Related papers: System Identification Using Reweighted Zero Attrac…
Anomaly detection in time series data, to identify points that deviate from normal behaviour, is a common problem in various domains such as manufacturing, medical imaging, and cybersecurity. Recently, Generative Adversarial Networks (GANs)…
In today's cyber-enabled smart grids, high penetration of uncertain renewables, purposeful manipulation of meter readings, and the need for wide-area situational awareness, call for fast, accurate, and robust power system state estimation.…
This paper considers the problem of closed-loop identification of linear scalar systems with Gaussian process noise, where the system input is determined by a deterministic state feedback policy. The regularized least-square estimate (LSE)…
We introduce a Bayesian system identification (SysID) framework for jointly estimating robot's state trajectories and physical parameters with high accuracy. It embeds physically consistent inverse dynamics, contact and loop-closure…
This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…
We introduce the LZ penalty, a penalty specialized for reducing degenerate repetitions in autoregressive language models without loss of capability. The penalty is based on the codelengths in the LZ77 universal lossless compression…
This paper presents a performance analysis framework for linear detection in fast-fading channels with possibly correlated channel and noise. The framework is both accurate and adaptable, making it well-suited for analyzing a wide range of…
Linear, time-varying (LTV) systems composed of time shifts, frequency shifts, and complex amplitude scalings are operators that act on continuous finite-energy waveforms. This paper presents a novel, resource-efficient method for…
This paper addresses the problem of robust fault detection filtering for linear time-varying (LTV) systems with non-Gaussian noise and additive faults. The conventional generalized likelihood ratio (GLR) method utilizes the Kalman filter,…
Least-absolute-deviations (LAD) line fitting is robust to outliers but computationally more involved than least squares regression. Although the literature includes linear and near-linear time algorithms for the LAD line fitting problem,…
We propose a novel recursive system identification algorithm for linear autoregressive systems with skewed innovations. The algorithm is based on the variational Bayes approximation of the model with a multivariate normal prior for the…
The optimal predictor for a linear dynamical system (with hidden state and Gaussian noise) takes the form of an autoregressive linear filter, namely the Kalman filter. However, a fundamental problem in reinforcement learning and control…
The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…
Given a dataset an outlier can be defined as an observation that it is unlikely to follow the statistical properties of the majority of the data. Computation of the location estimate of is fundamental in data analysis, and it is well known…
In this paper, we introduce a new algorithm to deal with the stalling effect in the LMS algorithm used in adaptive filters. We modify the update rule of the tap weight vectors by adding noise, generated by a noise generator. The properties…
Training deep neural networks with noise and data heterogeneity is a major challenge. We introduce Lightweight Learnable Adaptive Weighting (LiLAW), a method that dynamically adjusts the loss weight of each training sample based on its…
In this work, we consider the problem of reduced latency of low-density parity-check (LDPC) codes with iterative detection and decoding (IDD) receiver in multiuser multiple-antenna systems. The proposed knowledge-aided IDD (KA-IDD) system…
We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic…
We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic…
This paper considers a single-trajectory system identification problem for linear systems under general nonlinear and/or time-varying policies with i.i.d. random excitation noises. The problem is motivated by safe learning-based control for…