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The digital twin concept represents an appealing opportunity to advance condition-based and predictive maintenance paradigms for civil engineering systems, thus allowing reduced lifecycle costs, increased system safety, and increased system…

Numerical Analysis · Mathematics 2023-11-10 Matteo Torzoni , Marco Tezzele , Stefano Mariani , Andrea Manzoni , Karen E. Willcox

Recursive Bayesian inference, in which posterior beliefs are updated in light of accumulating data, is a tool for implementing Bayesian models in applications with streaming and/or very large data sets. As the posterior of one iteration…

Methodology · Statistics 2025-08-05 Henry R. Scharf

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Machine Learning · Computer Science 2020-03-03 Xuan Su , Wee Sun Lee , Zhen Zhang

We investigate quantum error correction using continuous parity measurements to correct bit-flip errors with the three-qubit code. Continuous monitoring of errors brings the benefit of a continuous stream of information, which facilitates…

Quantum Physics · Physics 2020-11-04 Razieh Mohseninia , Jing Yang , Irfan Siddiqi , Andrew N. Jordan , Justin Dressel

We design a sequential Monte Carlo scheme for the dual purpose of Bayesian inference and model selection. We consider the application context of urban mobility, where several modalities of transport and different measurement devices can be…

Computation · Statistics 2016-11-29 Luca Martino , Jesse Read , Victor Elvira , Francisco Louzada

In this paper, a dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the Particle Filtering (PF) scheme. Our developed methodology is based on a concurrent…

Systems and Control · Computer Science 2016-06-29 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex…

Computation · Statistics 2013-07-15 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

Particle filters are a group of algorithms to solve inverse problems through statistical Bayesian methods when the model does not comply with the linear and Gaussian hypothesis. Particle filters are used in domains like data assimilation,…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-10 Sebastian Friedemann , Kai Keller , Yen-Sen Lu , Bruno Raffin , Leonardo Bautista Gomez

This article studies the intimate relationship between two filtering algorithms for continuous data assimilation, the synchronization filter and the nudging filter, in the paradigmatic context of the two-dimensional (2D) Navier-Stokes…

Analysis of PDEs · Mathematics 2025-12-24 Elizabeth Carlson , Aseel Farhat , Vincent R. Martinez , Collin Victor

As the global population grows and climate change intensifies, sustainable food production is critical. Marine aquaculture offers a viable solution, providing a sustainable protein source. However, the industry's expansion requires novel…

Machine Learning · Computer Science 2024-06-11 Eirini Katsidoniotaki , Biao Su , Eleni Kelasidi , Themistoklis P. Sapsis

A digital twin is a computer model that represents an individual, for example, a component, a patient or a process. In many situations, we want to gain knowledge about an individual from its data while incorporating imperfect physical…

Machine Learning · Statistics 2023-05-03 Michail Spitieris , Ingelin Steinsland

By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. While the effectiveness of particle filters has been…

Machine Learning · Computer Science 2023-12-15 Xiongjie Chen , Yunpeng Li

We develop and apply two calibration procedures for checking the coverage of approximate Bayesian credible sets including intervals estimated using Monte Carlo methods. The user has an ideal prior and likelihood, but generates a credible…

Computation · Statistics 2026-05-19 Jeong Eun Lee , Geoff K. Nicholls , Robin J. Ryder

Most sensor calibrations rely on the linearity and steadiness of their response characteristics, but practical sensors are nonlinear, and their response drifts with time, restricting their choices for adoption. To broaden the realm of…

Signal Processing · Electrical Eng. & Systems 2022-08-31 Soumyabrata Talukder , Souvik Kundu , Ratnesh Kumar

Field experiments are often difficult and expensive to make. To bypass these issues, industrial companies have developed computational codes. These codes intend to be representative of the physical system, but come with a certain amount of…

Computation · Statistics 2019-03-26 Mathieu Carmassi , Pierre Barbillon , Merlin Keller , Eric Parent , Matthieu Chiodetti

Bayesian hierarchical Poisson models are an essential tool for analyzing count data. However, designing efficient algorithms to sample from the posterior distribution of the target parameters remains a challenging task for this class of…

Methodology · Statistics 2025-02-10 Aldo Gardini , Fedele Greco , Carlo Trivisano

Pipelined analog-to-digital converters (ADCs) are fundamental components of various signal processing systems requiring high sampling rates and a high linearity. Over the past years, calibration techniques have been intensively investigated…

Signal Processing · Electrical Eng. & Systems 2022-07-12 Matthias Wagner , Oliver Lang , Thomas Bauernfeind , Mario Huemer

Commonly adopted in the manufacturing and aerospace sectors, digital twin (DT) platforms are increasingly seen as a promising paradigm to control and monitor software-based, "open", communication systems, which play the role of the physical…

Signal Processing · Electrical Eng. & Systems 2023-01-30 Clement Ruah , Osvaldo Simeone , Bashir Al-Hashimi

A digital twin (DT) monitors states of the physical twin (PT) counterpart and provides a number of benefits such as advanced visualizations, fault detection capabilities, and reduced maintenance cost. It is the ability to be able to detect…

Signal Processing · Electrical Eng. & Systems 2023-05-02 Hao Feng , Cláudio Gomes , Peter Gorm Larsen

This paper presents a joint optimisation framework for optimal estimation and stochastic optimal control with imperfect information. It provides a estimation and control scheme that can be decomposed into a classical optimal estimation step…

Optimization and Control · Mathematics 2023-03-27 Emilien Flayac , Karim Dahia , Bruno Hérissé , Frédéric Jean