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Group zero-attracting LMS and its reweighted form have been proposed for addressing system identification problems with structural group sparsity in the parameters to estimate. Both algorithms however suffer from a trade-off between…

Signal Processing · Electrical Eng. & Systems 2018-04-02 Danqi Jin , Jie Chen , Cedric Richard , Jingdong Chen

Effective containment of spreading processes such as epidemics requires accurate knowledge of several key parameters that govern their dynamics. In this work, we first show that the problem of identifying the underlying parameters of…

Systems and Control · Electrical Eng. & Systems 2023-11-03 Chi Ho Leung , William E. Retnaraj , Ashish R. Hota , Philip E. Paré

In the present paper we investigate methods related to both the Singular Spectrum Analysis (SSA) and subspace-based methods in signal processing. We describe common and specific features of these methods and consider different kinds of…

Methodology · Statistics 2011-07-21 Nina Golyandina

Predictions for physical systems often rely upon knowledge acquired from ensembles of entities, e.g., ensembles of cells in biological sciences. For qualitative and quantitative analysis, these ensembles are simulated with parametric…

Machine Learning · Statistics 2023-09-28 Timothy Rumbell , Jaimit Parikh , James Kozloski , Viatcheslav Gurev

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…

Optimization and Control · Mathematics 2016-11-17 Araz Hashemi , G. Yin , Le Yi Wang

This paper deals with learning stability of partially observed switched linear systems under arbitrary switching. Such systems are widely used to describe cyber-physical systems which arise by combining physical systems with digital…

Systems and Control · Electrical Eng. & Systems 2023-01-20 Zheming Wang , Raphaël M. Jungers , Mihály Petreczky , Bo Chen , Li Yu

We present a quantum algorithm to estimate parameters at the quantum metrology limit using deterministic quantum computation with one bit. When the interactions occurring in a quantum system are described by a Hamiltonian $H= \theta H_0$,…

Quantum Physics · Physics 2008-07-03 Rolando D. Somma , Sergio Boixo

The electromagnetic (EM) features of reconfigurable intelligent surfaces (RISs) fundamentally determine their operating principles and performance. Motivated by these considerations, we study a single-input single-output (SISO) system in…

Information Theory · Computer Science 2024-04-15 Nemanja Stefan Perović , Le-Nam Tran , Marco Di Renzo , Mark F. Flanagan

Sequential estimation of a vector of linear regression coefficients is considered under both centralized and decentralized setups. In sequential estimation, the number of observations used for estimation is determined by the observed…

Applications · Statistics 2014-12-18 Yasin Yilmaz , George V. Moustakides , Xiaodong Wang

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…

Dynamical Systems · Mathematics 2025-01-22 Mickaël D. Chekroun , Jeroen S. W. Lamb , Christian J. Pangerl , Martin Rasmussen

This paper investigates the identifiability and estimation of the parameters of the single particle model (SPM) for lithium-ion battery simulation. Identifiability is addressed both in principle and in practice. The approach begins by…

Systems and Control · Computer Science 2018-10-03 Adrien M. Bizeray , Jin-Ho Kim , Stephen R. Duncan , David A. Howey

Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent, but numerically…

Statistics Theory · Mathematics 2017-03-17 Yasutaka Shimizu

The aim of this paper is to propose a least mean squares (LMS) strategy for adaptive estimation of signals defined over graphs. Assuming the graph signal to be band-limited, over a known bandwidth, the method enables reconstruction, with…

Machine Learning · Computer Science 2016-11-17 Paolo Di Lorenzo , Sergio Barbarossa , Paolo Banelli , Stefania Sardellitti

This paper proposes a tensor-based parametric modeling and estimation framework in multiple-input multiple-output (MIMO) systems assisted by intelligent reflecting surfaces (IRSs). We present two algorithms that exploit the tensor structure…

Signal Processing · Electrical Eng. & Systems 2026-05-29 Kenneth B. A. Benício , André L. F. de Almeida , Bruno Sokal , Fazal-E-Asim , Behrooz Makki , Gabor Fodor

This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Computation · Statistics 2015-10-12 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

In this article, we study the linear time-invariant state-feedback controller design problem for distributed systems. We follow the recently developed system level synthesis (SLS) approach and impose locality structure on the resulting…

Systems and Control · Electrical Eng. & Systems 2022-01-11 Emily Jensen , Bassam Bamieh

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…

Optimization and Control · Mathematics 2025-02-24 Victor Geadah , Juncal Arbelaiz , Harrison Ritz , Nathaniel D. Daw , Jonathan D. Cohen , Jonathan W. Pillow

The paper extends a recently proposed indirect, certainty-equivalence, event-triggered adaptive control scheme to the case of non-observable parameters. The extension is achieved by using a novel Batch Least-Squares Identifier (BaLSI),…

Optimization and Control · Mathematics 2018-11-28 Iasson Karafyllis , Maria Kontorinaki , Miroslav Krstic