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A generalized state space representation of dynamical systems with random modes switching according to a white random process is presented. The new formulation includes a term, in the dynamics equation, that depends on the most recent…

Information Theory · Computer Science 2016-05-03 Daniel Sigalov , Tomer Michaeli , Yaakov Oshman

We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…

Methodology · Statistics 2014-09-03 Jie Zhou , Aiping Tang

In this paper we study the compressed sensing problem of recovering a sparse signal from a system of underdetermined linear equations when we have prior information about the probability of each entry of the unknown signal being nonzero. In…

Information Theory · Computer Science 2009-01-20 M. Amin Khajehnejad , Weiyu Xu , Salman Avestimehr , Babak Hassibi

Projected least squares (PLS) is an intuitive and numerically cheap technique for quantum state tomography. The method first computes the least-squares estimator (or a linear inversion estimator) and then projects the initial estimate onto…

Quantum Physics · Physics 2023-12-20 Madalin Guta , Jonas Kahn , Richard Kueng , Joel A. Tropp

We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and machine learning. In this paper, we focus on the Alternating…

Machine Learning · Computer Science 2022-04-26 Kiryung Lee , Dominik Stöger

Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…

Information Theory · Computer Science 2017-01-11 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

In this paper, we focus on batch state estimation for linear systems. This problem is important in applications such as environmental field estimation, robotic navigation, and target tracking. Its difficulty lies on that limited operational…

Optimization and Control · Mathematics 2016-09-27 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

Abnormal event detection is critical in the safe operation of power system. In this paper, using the data collected from phasor measurement units (PMUs), two methods based on Fisher random matrix are proposed to detect faults in power…

Systems and Control · Electrical Eng. & Systems 2022-08-10 Ke Chen , Dandan Jiang , Bo Wang , Hongxia Wang

The estimation of high dimensional quantum states is an important statistical problem arising in current quantum technology applications. A key example is the tomography of multiple ions states, employed in the validation of state…

Quantum Physics · Physics 2015-12-09 Cristina Butucea , Madalin Guta , Theodore Kypraios

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

Recursive Bayesian filters have been widely deployed in structural system identification where output-only filters are of higher practicality. Unfortunately, the estimation obtained by instantaneous system inversion via filters can be…

Applications · Statistics 2024-07-30 Zihao Liu , Mohsen Ebrahimzadeh Hassanabadi , Daniel Dias-da-Costa

In wireless communication systems, the use of multiple antennas at both the transmitter and receiver is a widely known method for improving both reliability and data rates, as it increases the former through transmit or receive diversity…

Information Theory · Computer Science 2014-12-31 Fathurrahman Hilman , Jong-Hyen Baek , Eun-Kyung Chae , KyungchunLee

Realizing complete observability in the three-phase distribution system remains a challenge that hinders the implementation of classic state estimation algorithms. In this paper, a new method, called the pruned physics-aware neural network…

Systems and Control · Electrical Eng. & Systems 2021-10-18 Minh-Quan Tran , Ahmed S. Zamzam , Phuong H. Nguyen

In this paper, we investigate power-constrained sensing matrix design in a sparse Gaussian linear dimensionality reduction framework. Our study is carried out in a single--terminal setup as well as in a multi--terminal setup consisting of…

Information Theory · Computer Science 2015-10-28 Amirpasha Shirazinia , Subhrakanti Dey

This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

Data assimilation performance can be significantly impacted by biased noise in observations, altering the signal magnitude and introducing fast oscillations or discontinuities when the system lacks smoothness. To mitigate these issues, this…

Numerical Analysis · Mathematics 2024-11-05 Felipe Galarce , Joaquin Mura , Alfonso Caiazzo

Estimation of sensitivity matrices in electrical transmission systems allows grid operators to evaluate in real-time how changes in power injections reflect into changes in power flows. In this paper, we propose a robust low-rank…

Optimization and Control · Mathematics 2023-09-12 Ana M. Ospina , Emiliano Dall'Anese

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

Spectral methods are widely used to estimate eigenvectors of a low-rank signal matrix subject to noise. These methods use the leading eigenspace of an observed matrix to estimate this low-rank signal. Typically, the entrywise estimation…

Statistics Theory · Mathematics 2024-11-01 Hao Yan , Keith Levin

The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this paper, we propose a simple iterative least squares algorithm…

Methodology · Statistics 2023-08-02 Yong He , Ran Zhao , Wen-Xin Zhou