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The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Yu Xing , Benjamin Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers

We propose a novel algorithm for greedy forward feature selection for regularized least-squares (RLS) regression and classification, also known as the least-squares support vector machine or ridge regression. The algorithm, which we call…

Machine Learning · Statistics 2010-03-19 Tapio Pahikkala , Antti Airola , Tapio Salakoski

Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…

Statistics Theory · Mathematics 2024-02-14 Xiaoou Li , Hongru Zhao

We consider the maximization of a submodular objective function $f:2^U\to\mathbb{R}_{\geq 0}$, where the objective $f$ is not accessed as a value oracle but instead subject to noisy queries. We introduce a versatile adaptive sampling…

Data Structures and Algorithms · Computer Science 2024-04-11 Wenjing Chen , Shuo Xing , Victoria G. Crawford

Modern LiDAR-SLAM (L-SLAM) systems have shown excellent results in large-scale, real-world scenarios. However, they commonly have a high latency due to the expensive data association and nonlinear optimization. This paper demonstrates that…

Robotics · Computer Science 2021-03-25 Jianhao Jiao , Yilong Zhu , Haoyang Ye , Huaiyang Huang , Peng Yun , Linxin Jiang , Lujia Wang , Ming Liu

In the field of uncertainty quantification, sparse polynomial chaos (PC) expansions are commonly used by researchers for a variety of purposes, such as surrogate modeling. Ideas from compressed sensing may be employed to exploit this…

Methodology · Statistics 2018-05-09 Paul Diaz , Alireza Doostan , Jerrad Hampton

We investigate the performance of distributed least-mean square (LMS) algorithms for parameter estimation over sensor networks where the regression data of each node are corrupted by white measurement noise. Under this condition, we show…

Systems and Control · Computer Science 2016-11-18 Reza Abdolee , Benoit Champagne

We consider the leader selection problem in a network with consensus dynamics where both leader and follower agents are subject to stochastic external disturbances. The performance of the system is quantified by the total steady-state…

Optimization and Control · Mathematics 2017-12-25 Erika Mackin , Stacy Patterson

This paper tackles the problem of jointly estimating the noise covariance matrix alongside states (parameters such as poses and points) from measurements corrupted by Gaussian noise and, if available, prior information. In such settings,…

Robotics · Computer Science 2025-08-13 Kasra Khosoussi , Iman Shames

The realisation of sensing modalities based on the principles of compressed sensing is often hindered by discrepancies between the mathematical model of its sensing operator, which is necessary during signal recovery, and its actual…

Information Theory · Computer Science 2018-02-21 Valerio Cambareri , Amirafshar Moshtaghpour , Laurent Jacques

A reliable support detection is essential for a greedy algorithm to reconstruct a sparse signal accurately from compressed and noisy measurements. This paper proposes a novel support detection method for greedy algorithms, which is referred…

Information Theory · Computer Science 2016-08-24 Namyoon Lee

We address the problem of blind gain and phase calibration of a sensor array from ambient noise. The key motivation is to ease the calibration process by avoiding a complex procedure setup. We show that computing the sample covariance…

Instrumentation and Detectors · Physics 2023-03-22 Charles Vanwynsberghe , Simon Bouley , Jérôme Antoni

Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban , Joydeep Ghosh

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…

Methodology · Statistics 2008-01-21 Mark Kliger , Joseph M. Francos

This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…

Systems and Control · Computer Science 2016-11-17 Xiaobin Gao , Emrah Akyol , Tamer Basar

Designing a cost-effective sensor placement plan for sewage surveillance is a crucial task because it allows cost-effective early pandemic outbreak detection as supplementation for individual testing. However, this problem is…

Computers and Society · Computer Science 2024-09-26 Sunyu Wang , Yutong Xia , Huanfa Chen , Xinyi Tong , Yulun Zhou

Compressed Sensing refers to extracting a low-dimensional structured signal of interest from its incomplete random linear observations. A line of recent work has studied that, with the extra prior information about the signal, one can…

Information Theory · Computer Science 2017-04-19 Sajad Daei , Farzan Haddadi

We consider the visual feature selection to improve the estimation quality required for the accurate navigation of a robot. We build upon a key property that asserts: contributions of trackable features (landmarks) appear linearly in the…

Robotics · Computer Science 2019-02-05 Hossein K. Mousavi , Nader Motee

We address an optimal sensor placement problem through Bayesian experimental design for seismic full waveform inversion for the recovery of the associated moment tensor. The objective is that of optimally choosing the location of the…

An important step in a multi-sensor surveillance system is to estimate sensor biases from their noisy asynchronous measurements. This estimation problem is computationally challenging due to the highly nonlinear transformation between the…

Information Theory · Computer Science 2018-05-21 Wenqiang Pu , Ya-Feng Liu , Junkun Yan , Hongwei Liu , Zhi-Quan Luo