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This article investigates the problem of data-driven state estimation for linear systems with both unknown system dynamics and noise covariances. We propose an Autocovariance Least-squares-based Data-driven Kalman Filter (ADKF), which…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Suyang Hu , Xiaoxu Lyu , Peihu Duan , Dawei Shi , Ling Shi

Reliable and energy-efficient wireless data transmission remains a major challenge in resource-constrained wireless neural recording tasks, where data compression is generally adopted to relax the burdens on the wireless data link.…

Information Theory · Computer Science 2016-02-02 Biao Sun , Wenfeng Zhao , Xinshan Zhu

We study the Compressed Sensing (CS) problem, which is the problem of finding the most sparse vector that satisfies a set of linear measurements up to some numerical tolerance. We introduce an $\ell_2$ regularized formulation of CS which we…

Signal Processing · Electrical Eng. & Systems 2024-07-15 Dimitris Bertsimas , Nicholas A. G. Johnson

Nonlinear sparse sensing (NSS) techniques have been adopted for realizing compressive sensing (CS) in many applications such as Radar imaging and sparse channel estimation. Unlike the NSS, in this paper, we propose an adaptive sparse…

Information Theory · Computer Science 2014-07-24 Guan Gui , Li Xu , Xiao-mei Zhu , Zhang-xin Chen

Compressed sensing (CS) is a powerful method routinely employed to accelerate image acquisition. It is particularly suited to situations when the image under consideration is sparse but can be sampled in a basis where it is non-sparse. Here…

Image and Video Processing · Electrical Eng. & Systems 2022-07-18 Xudong Lv , Ashok Ajoy

In this paper, we propose a novel Kalman Filter (KF)-based uplink (UL) joint communication and sensing (JCAS) scheme, which can significantly reduce the range and location estimation errors due to the clock asynchronism between the base…

Information Theory · Computer Science 2023-06-21 Xu Chen , Zhiyong Feng , J. Andrew Zhang , Xin Yuan , Ping Zhang

In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…

Information Theory · Computer Science 2012-11-22 Mohammad Golbabaee , Pierre Vandergheynst

Compressive Sensing (CS) theory states that real-world signals can often be recovered from much fewer measurements than those suggested by the Shannon sampling theorem. Nevertheless, recoverability does not only depend on the signal, but…

Information Theory · Computer Science 2017-05-10 Miguel Heredia Conde , Otmar Loffeld

Compressive Sensing (CS) stipulates that a sparse signal can be recovered from a small number of linear measurements, and that this recovery can be performed efficiently in polynomial time. The framework of model-based compressive sensing…

Information Theory · Computer Science 2015-04-22 Chinmay Hegde , Piotr Indyk , Ludwig Schmidt

This paper deals with the Tobit Kalman filtering (TKF) process when the measurements are correlated and censored. The case of interval censoring, i.e., the case of measurements which belong to some interval with given censoring limits, is…

Signal Processing · Electrical Eng. & Systems 2019-11-15 Kostas Loumponias , Nicholas Vretos , George Tsaklidis , Petros Daras

This paper is concerned with the linear/nonlinear Kalman-like filtering problem under binary sensors. Since innovation represents new information in the sensor measurement and serves to correct the prediction for the Kalman-like filter…

Systems and Control · Electrical Eng. & Systems 2021-10-28 Zhongyao Hu , Bo Chen , Yuchen Zhang , Li Yu

Classical compressed sensing (CS) allows us to recover structured signals from far few linear measurements than traditionally prescribed, thereby efficiently decreasing sampling rates. However, if there exist nonlinearities in the…

Information Theory · Computer Science 2015-06-09 Jiawang Yi , Guanzheng Tan

Compressive sensing (CS) is a technique for estimating a sparse signal from the random measurements and the measurement matrix. Traditional sparse signal recovery methods have seriously degeneration with the measurement matrix uncertainty…

Information Theory · Computer Science 2011-06-21 Yipeng Liu , Qun Wan , Fei Wen , Jia Xu , Yingning Peng

In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…

Information Theory · Computer Science 2015-06-15 Yuantao Gu , Jian Jin , Shunliang Mei

Compressed sensing (CS) demonstrates that sparse signals can be recovered from underdetermined linear measurements. We focus on the joint sparse recovery problem where multiple signals share the same common sparse support sets, and they are…

Information Theory · Computer Science 2011-02-17 Jongmin Kim , Woohyuk Chang , Bangchul Jung , Dror Baron , Jong Chul Ye

Stability analysis of the Kalman filter under randomly lost measurements has been widely studied. We revisit this problem in a general continuous-time framework, where both the measurement matrix and noise covariance evolve as random…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Xinyi Wang , Devansh R. Agrawal , Dimitra Panagou

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

Real-time identification of electrical equivalent circuit models is a critical requirement in many practical systems, such as batteries and electric motors. Significant work has been done in the past developing different types of algorithms…

Systems and Control · Electrical Eng. & Systems 2021-01-15 Balakumar Balasingam , Krishna Pattipati

Compressive Sensing (CS) theory shows that a signal can be decoded from many fewer measurements than suggested by the Nyquist sampling theory, when the signal is sparse in some domain. Most of conventional CS recovery approaches, however,…

Computer Vision and Pattern Recognition · Computer Science 2014-04-30 Jian Zhang , Debin Zhao , Feng Jiang , Wen Gao

We propose a new extension of Kalman filtering for continuous-discrete systems with nonlinear state-space models that we name as the level set Kalman filter (LSKF). The LSKF assumes the probability distribution can be approximated as a…

Systems and Control · Electrical Eng. & Systems 2021-12-14 Ningyuan Wang , Daniel B. Forger