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We study a first-order primal-dual subgradient method to optimize risk-constrained risk-penalized optimization problems, where risk is modeled via the popular conditional value at risk (CVaR) measure. The algorithm processes independent and…
We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…
A two-stage batch estimation algorithm for solving a class of nonlinear, static parameter estimation problems that appear in aerospace engineering applications is proposed. It is shown how these problems can be recast into a form suitable…
In this paper, a method for recursively computing approximate modal paths is developed. A recursive formulation of the modal path can be obtained either by backward or forward dynamic programming. By combining both methods, a ``two-filter''…
Two-dimensional (2D) Multiple Signal Classification algorithm is a powerful technique for high-resolution direction-of-arrival (DOA) estimation in array signal processing. However, the exhaustive search over the 2D an-gular domain leads to…
Recent research in non-intrusive data-driven model order reduction (MOR) enabled accurate and efficient approximation of parameterized ordinary differential equations (ODEs). However, previous studies have focused on constant parameters,…
The Phase Estimation Algorithm (PEA) is an important quantum algorithm used independently or as a key subroutine in other quantum algorithms. Currently most implementations of the PEA are based on qubits, where the computational units in…
In this work, an adaptive and robust null-space projection (AR-NSP) scheme is proposed for secure transmission with artificial noise (AN)-aided directional modulation (DM) in wireless networks. The proposed scheme is carried out in three…
Direction of arrival estimation (DoAE) aims at tracking a sound in azimuth and elevation. Recent advancements include data-driven models with inputs derived from ambisonics intensity vectors or correlations between channels in a microphone…
Due to the directive property of each antenna element, the received signal power can be severely attenuated when the emitter deviates from the array boresight, which will lead to a severe degradation in sensing performance along the…
The correct ego-motion estimation basically relies on the understanding of correspondences between adjacent LiDAR scans. However, given the complex scenarios and the low-resolution LiDAR, finding reliable structures for identifying…
In this letter, we propose a joint frequency-space sparse reconstruction method for direction-of-arrival (DOA) estimation, which effectively addresses the issues arising from the existence of coherent sources and array amplitude-phase…
A new multivariate stochastic volatility estimation procedure for financial time series is proposed. A Wishart autoregressive process is considered for the volatility precision covariance matrix, for the estimation of which a two step…
In this paper we address the problem of performing Bayesian inference for the parameters of a nonlinear multi-output model and the covariance matrix of the different output signals. We propose an adaptive importance sampling (AIS) scheme…
Conventional two-dimensional (2-D) autofocus algorithms blindly estimate the phase error in the sense that they do not exploit any a priori information on the structure of the 2-D phase error. As such, they often suffer from low…
In this work, we consider the problem of joint calibration and direction-of-arrival (DOA) estimation using sensor arrays. This joint estimation problem is referred to as self calibration. Unlike many previous iterative approaches, we…
In this study, we introduce a refined method for ascertaining error estimations in numerical simulations of dynamical systems via an innovative application of composition techniques. Our approach involves a dual application of a basic…
To improve the accuracy of direction-of-arrival (DOA) estimation, a deep learning (DL)-based method called CDAE-DNN is proposed for hybrid analog and digital (HAD) massive MIMO receive array with overlapped subarray (OSA) architecture in…
We propose a general procedure for estimating the variance-covariance matrix of two-step estimates of structural parameters in latent variable models. The method is partially simulation-based, in that it includes drawing simulated values of…
The phase estimation algorithm is a powerful quantum algorithm with applications in cryptography, number theory, and simulation of quantum systems. We use this algorithm to simulate the time evolution of a system of two spin-1/2 particles…