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In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the…

Optimization and Control · Mathematics 2024-12-11 Haiyang Peng , Deren Han , Linbin Li , Meng Huang

It is a big challenge in the analysis of experimental data to disentangle the unavoidable measurement noise from the intrinsic dynamical noise. Here we present a general operational method to extract measurement noise from stochastic time…

Chaotic Dynamics · Physics 2013-01-01 Pedro G. Lind , Maria Haase , Frank Böttcher , Joachim Peinke , David Kleinhans , Rudolf Friedrich

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…

Statistics Theory · Mathematics 2015-06-11 T. Tony Cai , Xiaodong Li , Zongming Ma

The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, "Hypothesis testing via affine detectors," Electronic Journal of Statistics…

Statistics Theory · Mathematics 2018-01-09 Yang Cao , Vincent Guigues , Anatoli Juditsky , Arkadi Nemirovski , Yao Xie

In this brief paper, we present a simple approach to estimate the variance of measurement noise with time-varying 1-D signals. The proposed approach exploits the relationship between the noise variance and the variance of the prediction…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Qin Li , Junchan Zhao

We study the Gaussian Process regression model in the context of training data with noise in both input and output. The presence of two sources of noise makes the task of learning accurate predictive models extremely challenging. However,…

Machine Learning · Statistics 2015-07-03 Cuong Tran , Vladimir Pavlovic , Robert Kopp

We consider minimal-rate sampling schemes for infinite streams of delayed and weighted versions of a known pulse shape. The minimal sampling rate for these parametric signals is referred to as the rate of innovation and is equal to the…

Information Theory · Computer Science 2015-05-18 Kfir Gedalyahu , Ronen Tur , Yonina C. Eldar

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Nonlinear optimization methods are typically iterative and make use of gradient information to determine a direction of improvement and function information to effectively check for progress. When this information is corrupted by noise,…

Optimization and Control · Mathematics 2025-10-21 Albert S. Berahas , Michael J. O'Neill , Clément W. Royer

Stochastic resonance describes the utility of noise in improving the detectability of weak signals in certain types of systems. It has been observed widely in natural and engineered settings, but its utility in image classification with…

Computer Vision and Pattern Recognition · Computer Science 2025-02-21 Siegfried Ludwig

With the advent of massive data outputs at a regular rate, admittedly, signal processing technology plays an increasingly key role. Nowadays, signals are not merely restricted to physical sources, they have been extended to digital sources…

Information Theory · Computer Science 2018-01-22 Yi Janet Lu

As with many other problems, real-world regression is plagued by the presence of noisy labels, an inevitable issue that demands our attention. Fortunately, much real-world data often exhibits an intrinsic property of continuously ordered…

Machine Learning · Computer Science 2025-02-26 Chris Dongjoo Kim , Sangwoo Moon , Jihwan Moon , Dongyeon Woo , Gunhee Kim

Kernel-based methods have been recently introduced for linear system identification as an alternative to parametric prediction error methods. Adopting the Bayesian perspective, the impulse response is modeled as a non-stationary Gaussian…

Optimization and Control · Mathematics 2017-03-16 Mattia Zorzi , Alessandro Chiuso

Sparse signal recovery from a small number of random measurements is a well known NP-hard to solve combinatorial optimization problem, with important applications in signal and image processing. The standard approach to the sparse signal…

Data Analysis, Statistics and Probability · Physics 2013-04-09 M. Andrecut

Phase retrieval arises in various fields of science and engineering and it is well studied in a finite-dimensional setting. In this paper, we consider an infinite-dimensional phase retrieval problem to reconstruct real-valued signals living…

Information Theory · Computer Science 2016-03-07 Yang Chen , Cheng Cheng , Qiyu Sun , Haichao Wang

In this paper is proposed a novel incremental iterative Gauss-Newton-Markov-Kalman filter method for state estimation of dynamic models given noisy measurements. The mathematical formulation of the proposed filter is based on the…

Optimization and Control · Mathematics 2019-09-17 Bojana Rosic

We study the problem of multiple kernel learning from noisy labels. This is in contrast to most of the previous studies on multiple kernel learning that mainly focus on developing efficient algorithms and assume perfectly labeled training…

Machine Learning · Computer Science 2012-06-22 Tianbao Yang , Mehrdad Mahdavi , Rong Jin , Lijun Zhang , Yang Zhou

This paper presents a regularized sampling method for multiband signals, that makes it possible to approach the Landau limit, while keeping the sensitivity to noise at a low level. The method is based on band-limited windowing, followed by…

Information Theory · Computer Science 2015-05-18 J. Selva

Deep Neural Networks (DNNs) have been shown to be susceptible to memorization or overfitting in the presence of noisily-labelled data. For the problem of robust learning under such noisy data, several algorithms have been proposed. A…

Machine Learning · Computer Science 2022-12-06 Deep Patel , P. S. Sastry
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