Markov parameters play a key role in system identification. There exists many algorithms where these parameters are estimated using least-squares in a first, pre-processing, step, including subspace identification and...
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Markov parameters play a key role in system identification. There exists many algorithms where these parameters are estimated using least-squares in a first, pre-processing, step, including subspace identification and multi-step least-squares algorithms, such as Weighted Null-Space Fitting. Recently, there has been an increasing interest in non-asymptotic analysis of estimation algorithms. In this contribution we identify the Markov parameters using weighted least-squares and present non-asymptotic analysis for such estimator. To cover both stable and unstable systems, multiple trajectories are collected. We show that with the optimal weighting matrix, weighted least-squares gives a tighter error bound than ordinary least-squares for the case of non-uniformly distributed measurement errors. Moreover, as the optimal weighting matrix depends on the system’s true parameters, we introduce two methods to consistently estimate the optimal weighting matrix, where the convergence rate of these estimates is also provided. Numerical experiments demonstrate improvements of weighted least-squares over ordinary least-squares in finite sample settings.
An advantage of bio-inspired robots is the versatility of their locomotion on a wide range of terrains that conventional robots are not able to traverse. The snake-like robot, which is a mechanism designed to move in ...
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Scaled Relative Graphs (SRGs) provide a novel graphical frequency-domain method for the analysis of nonlinear systems. However, we show that the current SRG analysis suffers from some pitfalls that limit its applicabi...
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This paper studies efficient algorithms for dynamic curing policies and the corresponding network design problems to guarantee fast extinction of epidemic spread in a Markov process-based susceptible-infected-suscepti...
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We consider word-of-mouth social learning involving $m$ Kalman filter agents that operate sequentially. The first Kalman filter receives the raw observations, while each subsequent Kalman filter receives a noisy mea...
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ISBN:
(数字)9798331541033
ISBN:
(纸本)9798331541040
We consider word-of-mouth social learning involving
$m$
Kalman filter agents that operate sequentially. The first Kalman filter receives the raw observations, while each subsequent Kalman filter receives a noisy measurement of the conditional mean of the previous Kalman filter. The prior is updated by the m-th Kalman filter. When
$m=2$
, and the observations are noisy measurements of a Gaussian random variable, the covariance goes to zero as
$k^{-1/3}$
for
$k$
observations, instead of
$O(k^{-1})$
in the standard Kalman filter. In this paper we prove that for
$m$
agents, the covariance decreases to zero as
$k^{-(2^{m}-1)}$
, i.e, the learning slows down exponentially with the number of agents. We also show that by artificially weighing the prior at each time, the learning rate can be made optimal as
$k^{-1}$
. The implication is that in word-of-mouth social learning, artificially re-weighing the prior can yield the optimal learning rate.
A hidden Markov model(HMM)comprises a state with Markovian dynamics that can only be observed via noisy *** paper considers three problems connected to HMMs,namely,inverse filtering,belief estimation from actions,and ...
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A hidden Markov model(HMM)comprises a state with Markovian dynamics that can only be observed via noisy *** paper considers three problems connected to HMMs,namely,inverse filtering,belief estimation from actions,and privacy enforcement in such a ***,the authors discuss how HMM parameters and sensor measurements can be reconstructed from posterior distributions of an HMM ***,the authors consider a rational decision-maker that forms a private belief(posterior distribution)on the state of the world by filtering private *** authors show how to estimate such posterior distributions from observed optimal actions taken by the *** the setting of adversarial systems,the authors finally show how the decision-maker can protect its private belief by confusing the adversary using slightly sub-optimal *** range from financial portfolio investments to life science decision systems.
This study addresses the affine formation maneuver control of cooperative multi-agent systems (MAS) having periodic inter-agent communication for both static and dynamic leader cases. Here, we focus on the leader-foll...
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This paper investigates the safe platoon formation tracking and merging control problem of connected and automated vehicles (CAVs) on curved multi-lane roads. The first novelty is the separation of the control designs...
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In this paper, we propose a distributed Kalman filter(DKF) for the dynamical system with general random coefficients. In the proposed method, each estimator shares local innovation pairs with its neighbors to collecti...
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In this paper, we propose a distributed Kalman filter(DKF) for the dynamical system with general random coefficients. In the proposed method, each estimator shares local innovation pairs with its neighbors to collectively complete the estimation task. Further, we introduce a collective random observability condition by which the Lp-stability of the covariance matrix and the Lp-exponential stability of the homogeneous part of the estimation error equation can be established. In contrast, the stringent conditions on the coefficient matrices, such as independency and stationarity are not required. Besides, the stability of the DKF, i.e., the boundedness of the filtering errors, can be established. Finally, from the simulation result,we demonstrate the cooperative effect of the sensors.
This paper addresses the problem of collaboratively satisfying long-term spatial constraints in multi-agent systems. Each agent is subject to spatial constraints, expressed as inequalities, which may depend on the pos...
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