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In this paper, we give a tutorial on asymptotic properties of the Least Square (LS) and Regularized Least Squares (RLS) estimators for the finite impulse response model with filtered white noise inputs. We provide three perspectives: the…
This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…
In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…
The robust beamforming problem in multiple-input single-output (MISO) downlink networks of simultaneous wireless information and power transfer (SWIPT) is studied in this paper. Adopting the time switching fashion to perform energy…
This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…
We introduce a novel approach to feedback stability analysis for linear time-invariant (LTI) systems, overcoming the limitations of the sectoriality assumption in the small phase theorem. While phase analysis for single-input single-output…
This paper examines model parameter estimation in dynamic power systems whose governing electro-mechanical equations are ill-conditioned or singular. This ill-conditioning is because of converter-interfaced power systems generators' zero or…
In this work, a new two-stage identification method based on dynamic programming and sparsity inducing is proposed for switched linear systems. Our method achieves sparsity inducing in the identification of switched linear systems by the…
We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and machine learning. In this paper, we focus on the Alternating…
Inferring the connectivity structure of networked systems from data is an extremely important task in many areas of science. Most of real-world networks exhibit sparsely connected topologies, with links between nodes that in some cases may…
The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…
In this paper, the recursive least squares (RLS) algorithm is considered in the sparse system identification setting. The cost function of RLS algorithm is regularized by a $p$-norm-like ($0 \leq p \leq 1$) constraint of the estimated…
A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest and parameters of global interest to the whole network. To address the…
We consider the problem of detecting change-points in univariate time series by fitting a continuous piecewise linear signal using the residual sum of squares. Values of the inferred signal at slope breaks are restricted to a finite set of…
We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…
The performance of model predictive controllers (MPC) strongly depends on the model quality. In the field of electric drive control, white-box (WB) modeling approaches derived from first-order physical principles are most common. This…
This paper fortifies the recently introduced hierarchical-optimization recursive least squares (HO-RLS) against outliers which contaminate infrequently linear-regression models. Outliers are modeled as nuisance variables and are estimated…
Recently, the l0-least mean square (l0-LMS) algorithm has been proposed to identify sparse linear systems by employing a sparsity-promoting continuous function as an approximation of l0 pseudonorm penalty. However, the performance of this…
The so-called constrained least mean-square algorithm is one of the most commonly used linear-equality-constrained adaptive filtering algorithms. Its main advantages are adaptability and relative simplicity. In order to gain analytical…
Parameter shift rules (PSRs) are useful methods for computing arbitrary-order derivatives of the cost function in parameterized quantum circuits. The basic idea of PSRs is to evaluate the cost function at different parameter shifts, then…