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Sinusoidal parameter estimation is a fundamental task in applications from spectral analysis to time-series forecasting. Estimating the sinusoidal frequency parameter by gradient descent is, however, often impossible as the error function…

Signal Processing · Electrical Eng. & Systems 2022-11-21 Ben Hayes , Charalampos Saitis , György Fazekas

The article considers the problem of identifying the variable frequency of a sinusoidal signal. To obtain a regression model of the signal, an iterative differentiation of the original analytical expression is performed, and the swapping…

Systems and Control · Electrical Eng. & Systems 2021-09-21 S. I. Nizovtsev , S. V. Shavetov , A. A. Pyrkin

We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…

Numerical Analysis · Mathematics 2017-08-08 Robert O'Connor

In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…

We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

Numerical Analysis · Computer Science 2009-01-08 Wei Dai , Olgica Milenkovic

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Machine Learning · Statistics 2024-03-07 Xiao Ling , Paul Brooks

We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in…

Information Theory · Computer Science 2016-11-17 Karsten Fyhn , Marco F. Duarte , Søren Holdt Jensen

This is a brief tutorial on the least square estimation technique that is straightforward yet effective for parameter estimation. The tutorial is focused on the linear LSEs instead of nonlinear versions, since most nonlinear LSEs can be…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Qingrui Zhang

We propose a learning-based approach for estimating the spectrum of a multisinusoidal signal from a finite number of samples. A neural-network is trained to approximate the spectra of such signals on simulated data. The proposed methodology…

Machine Learning · Computer Science 2019-06-03 Gautier Izacard , Brett Bernstein , Carlos Fernandez-Granda

This paper provides an alternative to penalized estimators for estimation and vari- able selection in high dimensional linear regression models with measurement error or missing covariates. We propose estimation via bias corrected least…

Methodology · Statistics 2016-05-11 Abhishek Kaul , Hira L. Koul , Akshita Chawla , Soumendra N. Lahiri

In this work, we consider the problem of estimating the parameters of polynomially damped sinusoidal signals, commonly encountered in, for instance, spectroscopy. Generally, finding the parameter values of such signals constitutes a…

Signal Processing · Electrical Eng. & Systems 2019-06-27 Filip Elvander , Johan Swärd , Andreas Jakobsson

We present a complexity reduction algorithm for a family of parameter-dependent linear systems when the system parameters belong to a compact semi-algebraic set. This algorithm potentially describes the underlying dynamical system with…

Systems and Control · Computer Science 2012-09-25 Farhad Farokhi , Henrik Sandberg , Karl H. Johansson

Previous results pertaining to algebraic state and parameter estimation of linear systems based on a special construction of a forward-backward kernel representation of linear differential invariants are extended to handle large noise in…

Systems and Control · Electrical Eng. & Systems 2021-02-02 Debarshi Patanjali Ghoshal , Hannah Michalska

The problem of detecting a sinusoidal signal with randomly varying frequency has a long history. It is one of the core problems in signal processing, arising in many applications including, for example, underwater acoustic frequency line…

Signal Processing · Electrical Eng. & Systems 2022-11-14 Changrong Liu , S. Suvorova , R. J. Evans , B. Moran , A. Melatos

We consider the problem of estimating a variable number of parameters with a dynamic nature. A familiar example is finding the position of moving targets using sensor array observations. The problem is challenging in cases where either the…

Computation · Statistics 2015-04-03 Ashkan Panahi , Mats Viberg

This paper describes how a priori information about the signal parameters can influence the accuracy of estimating the number of these signals. This study considers sinusoidal signals and it is supposed that the parameters (amplitudes,…

Signal Processing · Electrical Eng. & Systems 2020-09-03 Aleksandr Kharin , Oleg V. Chernoyarov

A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu , Xi Luo

Numerous practical medical problems often involve data that possess a combination of both sparse and non-sparse structures. Traditional penalized regularizations techniques, primarily designed for promoting sparsity, are inadequate to…

Methodology · Statistics 2023-11-10 Shun Yu , Yuehan Yang

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Statistics Theory · Mathematics 2018-10-16 Michael Krikheli , Amir Leshem

This paper presents an efficient method to compute the maximum likelihood (ML) estimation of the parameters of a complex 2-D sinusoidal, with the complexity order of the FFT. The method is based on an accurate barycentric formula for…

Information Theory · Computer Science 2011-04-18 J. Selva