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Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…
We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…
We propose a two stage procedure for the estimation of the parameters of a fairly general, continuous-time stochastic volatility. An important ingredient of the proposed method is the Cuchiero-Teichmann volatility estimator, which is based…
This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…
We present new algorithms to detect and correct errors in the lower-upper factorization of a matrix, or the triangular linear system solution, over an arbitrary field. Our main algorithms do not require any additional information or…
We propose two algorithms for discrete-time parameter estimation, one for time-varying parameters under persistent excitation (PE) condition, another for constant parameters under no PE condition. For the first algorithm, we show that in…
The hope of the quantum computing field is that quantum architectures are able to scale up and realize fault-tolerant quantum computing. Due to engineering challenges, such ''cheap'' error correction may be decades away. In the meantime, we…
When estimating the eigenvalues of a given observable, even fault-tolerant quantum computers will be subject to errors, namely algorithmic errors. These stem from approximations in the algorithms implementing the unitary passed to phase…
Quantum-phase-estimation algorithms are critical subroutines in many applications for quantum computers and in quantum-metrology protocols. These algorithms estimate the unknown strength of a unitary evolution. By using coherence or…
This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…
In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…
Machine-learned systems are in widespread use for making decisions about humans, and it is important that they are fair, i.e., not biased against individuals based on sensitive attributes. We present a general framework of runtime…
Time-varying stochastic optimization problems frequently arise in machine learning practice (e.g. gradual domain shift, object tracking, strategic classification). Although most problems are solved in discrete time, the underlying process…
A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…
Unitary Fourier transform lies at the core of the multitudinous computational and metrological algorithms. Here we show experimentally how the unitary Fourier transform-based phase estimation protocol, used namely in quantum metrology, can…
We present a model of roundoff error analysis that combines simplicity with predictive power. Though not considering all sources of roundoff within an algorithm, the model is related to a recursive roundoff error analysis and therefore…
An algorithm is presented for error correction in the surface code quantum memory. This is shown to correct depolarizing noise up to a threshold error rate of 18.5%, exceeding previous results and coming close to the upper bound of 18.9%.…
This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…
We analyze a numerical instability that occurs in the well-known split-step Fourier method on the background of a soliton. This instability is found to be very sensitive to small changes of the parameters of both the numerical grid and the…
This paper considers fault estimation in nonlinear fractional order systems in observer form. For this aim, a step by step second order sliding mode observer is used. By means of a fractional inequality, the stability of the observer…