Related papers: ARX Model Identification using Generalized Spectra…
Autoregressive (AR) modeling is invaluable in signal processing, in particular in speech and audio fields. Attempts in the literature can be found that regularize or constrain either the time-domain signal values or the AR coefficients,…
In this paper, we consider the distributed estimation problem of a linear stochastic system described by an autoregressive model with exogenous inputs (ARX) when both the system orders and parameters are unknown. We design distributed…
High-order ARX models can be used to approximate a quite general class of linear systems in a parametric model structure, and well-established methods can then be used to retrieve the true plant and noise models from the ARX polynomials.…
This work presents a novel regularization method for the identification of Nonlinear Autoregressive eXogenous (NARX) models. The regularization method promotes the exponential decay of the influence of past input samples on the current…
Identification of autoregressive models with exogenous input (ARX) is a classical problem in system identification. This article considers the errors-in-variables (EIV) ARX model identification problem, where input measurements are also…
This paper proposes an autoregressive (AR) model for sequences of graphs, which generalises traditional AR models. A first novelty consists in formalising the AR model for a very general family of graphs, characterised by a variable…
This paper applies a polynomial optimization based framework towards the superstabilizing control of an Autoregressive with Exogenous Input (ARX) model given noisy data observations. The recorded input and output values are corrupted with…
In this paper, we introduce an algebraic method to construct stable and consistent univariate autoregressive (AR) models of low order for filtering and predicting nonlinear turbulent signals with memory depth. By stable, we refer to the…
Blind system identification is known to be a hard ill-posed problem and without further assumptions, no unique solution is at hand. In this contribution, we are concerned with the task of identifying an ARX model from only output…
The autoregressive time series model is a popular second-order stationary process, modeling a wide range of real phenomena. However, in applications, autoregressive signals are often corrupted by additive noise. Further, the autoregressive…
We introduce AutoSpec, a neural network framework for discovering iterative spectral algorithms for large-scale numerical linear algebra and numerical optimization. Our self-supervised models adapt to input operators using coarse spectral…
Auto-regressive moving-average (ARMA) models are ubiquitous forecasting tools. Parsimony in such models is highly valued for their interpretability and computational tractability, and as such the identification of model orders remains a…
We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…
Linear structural equation models, which relate random variables via linear interdependencies and Gaussian noise, are a popular tool for modeling multivariate joint distributions. These models correspond to mixed graphs that include both…
In this paper, we consider the problem of online identification of Switched AutoRegressive eXogenous (SARX) systems, where the goal is to estimate the parameters of each subsystem and identify the switching sequence as data are obtained in…
The paper proposes an identification procedure for autoregressive gaussian stationary stochastic processes wherein the manifest (or observed) variables are mostly related through a limited number of latent (or hidden) variables. The method…
The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…
Autoregressive (AR) models remain widely used in time series analysis due to their interpretability, but convencional parameter estimation methods can be computationally expensive and prone to convergence issues. This paper proposes a…
In sequence-to-sequence Transformer ASR, autoregressive (AR) models achieve strong accuracy but suffer from slow decoding, while non-autoregressive (NAR) models enable parallel decoding at the cost of degraded performance. We propose a…
Fitting autoregressive moving average (ARMA) time series models requires model identification before parameter estimation. Model identification involves determining the order of the autoregressive and moving average components which is…