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The problem of system identification for the Kalman filter, relying on the expectation-maximization (EM) procedure to learn the underlying parameters of a dynamical system, has largely been studied assuming that observations are sampled at…

Machine Learning · Computer Science 2024-06-28 Peter Halmos , Jonathan Pillow , David A. Knowles

Pulsar glitches provide a unique way to study neutron star microphysics because short post-glitch dynamics are directly linked to strong frictional processes on small scales. To illustrate this connection between macroscopic observables and…

High Energy Astrophysical Phenomena · Physics 2018-10-10 Vanessa Graber , Andrew Cumming , Nils Andersson

We present a new method for extracting a mass parameter using time-dependent density functional theory for an arbitrary physical system, provided the adiabatic limit is achievable. This approach works for collective variables also in the…

Nuclear Theory · Physics 2025-10-13 Agata Zdanowicz , Daniel Pęcak , Piotr Magierski , Gabriel Wlazłowski

Nonlinear Kalman Filters are powerful and widely-used techniques when trying to estimate the hidden state of a stochastic nonlinear dynamic system. In this paper, we extend the Smart Sampling Kalman Filter (S2KF) with a new point symmetric…

Systems and Control · Computer Science 2015-06-11 Jannik Steinbring , Martin Pander , Uwe D. Hanebeck

This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior density of states and parameters over time. In order to…

Methodology · Statistics 2016-11-14 Jonathan R. Stroud , Matthias Katzfuss , Christopher K. Wikle

This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…

Systems and Control · Computer Science 2018-09-12 Xingkang He , Xiaocheng Zhang , Wenchao Xue , Haitao Fang

In this paper, state and noise covariance estimation problems for linear system with unknown multiplicative noise are considered. The measurement likelihood is modelled as a mixture of two Gaussian distributions and a Student's t…

Signal Processing · Electrical Eng. & Systems 2023-08-29 Xingkai Yu , Ziyang Meng

Next-generation gravitational-wave detectors are expected to constrain the properties of extreme density matter via observations of static and dynamical tides in binary neutron star inspirals. The required modelling is straightforward in…

General Relativity and Quantum Cosmology · Physics 2025-04-10 Shanshan Yin , Nils Andersson , Fabian Gittins

Externally driven dense packings of particles can exhibit nonlinear wave phenomena that are not described by effective medium theory or linearized approximate models. Such nontrivial wave responses can be exploited to design…

Soft Condensed Matter · Physics 2024-11-26 Atoosa Parsa , James Bagrow , Corey S. O'Hern , Rebecca Kramer-Bottiglio , Josh Bongard

Estimating the source parameters of gravitational waves from compact binary coalescence(CBC) is a key analysis task in gravitational-wave astronomy. To deal with the increasing detection rate of CBC signals, optimizing the parameter…

General Relativity and Quantum Cosmology · Physics 2022-07-13 Eunsub Lee , Soichiro Morisaki , Hideyuki Tagoshi

Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data is acquired sequentially. The Kalman filter plays a…

Probability · Mathematics 2015-05-27 Wonjung Lee , Damon McDougall , Andrew Stuart

Eclipsing binaries provide one of the most direct mechanisms for measuring stellar properties such as mass and radius, but historically, determining these properties has been non-trivial and computationally prohibitive. As such, only a…

Rapid and robust parameter estimation of gravitational-wave sources is a key component of modern multi-messenger astronomy. We present a novel and straightforward method for rapid parameter estimation of gravitational-wave sources that uses…

Instrumentation and Methods for Astrophysics · Physics 2025-07-31 Alexander Harvey Nitz

Simultaneous state and parameter estimation arises from various applicational areas but presents a major computational challenge. Most available Markov chain or sequential Monte Carlo techniques are applicable to relatively low dimensional…

Numerical Analysis · Mathematics 2017-09-28 Angwenyi David , Jana de Wiljes , Sebastian Reich

The existence of a superfluid core in the interior of a rotating neutron star may have an influence on its gravitational wave emission. In addition to the usually-assumed pure quadrupole radiation with the gravitational wave frequency at…

General Relativity and Quantum Cosmology · Physics 2014-05-06 M. Bejger , A. Królak

Young pulsars deviate from a perfectly regular spin-down by two non-deterministic phenomena: impulsive glitches and timing noise. Both phenomena are interesting per se, and may provide insights into the superfluid properties of neutron…

High Energy Astrophysical Phenomena · Physics 2023-02-17 Marco Antonelli , Avishek Basu , Brynmor Haskell

State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…

Computation · Statistics 2017-09-14 Paul Fearnhead , Hans Künsch

Precise measurement of stellar properties through the observation of continuous gravitational waves from spinning non-axisymmetric neutron stars can shed light onto new physics beyond terrestrial laboratories. Although hitherto undetected,…

General Relativity and Quantum Cosmology · Physics 2024-01-09 Yuhan Hua , Karl Wette , Susan M. Scott , Matthew D. Pitkin

Astrophysical observations, theoretical models, and terrestrial experiments probe different regions of neutron star (NS) interior. Therefore, it is essential to consistently combine the information from these sources. This analysis requires…

High Energy Astrophysical Phenomena · Physics 2024-05-15 Praveer Tiwari , Archana Pai

Stabilization, disturbance rejection, and control of optical beams and optical spots are ubiquitous problems that are crucial for the development of optical systems for ground and space telescopes, free-space optical communication…

Systems and Control · Electrical Eng. & Systems 2023-05-24 Aleksandar Haber , Michael Krainak