arXiv subjects

Girish N. Nair

Publications and source records attributed to Girish N. Nair.

At least 19 recordsLinked to original sources

arXiv2026

A System-Theoretic Approach to Hawkes Process Identification with Guaranteed Positivity and Stability

The Hawkes process models self-exciting event streams, requiring a strictly non-negative and stable stochastic intensity. Standard identification methods enforce these properties using non-negative causal bases, yielding conservative parameter constraints and severely ill-conditioned least-squares Gram matrices at higher model orders. To overcome this, we introduce a system-theoretic identification framework utilizing the sign-indefinite orthonormal Laguerre basis, which guarantees a well-conditioned asymptotic Gram matrix independent of model order. We formulate a constrained least-squares problem enforcing the necessary and sufficient conditions for positivity and stability. By constructing the empirical Gram matrix via a Lyapunov equation and representing the constraints through a sum-of-squares trace equivalence, the proposed estimator is efficiently computed via semidefinite programming.

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arXiv2026

Hawkes Identification with a Prescribed Causal Basis: Closed-Form Estimators and Asymptotics

Driven by the recent surge in neural-inspired modeling, point processes have gained significant traction in systems and control. While the Hawkes process is the standard model for characterizing random event sequences with memory, identifying its unknown kernels is often hindered by nonlinearity. Approaches using prescribed basis kernels have emerged to enable linear parameterization, yet they typically rely on iterative likelihood methods and lack rigorous analysis under model misspecification. This paper justifies a closed-form Least Squares identification framework for Hawkes processes with prescribed kernels. We guarantee estimator existence via the almost-sure positive definiteness of the empirical Gram matrix and prove convergence to the true parameters under correct specification, or to well-defined pseudo-true parameters under misspecification. Furthermore, we derive explicit Central Limit Theorems for both regimes, providing a complete and interpretable asymptotic theory. We demonstrate these theoretical findings through comparative numerical simulations.

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arXiv2025

An Extended Kalman Filter for Systems with Infinite-Dimensional Measurements

This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking. We develop an extended Kalman filter (EKF) for real-time state estimation, with the measurement noise modeled as an infinite-dimensional random field. When applied to vision-based state estimation, the measurement Jacobians required to implement the EKF are shown to correspond to image gradients. This result provides a novel system-theoretic justification for the use of image gradients as features for vision-based state estimation, contrasting with their (often heuristic) introduction in many computer-vision pipelines. We demonstrate the practical utility of the EKF on a public real-world dataset involving the localization of an aerial drone using video from a downward-facing monocular camera. The EKF is shown to outperform VINS-MONO, an established visual-inertial odometry algorithm, in some cases achieving mean squared error reductions of up to an order of magnitude.

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arXiv2024

Optimal Linear Filtering for Discrete-Time Systems with Infinite-Dimensional Measurements

Systems equipped with modern sensing modalities such as vision and lidar gain access to increasingly high-dimensional measurements with which to enact estimation and control schemes. In this article, we examine the continuum limit of high-dimensional measurements and analyze state estimation in linear time-invariant systems with infinite-dimensional measurements but finite-dimensional states, both corrupted by additive noise. We propose a linear filter and derive the corresponding optimal gain functional in the sense of the minimum mean square error, analogous to the classic Kalman filter. By modeling the measurement noise as a wide-sense stationary random field, we are able to derive the optimal linear filter explicitly, in contrast to previous derivations of Kalman filters in distributed-parameter settings. Interestingly, we find that we need only impose conditions that are finite-dimensional in nature to ensure that the filter is asymptotically stable. The proposed filter is verified via simulation of a linearized system with a pinhole camera sensor.

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arXiv2023

Smoother Entropy for Active State Trajectory Estimation and Obfuscation in POMDPs

We study the problem of controlling a partially observed Markov decision process (POMDP) to either aid or hinder the estimation of its state trajectory. We encode the estimation objectives via the smoother entropy, which is the conditional entropy of the state trajectory given measurements and controls. Consideration of the smoother entropy contrasts with previous approaches that instead resort to marginal (or instantaneous) state entropies due to tractability concerns. By establishing novel expressions for the smoother entropy in terms of the POMDP belief state, we show that both the problems of minimising and maximising the smoother entropy in POMDPs can surprisingly be reformulated as belief-state Markov decision processes with concave cost and value functions. The significance of these reformulations is that they render the smoother entropy a tractable optimisation objective, with structural properties amenable to the use of standard POMDP solution techniques for both active estimation and obfuscation. Simulations illustrate that optimisation of the smoother entropy leads to superior trajectory estimation and obfuscation compared to alternative approaches.

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arXiv2023

Entropy-Regularized Partially Observed Markov Decision Processes

We investigate partially observed Markov decision processes (POMDPs) with cost functions regularized by entropy terms describing state, observation, and control uncertainty. Standard POMDP techniques are shown to offer bounded-error solutions to these entropy-regularized POMDPs, with exact solutions possible when the regularization involves the joint entropy of the state, observation, and control trajectories. Our joint-entropy result is particularly surprising since it constitutes a novel, tractable formulation of active state estimation.

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arXiv2022

Uniformly Bounded State Estimation over Multiple Access Channels

This paper addresses the problem of distributed state estimation via multiple access channels (MACs). We consider a scenario where two encoders are simultaneously communicating their measurements through a noisy channel. Firstly, the zero-error capacity region of the general M-input, single-output MAC is characterized using tools from nonstochastic information theory. Next, we show that a tight condition to be able to achieve uniformly bounded state estimation errors can be given in terms of the channel zero-error capacity region. This criterion relates the channel properties to the plant dynamics. These results pave the way towards understanding information flows in networked control systems with multiple transmitters.

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arXiv2022

Granger Causality from Quantized Measurements

An approach is proposed for inferring Granger causality between jointly stationary, Gaussian signals from quantized data. First, a necessary and sufficient rank criterion for the equality of two conditional Gaussian distributions is proved. Assuming a partial finite-order Markov property, a characterization of Granger causality in terms of the rank of a matrix involving the covariances is presented. We call this the causality matrix. The smallest singular value of the causality matrix gives a lower bound on the distance between the two conditional Gaussian distributions appearing in the definition of Granger causality and yields a new measure of causality. Then, conditions are derived under which Granger causality between jointly Gaussian processes can be reliably inferred from the second order moments of quantized measurements. A necessary and sufficient condition is proposed for Granger causality inference under binary quantization. Furthermore, sufficient conditions are introduced to infer Granger causality between jointly Gaussian signals through measurements quantized via non-uniform, uniform or high resolution quantizers. Apart from the assumed partial Markov order and joint Gaussianity, this approach does not require the parameters of a system model to be identified. No assumptions are made on the identifiability of the jointly Gaussian random processes through the quantized observations. The effectiveness of the proposed method is illustrated by simulation results.

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arXiv2021

Bounded State Estimation over Finite-State Channels: Relating Topological Entropy and Zero-Error Capacity

We investigate state estimation of linear systems over channels having a finite state not known by the transmitter or receiver. We show that similar to memoryless channels, zero-error capacity is the right figure of merit for achieving bounded estimation errors. We then consider finite-state, worst-case versions of the common erasure and additive noise channels models, in which the noise is governed by a finite-state machine without any statistical structure. Upper and lower bounds on their zero-error capacities are derived, revealing a connection with the {\em topological entropy} of the channel dynamics. Separate necessary and sufficient conditions for bounded linear state estimation errors via such channels are obtained. These estimation conditions bring together the topological entropies of the linear system and the discrete channel.

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arXiv2021

Active Trajectory Estimation for Partially Observed Markov Decision Processes via Conditional Entropy

In this paper, we consider the problem of controlling a partially observed Markov decision process (POMDP) in order to actively estimate its state trajectory over a fixed horizon with minimal uncertainty. We pose a novel active smoothing problem in which the objective is to directly minimise the smoother entropy, that is, the conditional entropy of the (joint) state trajectory distribution of concern in fixed-interval Bayesian smoothing. Our formulation contrasts with prior active approaches that minimise the sum of conditional entropies of the (marginal) state estimates provided by Bayesian filters. By establishing a novel form of the smoother entropy in terms of the POMDP belief (or information) state, we show that our active smoothing problem can be reformulated as a (fully observed) Markov decision process with a value function that is concave in the belief state. The concavity of the value function is of particular importance since it enables the approximate solution of our active smoothing problem using piecewise-linear function approximations in conjunction with standard POMDP solvers. We illustrate the approximate solution of our active smoothing problem in simulation and compare its performance to alternative approaches based on minimising marginal state estimate uncertainties.

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arXiv2021

Smoothing-Averse Control: Covertness and Privacy from Smoothers

In this paper we investigate the problem of controlling a partially observed stochastic dynamical system such that its state is difficult to infer using a (fixed-interval) Bayesian smoother. This problem arises naturally in applications in which it is desirable to keep the entire state trajectory of a system concealed. We pose our smoothing-averse control problem as the problem of maximising the (joint) entropy of smoother state estimates (i.e., the joint conditional entropy of the state trajectory given the history of measurements and controls). We show that the entropy of Bayesian smoother estimates for general nonlinear state-space models can be expressed as the sum of entropies of marginal state estimates given by Bayesian filters. This novel additive form allows us to reformulate the smoothing-averse control problem as a fully observed stochastic optimal control problem in terms of the usual concept of the information (or belief) state, and solve the resulting problem via dynamic programming. We illustrate the applicability of smoothing-averse control to privacy in cloud-based control and covert robotic navigation.

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arXiv2021

Intelligent Reference Curation for Visual Place Recognition via Bayesian Selective Fusion

A key challenge in visual place recognition (VPR) is recognizing places despite drastic visual appearance changes due to factors such as time of day, season, weather or lighting conditions. Numerous approaches based on deep-learnt image descriptors, sequence matching, domain translation, and probabilistic localization have had success in addressing this challenge, but most rely on the availability of carefully curated representative reference images of the possible places. In this paper, we propose a novel approach, dubbed Bayesian Selective Fusion, for actively selecting and fusing informative reference images to determine the best place match for a given query image. The selective element of our approach avoids the counterproductive fusion of every reference image and enables the dynamic selection of informative reference images in environments with changing visual conditions (such as indoors with flickering lights, outdoors during sunshowers or over the day-night cycle). The probabilistic element of our approach provides a means of fusing multiple reference images that accounts for their varying uncertainty via a novel training-free likelihood function for VPR. On difficult query images from two benchmark datasets, we demonstrate that our approach matches and exceeds the performance of several alternative fusion approaches along with state-of-the-art techniques that are provided with prior (unfair) knowledge of the best reference images. Our approach is well suited for long-term robot autonomy where dynamic visual environments are commonplace since it is training-free, descriptor-agnostic, and complements existing techniques such as sequence matching.

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arXiv2020

An Explicit Formula for the Zero-Error Feedback Capacity of a Class of Finite-State Additive Noise Channels

It is known that for a discrete channel with correlated additive noise, the ordinary capacity with or without feedback both equal $ \log q-\mathcal{H} (Z) $, where $ \mathcal{H}(Z) $ is the entropy rate of the noise process $ Z $ and $ q $ is the alphabet size. In this paper, a class of finite-state additive noise channels is introduced. It is shown that the zero-error feedback capacity of such channels is either zero or $C_{0f} =\log q -h (Z) $, where $ h (Z) $ is the {\em topological entropy} of the noise process. A topological condition is given when the zero-error capacity is zero, with or without feedback. Moreover, the zero-error capacity without feedback is lower-bounded by $ \log q-2 h (Z) $. We explicitly compute the zero-error feedback capacity for several examples, including channels with isolated errors and a Gilbert-Elliot channel.

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arXiv2019

Zero-Error Capacity of Multiple Access Channels via Nonstochastic Information

The problem of characterising the zero-error capacity region for multiple access channels even in the noiseless case has remained an open problem for over three decades. Motivated by this challenging question, a recently developed theory of nonstochastic information is applied to characterise the zero-error capacity region for the case of two correlated transmitters. Unlike previous contributions, this analysis does not assume that the blocklength is asymptotically large. Finally, a new notion of nonstochastic information is proposed for a noncooperative problem involving three agents. These results are preliminary steps towards understanding information flows in worst-case distributed estimation and control problems.

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arXiv2019

State Estimation over Worst-Case Erasure and Symmetric Channels with Memory

Worst-case models of erasure and symmetric channels are investigated, in which the number of channel errors occurring in each sliding window of a given length is bounded. Upper and lower bounds on their zero-error capacities are derived, with the lower bounds revealing a connection with the topological entropy of the channel dynamics. Necessary and sufficient conditions for linear state estimation with bounded estimation errors via such channels are then obtained, by extending previous results for non-stochastic memoryless channels to those with finite memory. These estimation conditions involve the topological entropies of the linear system and the channel.

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arXiv2018

Identification of FIR Systems with Binary Input and Output Observations

This paper considers the identification of FIR systems, where information about the inputs and outputs of the system undergoes quantization into binary values before transmission to the estimator. In the case where the thresholds of the input and output quantizers can be adapted, but the quantizers have no computation and storage capabilities, we propose identification schemes which are strongly consistent for Gaussian distributed inputs and noises. This is based on exploiting the correlations between the quantized input and output observations to derive nonlinear equations that the true system parameters must satisfy, and then estimating the parameters by solving these equations using stochastic approximation techniques. If, in addition, the input and output quantizers have computational and storage capabilities, strongly consistent identification schemes are proposed which can handle arbitrary input and noise distributions. In this case, some conditional expectation terms are computed at the quantizers, which can then be estimated based on binary data transmitted by the quantizers, subsequently allowing the parameters to be identified by solving a set of linear equations. The algorithms and their properties are illustrated in simulation examples.

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arXiv2017

Lower Bounds on the Complexity of Solving Two Classes of Non-cooperative Games

This paper studies the complexity of solving two classes of non-cooperative games in a distributed manner in which the players communicate with a set of system nodes over noisy communication channels. The complexity of solving each game class is defined as the minimum number of iterations required to find a Nash equilibrium (NE) of any game in that class with $ε$ accuracy. First, we consider the class $\mathcal{G}$ of all $N$-player non-cooperative games with a continuous action space that admit at least one NE. Using information-theoretic inequalities, we derive a lower bound on the complexity of solving $\mathcal{G}$ that depends on the Kolmogorov $2ε$-capacity of the constraint set and the total capacity of the communication channels. We also derive a lower bound on the complexity of solving games in $\mathcal{G}$ which depends on the volume and surface area of the constraint set. We next consider the class of all $N$-player non-cooperative games with at least one NE such that the players' utility functions satisfy a certain (differential) constraint. We derive lower bounds on the complexity of solving this game class under both Gaussian and non-Gaussian noise models. Our result in the non-Gaussian case is derived by establishing a connection between the Kullback-Leibler distance and Fisher information.

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arXiv2014

Structural Routability of n-Pairs Information Networks

Information does not generally behave like a conservative fluid flow in communication networks with multiple sources and sinks. However, it is often conceptually and practically useful to be able to associate separate data streams with each source-sink pair, with only routing and no coding performed at the network nodes. This raises the question of whether there is a nontrivial class of network topologies for which achievability is always equivalent to routability, for any combination of source signals and positive channel capacities. This chapter considers possibly cyclic, directed, errorless networks with n source-sink pairs and mutually independent source signals. The concept of downward dominance is introduced and it is shown that, if the network topology is downward dominated, then the achievability of a given combination of source signals and channel capacities implies the existence of a feasible multicommodity flow.

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