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We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Christopher I. Calle , Shaunak D. Bopardikar

Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…

Optimization and Control · Mathematics 2022-10-31 Alberto De Marchi

We study the properties of nonlinear interference noise (NLIN) in fiber-optic communications systems with large accumulated dispersion. Our focus is on settling the discrepancy between the results of the Gaussian noise (GN) model (according…

Optics · Physics 2015-06-16 Ronen Dar , Meir Feder , Antonio Mecozzi , Mark Shtaif

The purpose of this note is to discuss some aspects of recently proposed fractional-order variants of complex least mean square (CLMS) and normalized least mean square (NLMS) algorithms in ``Design of Fractional-order Variants of Complex…

Optimization and Control · Mathematics 2020-07-28 Shujaat Khan , Abdul Wahab , Imran Naseem , Muhammad Moinuddin

In this paper, the impact of false information injection is investigated for linear dynamic systems with multiple sensors. It is assumed that the system is unsuspecting the existence of false information and the adversary is trying to…

Signal Processing · Electrical Eng. & Systems 2017-10-30 Jingyang Lu , Ruixin Niu

We propose a sequential quadratic programming (SQP) algorithm for inequality constrained optimization that is robust to the presence of bounded noise in function and derivative evaluations. We cover the case where constraint evaluations…

Optimization and Control · Mathematics 2026-04-17 Figen Oztoprak , Richard Byrd

In this paper, we address the distributed filtering and prediction of time-varying random fields represented by linear time-invariant (LTI) dynamical systems. The field is observed by a sparsely connected network of agents/sensors…

Information Theory · Computer Science 2016-10-14 Subhro Das , José M. F. Moura

The aim of the new generation of radio synthesis arrays such as LOFAR and SKA is to achieve much higher sensitivity, resolution and frequency coverage than what is available now, especially at low frequencies. To accomplish this goal, the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-20 S. Kazemi , S. Yatawatta , S. Zaroubi , A. G. de Bruyn , L. V. E. Koopmans , J. Noordam

This work introduces a novel nonlinear optimal filtering method, termed the Ensemble Schr{\"o}dinger Bridge nonlinear filter. The proposed filter combines the standard prediction step with a diffusion-generative-modeling-based analysis…

Machine Learning · Computer Science 2026-05-12 Hui Sun

This paper analyzes the impact of spatially correlated additive noise on the minimum mean-square error (MMSE) estimation of multiple-input multiple-output (MIMO) channels from one-bit quantized observations. Although additive noise can be…

Signal Processing · Electrical Eng. & Systems 2026-01-21 Minhua Ding , Prathapasinghe Dharmawansa , Italo Atzeni , Antti Tölli

An important part of system modeling is determining parameter values, particularly for biomolecular systems, where direct measurements of individual parameters are typically hard. While Extended Kalman Filters have been used for this…

Quantitative Methods · Quantitative Biology 2018-11-13 Abhishek Dey , Kushal Chakrabarti , Krishan Kumar Gola , Shaunak Sen

The use of Kalman filtering, as well as its nonlinear extensions, for the estimation of system variables and parameters has played a pivotal role in many fields of scientific inquiry where observations of the system are restricted to a…

Dynamical Systems · Mathematics 2017-02-15 Joseph Arthur , Adam Attarian , Franz Hamilton , Hien Tran

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

Numerical Analysis · Mathematics 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy

We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a…

Systems and Control · Computer Science 2015-04-10 Ye Pu , Melanie N. Zeilinger , Colin N. Jones

The relative degree limitation for adaptive observer-based synchronization schemes is overcome. The scheme is extended to nonpassifiable systems. Two synchronization methods are described and justified based on augmented error adaptive…

Optimization and Control · Mathematics 2007-05-23 V. O. Nikiforov , A. L. Fradkov , B. R. Andrievsky

We investigate adaptive mixture methods that linearly combine outputs of $m$ constituent filters running in parallel to model a desired signal. We use "Bregman divergences" and obtain certain multiplicative updates to train the linear…

Machine Learning · Computer Science 2016-11-18 Mehmet A. Donmez , Huseyin A. Inan , Suleyman S. Kozat

Higher criticism is a method for detecting signals that are both sparse and weak. Although first proposed in cases where the noise variables are independent, higher criticism also has reasonable performance in settings where those variables…

Statistics Theory · Mathematics 2010-10-05 Peter Hall , Jiashun Jin

Data assimilation is the task to combine evolution models and observational data in order to produce reliable predictions. In this paper, we focus on ensemble-based recursive data assimilation problems. Our main contribution is a hybrid…

Numerical Analysis · Mathematics 2016-02-26 Nawinda Chustagulprom , Sebastian Reich , Maria Reinhardt

This paper presents adaptive bidirectional minimum mean-square error parameter estimation algorithms for fast-fading channels. The time correlation between successive channel gains is exploited to improve the estimation and tracking…

Information Theory · Computer Science 2015-10-14 P. Clarke , R. C. de Lamare

Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Johnny Condori , Amin Maghareh , Shirley Dyke