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A joint robust transmit/receive adaptive beamforming for multiple-input multipleoutput (MIMO) radar based on probability-constrained optimization approach is developed in the case of Gaussian and arbitrary distributed mismatch present in…

Information Theory · Computer Science 2016-03-03 Weiyu Zhang , Sergiy A. Vorobyov

This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise and where the parameters belong to a known compact set. The schemes are based on…

Optimization and Control · Mathematics 2022-03-23 T. J. Meijer , V. S. Dolk , M. S. Chong , R. Postoyan , B. de Jager , D. Nešić , W. P. M. H. Heemels

In this paper, we consider the maximum a posteriori (MAP) estimation for the multiple measurement vectors (MMV) problem with application to direction-of-arrival (DOA) estimation, which is classically formulated as a regularized…

Signal Processing · Electrical Eng. & Systems 2024-10-21 Tianyi Liu , Frederic Matter , Alexander Sorg , Marc E. Pfetsch , Martin Haardt , Marius Pesavento

Can we make Bayesian posterior MCMC sampling more efficient when faced with very large datasets? We argue that computing the likelihood for N datapoints in the Metropolis-Hastings (MH) test to reach a single binary decision is…

Machine Learning · Computer Science 2014-02-17 Anoop Korattikara , Yutian Chen , Max Welling

The pretrained diffusion model as a strong prior has been leveraged to address inverse problems in a zero-shot manner without task-specific retraining. Different from the unconditional generation, the measurement-guided generation requires…

Optimization and Control · Mathematics 2025-03-14 Ji Li , Chao Wang

This paper addresses the adaptive radar target detection problem in the presence of Gaussian interference with unknown statistical properties. To this end, the problem is first formulated as a binary hypothesis test, and then we derive a…

Signal Processing · Electrical Eng. & Systems 2025-03-05 Chaoran Yin , Tianqi Wang , Linjie Yan , Chengpeng Hao , Alfonso Farina , Danilo Orlando

In this work, we derive the maximum a posteriori (MAP) symbol detector for a multiple-input multiple-output system in the presence of Wiener phase noise due to noisy local oscillators. As in single-antenna systems, the computation of the…

Information Theory · Computer Science 2013-12-10 Rajet Krishnan , Giulio Colavolpe , Alexandre Graell i Amat , Thomas Eriksson

In this letter, we focus on designing constant-modulus waveform with discrete phases for the multi-input multi-output (MIMO) radar, where the signal-to-interference-plus-noise ratio (SINR) is maximized in the presence of both the…

Signal Processing · Electrical Eng. & Systems 2018-06-15 Chenglin Ren , Zhaohui Ma , Fan Liu , Weichao Pi , Jianming Zhou

In this work, an innovative data-driven moving horizon state estimation is proposed for model dynamic-unknown systems based on Bayesian optimization. As long as the measurement data is received, a locally linear dynamics model can be…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Qing Sun , Shuai Niu , Minrui Fei

The state space representation of active resident space objects can be posed in the form of a stochastic hybrid system. Satellite maneuvers may be accounted for according to control cost or heuristical considerations, yet it is possible to…

Signal Processing · Electrical Eng. & Systems 2022-04-06 Guillermo Escribano , Manuel Sanjurjo-Rivo , Jan Siminski , Alejandro Pastor , Diego Escobar

Inverse problems have many applications in science and engineering. In Computer vision, several image restoration tasks such as inpainting, deblurring, and super-resolution can be formally modeled as inverse problems. Recently, methods have…

Computer Vision and Pattern Recognition · Computer Science 2024-09-19 Sai Bharath Chandra Gutha , Ricardo Vinuesa , Hossein Azizpour

Maximum-a-posteriori (MAP) approaches are an effective framework for inverse problems with known forward operators, particularly when combined with expressive priors and careful parameter selection. In blind settings, however, their use…

Information Theory · Computer Science 2026-02-13 Nathan Buskulic , Luca Calatroni

This paper addresses robust waveform design for multiple-input-multiple-output (MIMO) radar detection. A probabilistic model is proposed to describe the target uncertainty. Considering that waveform design based on maximizing the…

Signal Processing · Electrical Eng. & Systems 2022-04-12 Xuyang Wang , Bo Tang , Ming Zhang

In this work, we address the output--feedback control problem for nonlinear systems under bounded disturbances using a moving horizon approach. The controller is posed as an optimization-based problem that simultaneously estimates the state…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Nestor N. Deniz , Guido Sanchez , Marina H. Murillo , Leonardo L. Giovanini

In this paper, we consider distributed simultaneous state and parameter estimation for a class of nonlinear systems, for which the augmented model comprising both the states and the parameters is only partially observable. Specifically, we…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Siyu Liu , Xunyuan Yin , Jinfeng Liu , Feng Ding

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

The present study proposes incorporating non-parametric knowledge into the diffusion least-mean-squares algorithm in the framework of a maximum a posteriori (MAP) estimation. The proposed algorithm leads to a robust estimation of an unknown…

Machine Learning · Computer Science 2023-12-05 Soheil Ashkezari-Toussi , Hadi sadoghi-Yazdi

We present a novel statistically-based discretization paradigm and derive a class of maximum a posteriori (MAP) estimators for solving ill-conditioned linear inverse problems. We are guided by the theory of sparse stochastic processes,…

Information Theory · Computer Science 2015-06-11 Emrah Bostan , Ulugbek S. Kamilov , Masih Nilchian , Michael Unser

Sampling from score-based diffusion models incurs bias due to both time discretisation and the approximation of the score function. A common strategy for reducing this bias is to apply corrector steps based on the unadjusted Langevin…

Machine Learning · Statistics 2026-05-12 Kevin H. Lam , Tyler Farghly , Christopher Williams , Jun Yang , Yee Whye Teh , Arnaud Doucet

We consider the structured-output prediction problem through probabilistic approaches and generalize the "perturb-and-MAP" framework to more challenging weighted Hamming losses, which are crucial in applications. While in principle our…

Machine Learning · Statistics 2018-11-22 Tatiana Shpakova , Francis Bach , Anton Osokin