Related papers: System Identification Using Reweighted Zero Attrac…

This paper focuses on the gridless direction-of-arrival (DoA) estimation for data acquired by non-uniform linear arrays (NLAs) in automotive applications. Atomic norm minimization (ANM) is a promising gridless sparse recovery algorithm…

Compressed sensing has shown that it is possible to reconstruct sparse high dimensional signals from few linear measurements. In many cases, the solution can be obtained by solving an L1-minimization problem, and this method is accurate…

In this paper, we propose a novel linear discriminant analysis criterion via the Bhattacharyya error bound estimation based on a novel L1-norm (L1BLDA) and L2-norm (L2BLDA). Both L1BLDA and L2BLDA maximize the between-class scatters which…

Human analysts that use anomaly detection systems in practice want to retain the use of simple and explainable global anomaly detectors. In this paper, we propose a novel human-in-the-loop learning algorithm called GLAD (GLocalized Anomaly…

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Vehicle re-identification is one of the core technologies of intelligent transportation systems and smart cities, but large intra-class diversity and inter-class similarity poses great challenges for existing method. In this paper, we…

This paper proposes a new leaky least mean square (leaky LMS, LLMS) algorithm in which a norm penalty is introduced to force the solution to be sparse in the application of system identification. The leaky LMS algorithm is derived because…

The problem of noise covariance matrix identification of stochastic linear time-varying state-space models is addressed. The measurement difference method (MDM) is generalized to time-varying dimensions of the measurement and control. Three…

Anomaly detection (AD) plays a pivotal role in numerous web-based applications, including malware detection, anti-money laundering, device failure detection, and network fault analysis. Most methods, which rely on unsupervised learning, are…

It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for predictive models with general convex loss functions which…

System identification is a fundamental problem in reinforcement learning, control theory and signal processing, and the non-asymptotic analysis of the corresponding sample complexity is challenging and elusive, even for linear time-varying…

When the input signal is correlated input signals, and the input and output signal is contaminated by Gaussian noise, the total least squares normalized subband adaptive filter (TLS-NSAF) algorithm shows good performance. However, when it…

This paper proposes a simple adaptive sensing and group testing algorithm for sparse signal recovery. The algorithm, termed Compressive Adaptive Sense and Search (CASS), is shown to be near-optimal in that it succeeds at the lowest possible…

We consider multi-class classification problems for high dimensional data. Following the idea of reduced-rank linear discriminant analysis (LDA), we introduce a new dimension reduction tool with a flavor of supervised principal component…

Classical linear discriminant analysis (LDA) is based on squared Frobenious norm and hence is sensitive to outliers and noise. To improve the robustness of LDA, in this paper, we introduce capped l_{2,1}-norm of a matrix, which employs…

In this paper we consider the joint problems of state estimation and model identification for a class of continuous-time nonlinear systems in output-feedback canonical form. An adaptive observer is proposed that combines an extended…

This note addresses identification of the $A$-matrix in continuous time linear dynamical systems on state-space form. If this matrix is partially known or known to have a sparse structure, such knowledge can be used to simplify the…

This paper evaluates algorithms for classification and outlier detection accuracies in temporal data. We focus on algorithms that train and classify rapidly and can be used for systems that need to incorporate new data regularly. Hence, we…

In many data classification problems, there is no linear relationship between an explanatory and the dependent variables. Instead, there may be ranges of the input variable for which the observed outcome is signficantly more or less likely.…

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…