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相关论文: Remote State Estimation with Posterior-Based Stoch…

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We consider the problem of state estimation from limited discrete and noisy measurements. In particular, we focus on modal state estimation, which approximates the unknown state of the system within a prescribed basis. We estimate the…

数值分析 · 数学 2025-05-08 Lev Kakasenko , Alen Alexanderian , Mohammad Farazmand , Arvind K. Saibaba

We present the Sequential Ensemble Transform (SET) method, an approach for generating approximate samples from a Bayesian posterior distribution. The method explores the posterior distribution by solving a sequence of discrete optimal…

统计方法学 · 统计学 2020-09-22 Aaron Myers , Alexandre H. Thiery , Kainan Wang , Tan Bui-Thanh

The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…

最优化与控制 · 数学 2023-03-03 Mohammad S. Ramadan , Robert R. Bitmead , Ke Huang

Analyzing Event-Triggered Control's (ETC) sampling behaviour is of paramount importance, as it enables formal assessment of its sampling performance and prediction of its sampling patterns. In this work, we formally analyze the sampling…

系统与控制 · 电气工程与系统科学 2026-02-18 Giannis Delimpaltadakis , Luca Laurenti , Manuel Mazo

The increasing integration of distributed energy resources (DERs) is transforming power systems into complex, decentralized networks, particularly at the distribution level, where active distribution networks (ADNs) introduce new challenges…

最优化与控制 · 数学 2025-07-14 J. G. De la Varga , J. M. Morales , S. Pineda

This paper proposes a novel method to estimate individualised treatment assignment rules. The method is designed to find rules that are stochastic, reflecting uncertainty in estimation of an assignment rule and about its welfare…

计量经济学 · 经济学 2023-02-22 Toru Kitagawa , Hugo Lopez , Jeff Rowley

Decentralized state estimation in a communication-constrained sensor network is considered. The exchanged estimates are dimension-reduced to reduce the communication load using a linear mapping to a lower-dimensional space. The mean squared…

系统与控制 · 电气工程与系统科学 2023-12-13 Robin Forsling , Fredrik Gustafsson , Zoran Sjanic , Gustaf Hendeby

The standard way to estimate the parameters $\Theta_\text{SEIR}$ (e.g., the transmission rate $\beta$) of an SEIR model is to use grid search, where simulations are performed on each set of parameters, and the parameter set leading to the…

机器学习 · 统计学 2021-06-01 Chun Fan , Yuxian Meng , Xiaofei Sun , Fei Wu , Tianwei Zhang , Jiwei Li

A reliable model order reduction process for parametric analysis in electromagnetics is detailed. Special emphasis is placed on certifying the accuracy of the reduced-order model. For this purpose, a sharp state error estimator is proposed.…

数值分析 · 数学 2023-04-04 Sridhar Chellappa , Lihong Feng , Valentin de la Rubia , Peter Benner

In time-triggered systems, where the schedule table is predefined and statically configured at design time, sporadic event-triggered (ET) tasks are handled within specially dedicated slots or when time-triggered (TT) tasks finish their…

网络与互联网体系结构 · 计算机科学 2022-09-13 Anaïs Finzi , Silviu S. Craciunas , Marc Boyer

Stock trend forecasting, aiming at predicting the stock future trends, is crucial for investors to seek maximized profits from the stock market. Many event-driven methods utilized the events extracted from news, social media, and discussion…

统计金融 · 定量金融 2021-02-22 Wentao Xu , Weiqing Liu , Chang Xu , Jiang Bian , Jian Yin , Tie-Yan Liu

We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…

数值分析 · 数学 2021-05-04 T. Butler , J. D. Jakeman , T. Wildey

Many modern distributed systems consist of devices that generate more data than what can be transmitted via a communication link in near real time with high-fidelity. We consider the scheduling problem in which a device has access to…

系统与控制 · 电气工程与系统科学 2024-05-20 Marcos M. Vasconcelos , Yifei Zhang

We consider the problem of transmission scheduling for the remote estimation of a discrete-time autoregressive Markov process that is driven by white Gaussian noise. A sensor observes this process, and then decides to either encode the…

最优化与控制 · 数学 2023-03-30 Manali Dutta , Rahul Singh

This paper introduces a stochastic hybrid system (SHS) framework in state space model to capture sensor, communication, and system contingencies in modern power systems (MPS). Within this new framework, the paper concentrates on the…

系统与控制 · 电气工程与系统科学 2024-01-31 Shuo Yuan , Le Yi Wang , George Yin , Masoud H. Nazari

Sequential estimation of a vector of linear regression coefficients is considered under both centralized and decentralized setups. In sequential estimation, the number of observations used for estimation is determined by the observed…

应用统计 · 统计学 2014-12-18 Yasin Yilmaz , George V. Moustakides , Xiaodong Wang

We present an event-triggered control strategy for stabilizing a scalar, continuous-time, time-invariant, linear system over a digital communication channel having bounded delay, and in the presence of bounded system disturbance. We propose…

最优化与控制 · 数学 2018-01-29 Mohammad Javad Khojasteh , Mojtaba Hedayatpour , Jorge Cortes , Massimo Franceschetti

Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…

统计方法学 · 统计学 2024-05-24 Sam A. Whitaker , Andrew Golightly , Colin S. Gillespie , Theodore Kypraios

We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…

统计方法学 · 统计学 2017-01-23 Björn Görder , Michael Kolonko

Level set estimation (LSE), the problem of identifying the set of input points where a function takes value above (or below) a given threshold, is important in practical applications. When the function is expensive-to-evaluate and…

机器学习 · 统计学 2024-12-02 Yu Inatsu , Shion Takeno , Kentaro Kutsukake , Ichiro Takeuchi