojtaba Shirazi , Azadeh Vosoughi

Group sequential designs enable interim analyses and potential early stopping for efficacy or futility. While these adaptations improve trial efficiency and ethical considerations, they also introduce bias into the adapted analyses. We…

Methodology · Statistics 2025-10-07 G. Caruso , W. F. Rosenberger , P. Mozgunov , N. Flournoy

We introduce a new approach for designing computationally efficient learning algorithms that are tolerant to noise, and demonstrate its effectiveness by designing algorithms with improved noise tolerance guarantees for learning linear…

Machine Learning · Computer Science 2018-06-05 Pranjal Awasthi , Maria Florina Balcan , Philip M. Long

In 1-bit compressed sensing, the aim is to estimate a $k$-sparse unit vector $x\in S^{n-1}$ within an $\epsilon$ error (in $\ell_2$) from minimal number of linear measurements that are quantized to just their signs, i.e., from measurements…

Information Theory · Computer Science 2023-10-13 Namiko Matsumoto , Arya Mazumdar

Non-line-of-sight (NLOS) sensing has the potential to enable use cases like intrusion detection in occluded areas, increasing the value provided by Integrated Sensing and Commu- nications (ISAC) in future 6G cellular networks. In this…

Signal Processing · Electrical Eng. & Systems 2026-05-04 Paolo Tosi , Maximilian Bauhofer , Marcus Henninger , Laurent Schmalen , Silvio Mandelli

This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

Developing advanced diagnosis tools to detect cyber attacks is the key to security of power systems. It has been shown that multivariate data injection attacks can bypass bad data detection schemes typically built on static behavior of the…

Optimization and Control · Mathematics 2019-09-24 Kaikai Pan , Peter Palensky , Peyman Mohajerin Esfahani

This paper presents a performance analysis framework for linear detection in fast-fading channels with possibly correlated channel and noise. The framework is both accurate and adaptable, making it well-suited for analyzing a wide range of…

Signal Processing · Electrical Eng. & Systems 2025-07-09 Almutasem Bellah Enad , Jihad Fahs , Hadi Sarieddeen , Hakim Jemaa , Tareq Y. Al-Naffouri

The classical state-space approach to optimal estimation of stochastic processes is efficient when the driving noises are generated by martingales. In particular, the weight function of the optimal linear filter, which solves a complicated…

Probability · Mathematics 2022-06-13 D. Afterman , P. Chigansky , M. Kleptsyna , D. Marushkevych

We develop a (nearly) unbiased particle filtering algorithm for a specific class of continuous-time state-space models, such that (a) the latent process $X_t$ is a linear Gaussian diffusion; and (b) the observations arise from a Poisson…

Computation · Statistics 2023-11-07 Ruiyang Jin , Sumeetpal S. Singh , Nicolas Chopin

We consider the problem of estimating an input signal from noisy measurements in both parallel scalar Gaussian channels and linear mixing systems. The performance of the estimation process is quantified by the $\ell_\infty$ norm error…

Information Theory · Computer Science 2013-04-23 Jin Tan , Dror Baron , Liyi Dai

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

Quantitative Methods · Quantitative Biology 2013-03-14 Tiago Ramalho , Marco Selig , Ulrich Gerland , Torsten A. Enßlin

We consider the distributed $H_\infty$ estimation problem with additional requirement of resilience to biasing attacks. An attack scenario is considered where an adversary misappropriates some of the observer nodes and injects biasing…

Systems and Control · Computer Science 2018-02-27 V. Ugrinovskii
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