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This paper introduces a novel parameterization to characterize unknown linear time-invariant systems using noisy data. The presented parameterization describes exactly the set of all systems consistent with the available data. We then…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Felix Brändle , Frank Allgöwer

We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…

Earth and Planetary Astrophysics · Physics 2014-11-20 Joshua A. Carter , Joshua N. Winn

Quantum estimation theory provides optimal observations for various estimation problems for unknown parameters in the state of the system under investigation. However, the theory has been developed under the assumption that every observable…

Quantum Physics · Physics 2009-11-10 M. Hotta , M. Ozawa

Quantum metrology derives its capabilities from the careful employ of quantum resources for carrying out measurements. This advantage, however, relies on refined data postprocessing, assessed based on the variance of the estimated…

Quantum resources, such as entanglement, can decrease the uncertainty of a parameter-estimation procedure beyond what is classically possible. This phenomenon is well described for noiseless systems with asymptotically many measurement…

Quantum Physics · Physics 2021-08-09 Jason Saunders , Jean-Francois Van Huele

Maximizing the computational utility of near-term quantum processors requires predictive noise models that inform robust, noise-aware compilation and error mitigation. Conventional models often fail to capture the complex error dynamics of…

Quantum Physics · Physics 2026-03-17 Yanjun Ji , Marco Roth , David A. Kreplin , Ilia Polian , Frank K. Wilhelm

Polarisation amplitude estimation is affected by a positive noise bias, particularly important in regions with low signal-to-noise ratio (SNR). We present a new approach to correct for this bias in the case there is additional information…

Instrumentation and Methods for Astrophysics · Physics 2016-06-29 Matias Vidal , J. P. Leahy , C. Dickinson

Achieving quantum-enhanced performances when measuring unknown quantities requires developing suitable methodologies for practical scenarios, that include noise and the availability of a limited amount of resources. Here, we report on the…

A usual assumption in quantum estimation is that the unknown parameter labels the possible states of the system, while it influences neither the sample space of outcomes nor the measurement aimed at extracting information on the parameter…

Quantum Physics · Physics 2017-01-18 Luigi Seveso , Matteo A. C. Rossi , Matteo G. A. Paris

We consider the problem of parameter estimation in a partially observed linear Gaussian system with small noises in the state and observation equations. We describe asymptotic properties of the MLE and Bayes estimators in the setting with…

Statistics Theory · Mathematics 2020-10-16 Yury A. Kutoyants

Bayesian analysis is a framework for parameter estimation that applies even in uncertainty regimes where the commonly used local (frequentist) analysis based on the Cram\'er-Rao bound is not well defined. In particular, it applies when no…

Quantum Physics · Physics 2021-03-17 Simon Morelli , Ayaka Usui , Elizabeth Agudelo , Nicolai Friis

This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with…

Data Analysis, Statistics and Probability · Physics 2016-07-29 Bo Tang , Haibo He , Steven Kay

The effects of quantization and coding on the estimation quality of a Gauss-Markov, namely Ornstein-Uhlenbeck, process are considered. Samples are acquired from the process, quantized, and then encoded for transmission using either infinite…

Information Theory · Computer Science 2020-04-28 Ahmed Arafa , Karim Banawan , Karim G. Seddik , H. Vincent Poor

We address several estimation problems in quantum optics by means of the maximum-likelihood principle. We consider Gaussian state estimation and the determination of the coupling parameters of quadratic Hamiltonians. Moreover, we analyze…

Quantum Physics · Physics 2009-11-06 G. Mauro D'Ariano , Matteo G. A. Paris , Massimiliano F. Sacchi

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

In this paper, we examine the optimal quantization of signals for system identification. We deal with memoryless quantization for the output signals and derive the optimal quantization schemes. The objective functions are the errors of…

Optimization and Control · Mathematics 2009-05-13 Koji Tsumura

Quantization is the process of mapping an input signal from an infinite continuous set to a countable set with a finite number of elements. It is a non-linear irreversible process, which makes the traditional methods of system…

Systems and Control · Electrical Eng. & Systems 2023-01-31 Omar M. Sleem , Constantino M. Lagoa

Spectrum sensing, i.e., detecting the presence of primary users in a licensed spectrum, is a fundamental problem in cognitive radio. Since the statistical covariances of received signal and noise are usually different, they can be used to…

Information Theory · Computer Science 2016-09-08 Yonghong Zeng , Ying-Chang Liang

Recently, there has been a growing literature exploring the generalization of quantum algorithms, such that different quantum algorithms are special examples of a more fundamental structure. In this short paper, we provide a general…

Quantum Physics · Physics 2024-10-17 Tomer Shushi

The sampling, quantization, and estimation of a bounded dynamic-range bandlimited signal affected by additive independent Gaussian noise is studied in this work. For bandlimited signals, the distortion due to additive independent Gaussian…

Information Theory · Computer Science 2012-11-29 Animesh Kumar , Vinod M. Prabhakaran