Related papers: Optimal adaptive multidimensional-time signal ener…
This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…
This paper develops a new mathematical framework for denoising in blind two-dimensional (2D) super-resolution upon using the atomic norm. The framework denoises a signal that consists of a weighted sum of an unknown number of time-delayed…
We study the problem of parameter estimation for stochastic differential equations with small noise and fast oscillating parameters. Depending on how fast the intensity of the noise goes to zero relative to the homogenization parameter, we…
This letter establishes the asymptotic optimality of equal power allocation for measurements of a continuous wide-sense stationary (WSS) random process with a square-integrable autocorrelation function when linear estimation is used on…
In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…
We derive a posteriori error estimates for the the scalar wave equation discretized in space by continuous finite elements and in time by the explicit leapfrog scheme. Our analysis combines the idea of invoking extra time-regularity for the…
Adaptive measurements were recently shown to significantly improve the performance of quantum state tomography. Utilizing information about the system for the on-line choice of optimal measurements allows to reach the ultimate bounds of…
Adaptive estimation of linear functionals over a collection of parameter spaces is considered. A between-class modulus of continuity, a geometric quantity, is shown to be instrumental in characterizing the degree of adaptability over two…
We consider the problem of estimating the period of an unknown periodic function observed in additive noise sampled at irregularly spaced time instants in a semiparametric setting. To solve this problem, we propose a novel estimator based…
We analyze the conforming approximation of the time-harmonic Maxwell's equations using N\'ed\'elec (edge) finite elements. We prove that the approximation is asymptotically optimal, i.e., the approximation error in the energy norm is…
Many applications in mechanical, acoustic, and electronic engineering require estimating complex dynamical models, often represented as additive multi-input multi-output (MIMO) transfer functions with structural constraints. This paper…
We consider the problem of estimating a smooth functional of an unknown signal with discontinuity from Gaussian observations. The signal is a known function that depends on an unknown parameter. This problem is closely related to the famous…
Achieving ultimate bounds in estimation processes is the main objective of quantum metrology. In this context, several problems require measurement of multiple parameters by employing only a limited amount of resources. To this end,…
We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment conditions on the noise distribution a sharp…
Compressed sensing of sparse sources can be improved by incorporating prior knowledge of the source. In this paper we demonstrate a method for optimal selection of weights in weighted $L_1$ norm minimization for a noiseless reconstruction…
This paper considers a sequential estimation and sensor scheduling problem in the presence of multiple communication channels. As opposed to the classical remote estimation problem that involves one perfect (noiseless) channel and one…
We present a novel theoretical result on estimation of local time and occupation time measure of an {\alpha}-stable L\'evy process with {\alpha} in (1, 2). Our approach is based upon computing the conditional expectation of the desired…
Consider the problem of reconstructing a multidimensional signal from an underdetermined set of measurements, as in the setting of compressed sensing. Without any additional assumptions, this problem is ill-posed. However, for signals such…
This paper presents a stable finite element approximation for the acoustic wave equation on second-order form, with perfectly matched layers (PML) at the boundaries. Energy estimates are derived for varying PML damping for both the discrete…
Sufficient conditions characterizing the asymptotic stability and the hybrid $L_1/\ell_1$-gain of linear positive impulsive systems under minimum and range dwell-time constraints are obtained. These conditions are stated as…