9 citations · 32 across the 19 of their papers we have counts for
19 papers
LQG Differential Stackelberg Game under Nested Observation Information Pattern
Zhipeng Li, Damian Marelli, Minyue Fu +1
We investigate the linear quadratic Gaussian Stackelberg game under a class of nested observation information pattern. Two decision makers implement control strategies relying on d…
Reinforcement Learning Approach to Estimation in Linear Systems
Minyue Fu
This paper addresses two important estimation problems for linear systems, namely system identification and model-free state estimation. Our focus is on ARMAX models with unknown p…
Distributed Newton Optimization with Maximized Convergence Rate
Damián Marelli, Yong Xu, Minyue Fu +1
The distributed optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function…
Distributed Kalman Estimation with Decoupled Local Filters
Damián Marelli, Tianju Sui, Minyue Fu
We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data re…
Convergence Rate of a Message-passing Algorithm for Solving Linear Systems
Zhaorong Zhang, Qianqian Cai, Minyue Fu
This paper studies the convergence rate of a message-passing distributed algorithm for solving a large-scale linear system. This problem is generalised from the celebrated Gaussian…
Convergence and Accuracy Analysis for A Distributed Static State Estimator based on Gaussian Belief Propagation
Damián Marelli, Tianju Sui, Minyue Fu +1
This paper focuses on the distributed static estimation problem and a Belief Propagation (BP) based estimation algorithm is proposed. We provide a complete analysis for convergence…