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We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

A distributed adaptive algorithm for estimation of sparse unknown parameters in the presence of nonGaussian noise is proposed in this paper based on normalized least mean fourth (NLMF) criterion. At the first step, local adaptive NLMF…

Information Theory · Computer Science 2015-12-09 Mojtaba Hajiabadi

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

We present a distributed optimization algorithm for solving online personalized optimization problems over a network of computing and communicating nodes, each of which linked to a specific user. The local objective functions are assumed to…

Systems and Control · Electrical Eng. & Systems 2021-04-15 Ivano Notarnicola , Andrea Simonetto , Francesco Farina , Giuseppe Notarstefano

This paper proposes distributed adaptive algorithms based on the conjugate gradient (CG) method and the diffusion strategy for parameter estimation over sensor networks. We present sparsity-aware conventional and modified distributed CG…

Information Theory · Computer Science 2015-11-23 Rodrigo C. de Lamare

Using stochastic gradient search and the optimal filter derivative, it is possible to perform recursive (i.e., online) maximum likelihood estimation in a non-linear state-space model. As the optimal filter and its derivative are…

Statistics Theory · Mathematics 2021-01-05 Vladislav Z. B. Tadic , Arnaud Doucet

The robust distributed state estimation for a class of continuous-time linear time-invariant systems is achieved by a novel kernel-based distributed observer, which, for the first time, ensures fixed-time convergence properties. The…

Systems and Control · Electrical Eng. & Systems 2022-09-21 Pudong Ge , Peng Li , Boli Chen , Fei Teng

We consider the problem of in-network compressed sensing from distributed measurements. Every agent has a set of measurements of a signal $x$, and the objective is for the agents to recover $x$ from their collective measurements using only…

Information Theory · Computer Science 2015-06-17 Stacy Patterson , Yonina C. Eldar , Idit Keidar

This paper studies the problem of sequential Gaussian shift-in-mean hypothesis testing in a distributed multi-agent network. A sequential probability ratio test (SPRT) type algorithm in a distributed framework of the…

Optimization and Control · Mathematics 2015-09-02 Anit Kumar Sahu , Soummya Kar

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

Literatures in state space models focus on parametric inference and prediction, which fail if the state space model is not fully specified and the maximum likelihood estimation does not work. In this paper, we assume the state transition…

Statistics Theory · Mathematics 2020-12-15 Yunyi Zhang , Tingting Wang , Dimitris N. Politis

In long-term deployments of sensor networks, monitoring the quality of gathered data is a critical issue. Over the time of deployment, sensors are exposed to harsh conditions, causing some of them to fail or to deliver less accurate data.…

Neural and Evolutionary Computing · Computer Science 2009-12-05 Oliver Obst

The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are proposed. Asymptotic minimax and efficiency properties for…

Statistics Theory · Mathematics 2008-06-19 Ouerdia Arkoun , Serguei Pergamenchtchikov

In this paper, we consider the problem of jointly performing online parameter estimation and optimal sensor placement for a partially observed infinite dimensional linear diffusion process. We present a novel solution to this problem in the…

Optimization and Control · Mathematics 2022-01-12 Louis Sharrock , Nikolas Kantas

This paper proposes a novel distributed reduced--rank scheme and an adaptive algorithm for distributed estimation in wireless sensor networks. The proposed distributed scheme is based on a transformation that performs dimensionality…

Information Theory · Computer Science 2014-11-06 S. Xu , R. C. de Lamare , H. V. Poor

A distributed adaptive algorithm to estimate a time-varying signal, measured by a wireless sensor network, is designed and analyzed. One of the major features of the algorithm is that no central coordination among the nodes needs to be…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-10-22 Carlo Fischione , Alberto Speranzon , Karl H. Johansson , Alberto Sangiovanni-Vincentelli

Classical distributed estimation scenarios typically assume timely and reliable exchanges of information over the sensor network. This paper, in contrast, considers single time-scale distributed estimation via a sensor network subject to…

Systems and Control · Electrical Eng. & Systems 2021-09-08 Mohammadreza Doostmohammadian , Usman A. Khan , Mohammad Pirani , Themistoklis Charalambous

The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…

Information Theory · Computer Science 2012-09-21 Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

We show that the sensor self-localization problem can be cast as a static parameter estimation problem for Hidden Markov Models and we implement fully decentralized versions of the Recursive Maximum Likelihood and on-line…

Optimization and Control · Mathematics 2015-06-05 Nikolas Kantas , Sumeetpal S. Singh , Arnaud Doucet
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