相关论文: Optimal Sensor Gain Control for Minimum-Informatio…
In networked systems, state estimation is hampered by communication limits. Past approaches, which consider scheduling sensors through deterministic event-triggers, reduce communication and maintain estimation quality. However, these…
In this paper, we develop {finite-time horizon} causal filters using the nonanticipative rate distortion theory. We apply the {developed} theory to {design optimal filters for} time-varying multidimensional Gauss-Markov processes, subject…
Simultaneously monitoring changes in both the mean and variance is a fundamental problem in Statistical Process Control, and numerous methods have been developed to address it. However, many existing approaches face notable limitations:…
Gaussian process regression uses data measured at sensor locations to reconstruct a spatially dependent function with quantified uncertainty. However, if only a limited number of sensors can be deployed, it is important to determine how to…
We propose a nonlinear filtering framework for approaching the problems of channel state tracking and spatiotemporal channel gain prediction in mobile wireless sensor networks, in a Bayesian setting. We assume that the wireless channel…
We consider the problem of multiple sensor scheduling for remote state estimation of multiple process over a shared link. In this problem, a set of sensors monitor mutually independent dynamical systems in parallel but only one sensor can…
An observer is an estimator of the state of a dynamical system from noisy sensor measurements. The need for observers is ubiquitous, with applications in fields ranging from engineering to biology to economics. The most widely used observer…
Path planning is an important component of au- tonomous mobile sensing systems. This paper studies upper and lower bounds of communication performance over Gaussian sen- sor networks, to drive power-distortion metrics for path planning…
We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…
We provide a technique to obtain provably optimal control sequences for quantum systems under the influence of time-correlated multiplicative control noise. Utilizing the circuit-level noise model introduced in [Phys. Rev. Research 3,…
Our work is devoted to the study of Pontryagin's stochastic maximum principle for a mean-field optimal control problem under Peng's $G$-expectation. The dynamics of the controlled state process is given by a stochastic differential equation…
We present a novel strategy for robust dual control of linear time-invariant systems based on gain scheduling with performance guarantees. This work relies on prior results of determining uncertainty bounds of system parameters estimated…
Quantum sensors can show unprecedented sensitivities, provided they are controlled in a very specific, optimal way. Here, we consider a spin sensor of time-varying fields in the presence of dephasing noise, and we show that the problem of…
For a stationary additive Gaussian-noise channel with a rational noise power spectrum of a finite-order $L$, we derive two new results for the feedback capacity under an average channel input power constraint. First, we show that a very…
This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…
This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
In this paper, we consider the problem of quickest change point detection and identification over a linear array of $N$ sensors, where the change pattern could first reach any of these sensors, and then propagate to the other sensors. Our…
Phase-insensitive optical amplifiers uniformly amplify each quadrature of an input field and are of both fundamental and technological importance. We find the quantum limit on the precision of estimating the gain of a quantum-limited…
The communication channels used to convey information between the components of wireless networked control systems (WNCSs) are subject to packet losses due to time-varying fading and interference. We consider a wireless networked control…