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We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the mean and the covariance. Time correlations can also be…

Probability · Mathematics 2016-05-20 Daniel Sanz-Alonso , Andrew M. Stuart

The choice of the location of controllers and observations is of great importance for designing control systems and improving the estimations in various practical problems. For time-varying systems in Hilbert spaces, the existence and…

Optimization and Control · Mathematics 2015-04-01 Xueran Wu , Birgit Jacob , Hendrik Elbern

This paper presents a state estimation approach for an uncertain linear equation with a non-invertible operator in Hilbert space. The approach addresses linear equations with uncertain deterministic input and noise in the measurements,…

Optimization and Control · Mathematics 2010-07-27 Sergiy M. Zhuk

Deep learning models, such as those used for face recognition and attribute prediction, are susceptible to manipulations like adversarial noise and unintentional noise, including Gaussian and impulse noise. This paper introduces CIAI, a…

Computer Vision and Pattern Recognition · Computer Science 2024-10-01 Anubhooti Jain , Susim Roy , Kwanit Gupta , Mayank Vatsa , Richa Singh

When measurements from dynamical systems are noisy, it is useful to have estimation algorithms that have low sensitivity to measurement noises and outliers. In the first set of results described in this paper we obtain optimal estimators…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Krishan Mohan Nagpal

Real-time identification of electrical equivalent circuit models is a critical requirement in many practical systems, such as batteries and electric motors. Significant work has been done in the past developing different types of algorithms…

Systems and Control · Electrical Eng. & Systems 2021-01-15 Balakumar Balasingam , Krishna Pattipati

We consider the distributed $H_\infty$ estimation problem with an 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 · Electrical Eng. & Systems 2019-06-18 Valery Ugrinovskii

Recently, channel state information (CSI) at the physical-layer has been utilized to detect spoofing attacks in wireless communications. However, due to hardware impairments and communication noise, the CSI cannot be estimated accurately,…

Signal Processing · Electrical Eng. & Systems 2021-01-18 Chu Li , Aydin Sezgin

In this paper is proposed a novel incremental iterative Gauss-Newton-Markov-Kalman filter method for state estimation of dynamic models given noisy measurements. The mathematical formulation of the proposed filter is based on the…

Optimization and Control · Mathematics 2019-09-17 Bojana Rosic

This paper presents a detection algorithm for sensor attacks and a resilient state estimation scheme for a class of uniformly observable nonlinear systems. An adversary is supposed to corrupt a subset of sensors with the possibly unbounded…

Systems and Control · Computer Science 2021-01-11 Junsoo Kim , Chanhwa Lee , Hyungbo Shim , Yongsoon Eun , Jin Heon Seo

The forward Kullback-Leibler (KL) divergence is a ubiquitous objective for fitting a parameterized distribution to samples due to its tractability and equivalence to maximum likelihood estimation (MLE). Its inherent asymmetry, however, may…

Machine Learning · Computer Science 2026-05-12 Omri Ben-Dov , Luiz F. O. Chamon

We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…

Optimization and Control · Mathematics 2018-05-24 Bo Wahlberg , Lennart Ljung

Integrated sensing and communications (ISAC) is a disruptive technology enabling future sixth-generation (6G) networks. This paper investigates target detection in a bistatic ISAC system, in which the base station (BS) transmits…

Signal Processing · Electrical Eng. & Systems 2025-11-17 Xianxin Song , Xianghao Yu , Jie Xu , Derrick Wing Kwan Ng

The development of new techniques to improve measurements is crucial for all sciences. By employing quantum systems as sensors to probe some physical property of interest allows the application of quantum resources, such as coherent…

Quantum Physics · Physics 2019-05-15 G. H. Aguilar , M. A. de Souza , R. M. Gomes , J. Thompson , M. Gu , L. C. Céleri , S. P. Walborn

In the study of complex dynamical systems, understanding and accurately modeling the underlying physical processes is crucial for predicting system behavior and designing effective interventions. Yet real-world systems exhibit pronounced…

Machine Learning · Statistics 2025-07-15 Ridwan Olabiyi , Han Hu , Ashif Iquebal

Prediction error and maximum likelihood methods are powerful tools for identifying linear dynamical systems and, in particular, enable the joint estimation of model parameters and the Kalman filter used for state estimation. A key…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Léo Simpson , Moritz Diehl

We study a generalization of the classical discrete-time, Linear-Quadratic-Gaussian (LQG) control problem where the noise distributions affecting the states and observations are unknown and chosen adversarially from divergence-based…

Optimization and Control · Mathematics 2025-09-30 Bahar Taşkesen , Dan A. Iancu , Çağıl Koçyiğit , Daniel Kuhn

Multi-sensor integration via error-state Kalman filter (KF) is widely employed for precise state estimation in cyber-physical systems (CPSs). However, this integration exposes the system to stealthy deception attacks that render…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Meiqi Tian , Yihan Liu , Bingzhuo Zhong

A fixed-order set-valued observer is presented for linear parameter-varying systems with bounded-norm noise and under completely unknown attack signals, which simultaneously finds bounded sets of states and unknown inputs that include the…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Mohammad Khajenejad , Sze Zheng Yong

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih