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We consider the problem of pointwise estimation of multi-dimensional signals $s$, from noisy observations $(y_\tau)$ on the regular grid $\bZd$. Our focus is on the adaptive estimation in the case when the signal can be well recovered using…

Statistics Theory · Mathematics 2008-09-05 Anatoli Juditsky , Arkadii S. Nemirovski

The paper proposes an adaptive observer of the state vector of a nonlinear time varying system based on measurements of the output variable. The problem is solved under the assumption that the control matrix (vector) and the nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-05-26 Olga Kozachek , Alexey Bobtsov , Nikolay Nikolaev

Recently the study of modeling a non-stationary signal as a superposition of amplitude and frequency-modulated Fourier-like oscillatory modes has been a very active research area. The synchrosqueezing transform (SST) is a powerful method…

Numerical Analysis · Mathematics 2018-12-31 Haiyan Cai , Qingtang Jiang , Lin Li , Bruce W. Suter

This paper deals with the state estimation of linear time-invariant systems using distributed observers with local sampled-data measurement and aperiodic communication. Each observer agent perceives partial information of the system to be…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Shimin Wang , Ya-Jun Pan , Martin Guay

The design of a globally convergent position observer for feature points from visual information is a challenging problem, especially for the case with only inertial measurements and without assumptions of uniform observability, which…

Systems and Control · Electrical Eng. & Systems 2022-04-15 Bowen Yi , Chi Jin , Ian R. Manchester

Robust online estimation of oscillation frequency belongs to classical problems of system identification and adaptive control. The given harmonic signal can be noisy and with varying amplitude at the same time, as in the case of damped…

Systems and Control · Electrical Eng. & Systems 2022-01-26 Michael Ruderman

In this note, we develop an adaptive observer for a class of nonlinear systems with switched unknown parameters to estimate the states and parameters simultaneously. The main challenge lies in how to eliminate the disturbance effect of…

Systems and Control · Electrical Eng. & Systems 2022-04-01 Tong Liu , Zengjie Zhang , Fangzhou Liu , Martin Buss

This paper introduces a couple of new time-frequency transforms, designed to adapt their scale to specific features of the analyzed function. Such an adaptation is implemented via so-called focus functions, which control the window scale as…

Classical Analysis and ODEs · Mathematics 2024-06-19 Pierre Warion , Bruno Torrésani

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Machine Learning · Statistics 2023-05-31 Chen Xu , Yao Xie

A technique is introduced for estimating unknown parameters when time series of only one variable from a multivariate nonlinear dynamical system is given. The technique employs a combination of two different control methods, a linear…

chao-dyn · Physics 2009-10-31 Anil Maybhate , R. E. Amritkar

Observer design for linear systems with aperiodic sampled-data measurements is addressed. To solve this problem, a novel hybrid observer is designed. The main peculiarity of the proposed observer consists of the use two output injection…

Systems and Control · Electrical Eng. & Systems 2021-12-23 Francesco Ferrante , Alexandre Seuret

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…

Machine Learning · Computer Science 2026-04-07 Momoka Iida , Hayato Motohashi , Hirotaka Takahashi

We consider the problem of estimating the frequency components of a mixture of s complex sinusoids from a random subset of n regularly spaced samples. Unlike previous work in compressed sensing, the frequencies are not assumed to lie on a…

Information Theory · Computer Science 2013-07-12 Gongguo Tang , Badri Narayan Bhaskar , Parikshit Shah , Benjamin Recht

This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise and where the parameters belong to a known compact set. The schemes are based on…

Optimization and Control · Mathematics 2022-03-23 T. J. Meijer , V. S. Dolk , M. S. Chong , R. Postoyan , B. de Jager , D. Nešić , W. P. M. H. Heemels

Control systems are inevitably affected by external disturbances, and a major objective of the control design is to attenuate or eliminate their adverse effects on the system performance. This paper presents a disturbance rejection approach…

Systems and Control · Electrical Eng. & Systems 2020-07-30 Zhitao Li , Amin Vahidi-Moghaddam , Hamidreza Modares , Jinsheng Sun

A novel adaptive control approach is proposed to solve the globally asymptotic state stabilization problem for uncertain pure-feedback nonlinear systems which can be transformed into the pseudo-affine form. The pseudo-affine pure-feedback…

Systems and Control · Computer Science 2016-09-29 Mingzhe Hou , Zongquan Deng , Guangren Duan

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…

Methodology · Statistics 2019-10-29 Zeda Li , Ori Rosen , Fabio Ferrarelli , Robert T. Krafty

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

Machine Learning · Statistics 2024-08-19 Sarbojit Roy , Malik Shahid Sultan , Hernando Ombao

Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…

Methodology · Statistics 2024-04-01 Sizhu Lu , Peng Ding