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Time series anomaly detection is crucial for industrial monitoring services that handle a large volume of data, aiming to ensure reliability and optimize system performance. Existing methods often require extensive labeled resources and…

Machine Learning · Computer Science 2023-07-21 Manqing Dong , Zhanxiang Zhao , Yitong Geng , Wentao Li , Wei Wang , Huai Jiang

The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin

Constant biases associated to measured linear and angular velocities of a moving object can be estimated from measurements of a static scene by embedded brightness and depth sensors. We propose here a Lyapunov-based observer taking…

Optimization and Control · Mathematics 2013-09-10 Nadege Zarrouati-Vissiere , Karine Beauchard , Pierre Rouchon

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Motivated by the limitation of analyzing oscillatory signals composed of multiple components with fast-varying instantaneous frequency, we approach the time-frequency analysis problem by optimization. Based on the proposed adaptive harmonic…

Numerical Analysis · Mathematics 2016-03-22 Matthieu Kowalski , Adrien Meynard , Hau-tieng Wu

We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data sequence is Gaussian, we prove that the new method…

Methodology · Statistics 2023-11-27 Per August Jarval Moen , Ingrid Kristine Glad , Martin Tveten

We consider the problem of estimating a variable number of parameters with a dynamic nature. A familiar example is finding the position of moving targets using sensor array observations. The problem is challenging in cases where either the…

Computation · Statistics 2015-04-03 Ashkan Panahi , Mats Viberg

Motivated by a condition monitoring application arising from subsea engineering we derive a novel, scalable approach to detecting anomalous mean structure in a subset of correlated multivariate time series. Given the need to analyse such…

Methodology · Statistics 2021-04-02 Martin Tveten , Idris A. Eckley , Paul Fearnhead

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

This paper introduces a novel recursive distributed estimation algorithm aimed at synthesizing input and state interval observers for nonlinear bounded-error discrete-time multi-agent systems. The considered systems have sensors and…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Mohammad Khajenejad , Scott Brown , Sonia Martinez

In this paper, a self-adaptive contractive (SAC) algorithm is proposed for enhanced dynamic phasor estimation in the diverse operating conditions of modern power systems. At a high-level, the method is composed of three stages: parameter…

Signal Processing · Electrical Eng. & Systems 2019-05-01 Francisco Messina , Pablo Marchi , Leonardo Rey Vega , Cecilia Galarza

Oversampled adaptive sensing (OAS) is a Bayesian framework recently proposed for effective sensing of structured signals in a time-limited setting. In contrast to the conventional blind oversampling, OAS uses the prior information on the…

Information Theory · Computer Science 2021-03-01 Ali Bereyhi , Saba Asaad , Ralf R. Müller

The synchrosqueezing transform, a kind of reassignment method, aims to sharpen the time-frequency representation and to separate the components of a multicomponent non-stationary signal. In this paper, we consider the short-time Fourier…

Signal Processing · Electrical Eng. & Systems 2019-09-27 Lin Li , Haiyan Cai , Hongxia Han , Qingtang Jiang , Hongbing Ji

With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…

Optimization and Control · Mathematics 2020-11-06 Shushu Zhang , Vivak Patel

We consider parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) from high frequency data which are observed in time and space. By using thinned data obtained from the high frequency…

Statistics Theory · Mathematics 2019-10-01 Yusuke Kaino , Masayuki Uchida

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

A systematic procedure to synthesize interval observers for nonlinear discrete-time systems is proposed. The feedback gains and other matrices are found from the solutions to semidefinite feasibility programs. Two cases are considered: (1)…

Optimization and Control · Mathematics 2020-11-10 Adam M Tahir , Behcet Acikmese

This paper studies distributed adaptive estimation over sensor networks with partially unknown source dynamics. We present parallel continuous-time and discrete-time designs in which each node runs a local adaptive observer and exchanges…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Moh Kamalul Wafi , Hamidreza Montazeri Hedesh , Milad Siami

A new method for examining the possible space-time variation of the fine structure constant ($\alpha$) is proposed. The technique uses a relatively simple measurement with an optical resonator to compare atom-stabilized optical frequency…

Atomic Physics · Physics 2007-05-23 J. R. Torgerson

Problem of an adaptive state observer design for nonlinear system with unknown time-varying parameters and under condition of delayed measurements is considered. State observation problem was raised by many researchers (see for example Sanx…

Optimization and Control · Mathematics 2022-11-17 Olga Kozachek , Alexey Bobtsov , Nikolay Nikolaev