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This paper proposes a new multi-linear projection method for denoising and estimation of high-dimensional matrix-variate factor time series. It assumes that a $p_1\times p_2$ matrix-variate time series consists of a dynamically dependent,…
With the rise of critical machine-to-machine applications, next generation wireless communication systems must be designed with strict constraints on the latency and reliability. A key question in this context relates to channel state…
High dimensional predictive regressions are useful in wide range of applications. However, the theory is mainly developed assuming that the model is stationary with time invariant parameters. This is at odds with the prevalent evidence for…
Networked Predictive Control is widely used to mitigate the effect of delays and dropouts in Networked Control Systems, particularly when these exceed the sampling time. A key design choice of these methods is the delay bound, which…
Wireless channel propagation parameter estimation forms the foundation of channel sounding, estimation, modeling, and sensing. This paper introduces a Deep Learning approach for joint delay- and Doppler estimation from frequency and time…
Predicting the near-future delay with accuracy for trains is momentous for railway operations and passengers' traveling experience. This work aims to design prediction models for train delays based on Netherlands Railway data. We first…
The focus of this paper is on the concurrent reconstruction of both the diffusion and potential coefficients present in an elliptic/parabolic equation, utilizing two internal measurements of the solutions. A decoupled algorithm is…
In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…
Reservoir computing is a recently introduced brain-inspired machine learning paradigm capable of excellent performances in the processing of empirical data. We focus in a particular kind of time-delay based reservoir computers that have…
This paper proposes a new Bayesian strategy for the smooth estimation of altimetric parameters. The altimetric signal is assumed to be corrupted by a thermal and speckle noise distributed according to an independent and non identically…
In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…
Decision makers often need to rely on imperfect probabilistic forecasts. While average performance metrics are typically available, it is difficult to assess the quality of individual forecasts and the corresponding utilities. To convey…
To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This…
This paper proposes a practical and efficient solution for computing convolutions using hybrid dealiasing. It offers an alternative to explicit or implicit dealiasing and includes an optimized hyperparameter tuning algorithm that uses…
Harmonic retrieval techniques are the foundation of radio channel sounding, estimation, and modeling. This paper introduces a Deep Learning approach for joint delay- and Doppler estimation from frequency and time samples of a radio channel…
The paper suggests a method of recovering missing values for sequences, including sequences with a multidimensional index, based on optimal approximation by processes featuring spectrum degeneracy. The problem is considered in the pathwise…
The pseudospectrum of a linear time-invariant system is the set in the complex plane consisting of all the roots of the characteristic equation when the system matrices are subjected to all possible perturbations with a given upper bound.…
The goal of model-based diagnosis is to isolate causes of anomalous system behavior and recommend inexpensive repair actions in response. In general, precomputing optimal repair policies is intractable. To date, investigators addressing…
Video comprises the vast majority of bits that are generated daily, and is the primary signal driving current innovations in robotics, remote sensing, and wearable technology. Yet, the most powerful video understanding models are too…
We show that the same maximum entropy principle applied to recurrence microstates configures a new way to properly compute the time delay necessary to correctly sample a data set. The new method retrieves results obtained using traditional…