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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…

Optimization and Control · Mathematics 2016-11-17 Araz Hashemi , G. Yin , Le Yi Wang

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…

Statistics Theory · Mathematics 2017-11-27 Oliver Lang , Michael Lunglmayr , Mario Huemer

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…

Statistics Theory · Mathematics 2018-12-31 Milan Merkle , Yuri F. Saporito , Rodrigo S. Targino

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…

Optimization and Control · Mathematics 2018-09-05 Marco Lauricella , Lorenzo Fagiano

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…

Symbolic Computation · Computer Science 2019-01-31 Jean-Guillaume Dumas , Joris Van Der Hoeven , Clément Pernet , Daniel Roche

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…

Machine Learning · Computer Science 2022-03-15 Yingnan Cui , Joseph E. Gaudio , Anuradha M. Annaswamy

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…

Quantum Physics · Physics 2025-02-17 Rutuja Kshirsagar , Amara Katabarwa , Peter D. Johnson

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 Physics · Physics 2024-03-11 Adam Siegel , Kosuke Mitarai , Keisuke Fujii

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…

Quantum Physics · Physics 2023-03-06 Joseph G. Smith , Crispin H. W. Barnes , David R. M. Arvidsson-Shukur

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…

Numerical Analysis · Mathematics 2017-01-31 Minghua Chen , Weihua Deng

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…

Statistics Theory · Mathematics 2009-09-29 Rainer Dahlhaus , Suhasini Subba Rao

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…

Machine Learning · Computer Science 2025-07-08 Thomas A. Henzinger , Mahyar Karimi , Konstantin Kueffner , Kaushik Mallik

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…

Machine Learning · Computer Science 2023-02-24 Subha Maity , Debarghya Mukherjee , Moulinath Banerjee , Yuekai Sun

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…

Machine Learning · Computer Science 2026-05-18 Moslem Noori , Elisabetta Valiante , Thomas Van Vaerenbergh , Masoud Mohseni , Ignacio Rozada

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…

Numerical Analysis · Mathematics 2010-06-01 Folkmar Bornemann

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%.…

Quantum Physics · Physics 2015-06-04 James R. Wootton , Daniel Loss

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…

Signal Processing · Electrical Eng. & Systems 2024-05-09 R. Caballero-Águila , J. Hu , J. Linares-Pérez

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…

Numerical Analysis · Computer Science 2010-08-31 Taras I. Lakoba

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…

Optimization and Control · Mathematics 2017-06-13 Seyed Mohammad Moein Mousavi , Amin Ramezani