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Related papers: Parametric Modeling of Non-Stationary Signals

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We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

Methodology · Statistics 2012-05-10 Abhra Sarkar , Anindya Bhadra , Bani K. Mallick

We consider a general nonparametric regression model called the compound model. It includes, as special cases, sparse additive regression and nonparametric (or linear) regression with many covariates but possibly a small number of relevant…

Statistics Theory · Mathematics 2013-01-04 Arnak Dalalyan , Yuri Ingster , Alexandre Tsybakov

The paper considers the stationary Poisson Boolean model with spherical grains and proposes a family of nonparametric estimators for the radius distribution. These estimators are based on observed distances and radii, weighted in an…

Probability · Mathematics 2013-01-09 Daniel Hug , Günter Last , Zbyněk Pawlas , Wolfgang Weil

This paper is a note on the use of Bayesian nonparametric mixture models for continuous time series. We identify a key requirement for such models, and then establish that there is a single type of model which meets this requirement. As it…

Methodology · Statistics 2013-03-05 George Karabatsos , Stephen G. Walker

The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…

Dynamical Systems · Mathematics 2008-03-27 M. De la Sen

Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the…

chao-dyn · Physics 2015-06-24 J. Timmer

Different disciplines pursue the aim to develop models which characterize certain phenomena as accurately as possible. Climatology is a prime example, where the temporal evolution of the climate is modeled. In order to compare and improve…

Methodology · Statistics 2017-02-03 T. M. Erhardt , C. Czado , T. L. Thorarinsdottir

Modeling non Gaussian and non stationary signals and images has always been one of the most important part of signal and image processing methods. In this paper, first we propose a few new models, all based on using hidden variables for…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari

In this paper we discuss the results recently published in~[1] about algebraic signal models (ASMs) based on non commutative algebras and their use in convolutional neural networks. Relying on the general tools from algebraic signal…

Machine Learning · Computer Science 2023-10-09 Alejandro Parada-Mayorga , Landon Butler , Alejandro Ribeiro

Analysis and synthesis of safety-critical autonomous systems are carried out using models which are often dynamic. Two central features of these dynamic systems are parameters and unmodeled dynamics. This paper addresses the use of a…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Arnab Sarker , Peter Fisher , Joseph E. Gaudio , Anuradha M. Annaswamy

A model of phase transitions with coupling between the order parameter and its gradient is proposed. It is shown, that this nonlinear model is suitable for the description of phase transitions accompanied by the formation of spatially…

Statistical Mechanics · Physics 2013-03-19 B. I. Lev , A. G. Zagorodny

We study a non Markovian three state model, subjected to an external periodic signal. This model is intended to describe an excitable systems with periodical driving. In the limit of a small amplitude of the external signal we derive…

Statistical Mechanics · Physics 2009-11-10 T. Prager , L. Schimansky-Geier

Stationarity is a cornerstone property that facilitates the analysis and processing of random signals in the time domain. Although time-varying signals are abundant in nature, in many practical scenarios the information of interest resides…

Systems and Control · Computer Science 2017-10-11 Antonio G. Marques , Santiago Segarra , Geert Leus , Alejandro Ribeiro

Three types of regression models researchers need to be familiar with and know the requirements of each: parametric, semiparametric and nonparametric regression models. The type of modeling used is based on how much information are…

Methodology · Statistics 2019-06-26 Hamdy F. F. Mahmoud

We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…

Data Analysis, Statistics and Probability · Physics 2015-06-03 Wolfgang A. Rolke , Angel M. López

As the availability and importance of temporal interaction data--such as email communication--increases, it becomes increasingly important to understand the underlying structure that underpins these interactions. Often these interactions…

Machine Learning · Computer Science 2020-06-16 Elahe Ghalebi , Hamidreza Mahyar , Radu Grosu , Graham W. Taylor , Sinead A. Williamson

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…

Methodology · Statistics 2016-02-22 Raphael Huser , Marc G. Genton

A novel approach to the problem of partial state estimation of nonlinear systems is proposed. The main idea is to translate the state estimation problem into one of estimation of constant, unknown parameters related to the systems initial…

Systems and Control · Computer Science 2016-04-08 Ortega Romeo , Bobtsov Alexey , Pyrkin Anton , Aranovskiy Stanislav

Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in numerical differentiation. The corresponding basic system theoretic…

Computational Engineering, Finance, and Science · Computer Science 2008-11-06 Michel Fliess , Cédric Join , Hebertt Sira-Ramirez