Related papers: Mismatched Estimation of Polynomially Damped Signa…
We present different computational approaches for the rapid extraction of the signal parameters of discretely sampled damped sinusoidal signals. We compare time- and frequency-domain-based computational approaches in terms of their accuracy…
Damped sinusoidal oscillations are widely observed in many physical systems, and their analysis provides access to underlying physical properties. However, parameter estimation becomes difficult when the signal decays rapidly, multiple…
An estimation method is presented for polynomial phase signals, i.e., those adopting the form of a complex exponential whose phase is polynomial in its indices. Transcending the scope of existing techniques, the proposed estimator can…
Inferring information from a set of acquired data is the main objective of any signal processing (SP) method. In particular, the common problem of estimating the value of a vector of parameters from a set of noisy measurements is at the…
We investigate mismatched estimation in the context of the distance geometry problem (DGP). In the DGP, for a set of points, we are given noisy measurements of pairwise distances between the points, and our objective is to determine the…
The matrix pencil method (MPM) is a well-known technique for estimating the parameters of exponentially damped sinusoids in noise by solving a generalized eigenvalue problem. However, in several cases, this is an ill-conditioned problem…
This paper describes how a priori information about the signal parameters can influence the accuracy of estimating the number of these signals. This study considers sinusoidal signals and it is supposed that the parameters (amplitudes,…
In this paper, a sparse-based method for the estimation of the parameters of multidimensional ($R$-D) modal (harmonic or damped) complex signals in noise is presented. The problem is formulated as $R$ simultaneous sparse approximations of…
We consider the problem of jointly estimating the number as well as the parameters of two-dimensional sinusoidal signals, observed in the presence of an additive colored noise field. We begin by elaborating on the least squares estimation…
Fitting a simplifying model with several parameters to real data of complex objects is a highly nontrivial task, but enables the possibility to get insights into the objects physics. Here, we present a method to infer the parameters of the…
We study the problem of parameter estimation for time-series possessing two, widely separated, characteristic time scales. The aim is to understand situations where it is desirable to fit a homogenized singlescale model to such multiscale…
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…
The line spectral estimation problem consists in recovering the frequencies of a complex valued time signal that is assumed to be sparse in the spectral domain from its discrete observations. Unlike the gridding required by the classical…
The article considers the problem of identifying the variable frequency of a sinusoidal signal. To obtain a regression model of the signal, an iterative differentiation of the original analytical expression is performed, and the swapping…
We discuss the problem of parameter estimation in nonlinear stochastic differential equations based on sampled time series. A central message from the theory of integrating stochastic differential equations is that there exists in general…
In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We consider the prototypical problem of estimating two…
We present a method to determine the relative parameter mismatch in a collection of nearly identical chaotic oscillators by measuring large deviations from the synchronized state. We demonstrate our method with an ensemble of slightly…
A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow component, the system parameters are estimated by working on…
In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…
We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…