6期

最新文章

• Secure Recursive State Estimation of Networked Systems Against Eavesdropping: A Partial-Encryption-Decryption Method AI翻译
  作者：Zou, Lei; Wang, Zidong; Shen, Bo; Dong, Hongli
  作者单位：Donghua University; Brunel University; Northeast Petroleum University
  摘要：This article addresses the problem of secure recursive state estimation for a networked linear system, which may be vulnerable to interception of transmitted measurement data by eavesdroppers. To effectively protect information security, an encryption-decryption-based communication scheme can be used, but encrypting all the measurement data from sensors can result in significant computational costs. To address this issue, a partial-encryption-decryption (PED) mechanism is proposed to enhance i...
• Distributionally Robust Kalman Filtering With Volatility Uncertainty AI翻译
  作者：Han, Bingyan
  作者单位：Hong Kong University of Science & Technology (Guangzhou)
  摘要：This work presents a distributionally robust Kalman filter to address uncertainties in noise covariance matrices and predicted covariance estimates. We adopt a distributionally robust formulation using bicausal optimal transport to characterize a set of plausible alternative models. The optimization problem is transformed into a convex nonlinear semi-definite programming problem and solved using the trust-region interior point method with the aid of $LDL<^>\top$ decomposition. The empirical ou...
• A Novel and Efficient Order Reduction for Both Constrained Convex Generators and Constrained Zonotopes AI翻译
  作者：Rego, Francisco; Silvestre, Daniel
  作者单位：Lusofona University; Universidade de Lisboa; Universidade de Coimbra
  摘要：A central challenge with any reachability technique is the growth over time of the data structures that store the set-valued estimates. There are various techniques established for constrained zonotopes (CZs), although their computational complexity represents a limiting factor on the size of the set descriptions when running the methods in real time. Thus, when running a guaranteed state observer to estimate the state of a dynamical system using CZs, the number of generators and constraints h...
• Distributionally Robust Kalman Filtering With Volatility Uncertainty AI翻译
  作者：Han, Bingyan
  作者单位：Hong Kong University of Science & Technology (Guangzhou)
  摘要：This work presents a distributionally robust Kalman filter to address uncertainties in noise covariance matrices and predicted covariance estimates. We adopt a distributionally robust formulation using bicausal optimal transport to characterize a set of plausible alternative models. The optimization problem is transformed into a convex nonlinear semi-definite programming problem and solved using the trust-region interior point method with the aid of $LDL<^>\top$ decomposition. The empirical ou...
• A Novel and Efficient Order Reduction for Both Constrained Convex Generators and Constrained Zonotopes AI翻译
  作者：Rego, Francisco; Silvestre, Daniel
  作者单位：Lusofona University; Universidade de Coimbra; Universidade de Lisboa
  摘要：A central challenge with any reachability technique is the growth over time of the data structures that store the set-valued estimates. There are various techniques established for constrained zonotopes (CZs), although their computational complexity represents a limiting factor on the size of the set descriptions when running the methods in real time. Thus, when running a guaranteed state observer to estimate the state of a dynamical system using CZs, the number of generators and constraints h...
• Distributionally Robust Kalman Filtering With Volatility Uncertainty AI翻译
  作者：Han, Bingyan
  作者单位：Hong Kong University of Science & Technology (Guangzhou)
  摘要：This work presents a distributionally robust Kalman filter to address uncertainties in noise covariance matrices and predicted covariance estimates. We adopt a distributionally robust formulation using bicausal optimal transport to characterize a set of plausible alternative models. The optimization problem is transformed into a convex nonlinear semi-definite programming problem and solved using the trust-region interior point method with the aid of $LDL<^>\top$ decomposition. The empirical ou...
• A Novel and Efficient Order Reduction for Both Constrained Convex Generators and Constrained Zonotopes AI翻译
  作者：Rego, Francisco; Silvestre, Daniel
  作者单位：Lusofona University; Universidade de Coimbra; Universidade de Lisboa
  摘要：A central challenge with any reachability technique is the growth over time of the data structures that store the set-valued estimates. There are various techniques established for constrained zonotopes (CZs), although their computational complexity represents a limiting factor on the size of the set descriptions when running the methods in real time. Thus, when running a guaranteed state observer to estimate the state of a dynamical system using CZs, the number of generators and constraints h...
• Robust Stability and Stabilizability Conditions for Time-Delay Systems Under Stochastic Uncertainties AI翻译
  作者：Chen, Jianqi; Mao, Qi; Zhao, Di; Chen, Chao
  作者单位：Nanjing University; Nanjing Normal University; Tongji University; Tongji University; KU Leuven
  摘要：This study first explores the mean-square robust stability problem of stable continuous-time linear time-invariant systems subject to stochastic multiplicative uncertainties with prescribed variance bounds. The internal structures of uncertainties, however, are not presumed to cope with diverse random noises and errors arising from networked channels. A necessary and sufficient mean-square stability condition is obtained involving a novel small-gain type characterization. Next, we consider the...
• Exact Penalizations for Optimal Control Problems AI翻译
  作者：Grimaldi, Riccardo A.; Astolfi, Alessandro
  作者单位：University of Padua; Imperial College London; University of Rome Tor Vergata
  摘要：A novel technique to solve optimal control problems with state constraints is proposed. We exploit the theory of exact penalty functions, used in mathematical programming, to construct a systematic procedure to transform two classes of problems with state constraints to equivalent penalized unconstrained problems. We focus on a special class of systems with as many states as controls and subject to a set of equality constraints, which reduces the control authority, both in the case of linear a...
• Almost-Bayesian Quadratic Persuasion AI翻译
  作者：Massicot, Olivier; Langbort, Cedric
  作者单位：University of Illinois System; University of Illinois Urbana-Champaign
  摘要：In this article, we relax the Bayesianity assumption in the now-traditional model of Bayesian persuasion introduced by Kamenica and Gentzkow. Unlike preexisting approaches-which have tackled the possibility of the receiver (Bob) being non-Bayesian by considering that his thought process is not Bayesian yet known to the sender (Alice), possibly up to a parameter-we let Alice merely assume that Bob behaves almost like a Bayesian agent, in some sense, without resorting to any specific model. Unde...