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This paper deals with the problem of finding a low-complexity estimate of the impulse response of a linear time-invariant discrete-time dynamic system from noise-corrupted input-output data. To this purpose, we introduce an identification…

Systems and Control · Computer Science 2016-09-23 Giuseppe C. Calafiore , Carlo Novara , Michele Taragna

Signal-to-noise ratios (SNR) play a crucial role in various statistical models, with important applications in tasks such as estimating heritability in genomics. The method-of-moments estimator is a widely used approach for estimating SNR,…

Statistics Theory · Mathematics 2025-06-13 Xiaohan Hu , Zhentao Li , Xiaodong Li

This paper proposes a highly accurate algorithm to estimate the signal-to-noise ratio (SNR) for a linear system from a single realization of the received signal. We assume that the linear system has a Gaussian matrix with one sided left…

Information Theory · Computer Science 2017-10-10 Mohamed A. Suliman , Ayed M. Alrashdi , Tarig Ballal , Tareq Y. Al-Naffouri

In this paper we suggest a new algorithm for determination of signal-to-noise ratio (SNR). SNR is a quantitative measure widely used in science and engineering. Generally, methods for determination of SNR are based on using of…

Data Analysis, Statistics and Probability · Physics 2016-09-30 Z. Zh. Zhanabaev , S. N. Akhtanov , E. T. Kozhagulov , B. A Karibayev

This paper develops a data-driven time-limited h2 model reduction method for discrete-time linear time-invariant systems. Specifically, we formulate and solve a regularized time-limited h2 model reduction problem using only noisy impulse…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Hiroki Sakamoto , Kazuhiro Sato

Noise power estimation is a key issue in modern wireless communication systems. It allows resource allocation by detecting white spectral spaces effectively, and gives control over the communication process by adjusting transmission power.…

Information Theory · Computer Science 2017-11-16 Jakub Nikonowicz , Aamir Mahmood , Emiliano Sisinni , Mikael Gidlund

This paper is concerned with the analysis of the $L_p\ (p\in[1,\infty), p=\infty)$ induced norms of continuous-time linear systems where input signals are restricted to be nonnegative. This norm is referred to as the $L_{p+}$ induced norm…

Optimization and Control · Mathematics 2026-03-24 Yoshio Ebihara , Noboru Sebe , Hayato Waki , Dimitri Peaucelle , Sophie Tarbouriech , Victor Magron , Tomomichi Hagiwara

The signal-to-noise ratio (SNR) is a fundamental tool to measure the performance of an image sensor. However, confusions sometimes arise between the two types of SNRs. The first one is the output-referred SNR which measures the ratio…

Image and Video Processing · Electrical Eng. & Systems 2022-06-14 Abhiram Gnanasambandam , Stanley H. Chan

We propose an efficient sensitivity analysis method for a wide class of colored noise-driven interacting particle systems (IPS). Our method is based on unperturbed simulations and significantly extends the Malliavin weight sampling method…

Probability · Mathematics 2024-06-18 Josselin Garnier , Harry L. F. Ip , Laurent Mertz

Signal-to-noise ratio (SNR) statistics play a central role in many applications. A common situation where SNR is studied is when a continuous time signal is sampled at a fixed frequency with some noise in the background. While estimation…

Methodology · Statistics 2021-11-05 Francesco Giordano , Pietro Coretto

In this paper, we propose an analytical model to estimate the signal-to-noise ratio (SNR) at the output of an adaptive equalizer in intensity modulation and direct detection (IMDD) optical transmission systems affected by shot noise,…

Numerical Analysis · Mathematics 2023-04-24 Giuseppe Rizzelli , Pablo Torres-Ferrera , Fabrizio Forghieri , Roberto Gaudino

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

This paper proposes a data-driven set-based estimation algorithm for a class of nonlinear systems with polynomial nonlinearities. Using the system's input-output data, the proposed method computes a set that guarantees the inclusion of the…

Systems and Control · Electrical Eng. & Systems 2022-04-01 Amr Alanwar , Muhammad Umar B. Niazi , Karl H. Johansson

The problem of estimating the $\mathcal{H}_\infty$-norm of an LTI system from noisy input/output measurements has attracted recent attention as an alternative to parameter identification for bounding unmodeled dynamics in robust control. In…

Optimization and Control · Mathematics 2018-10-01 Stephen Tu , Ross Boczar , Benjamin Recht

Most physical data sets contain a stochastic contribution produced by measurement noise or other random sources along with the signal. Usually, neither the signal nor the noise are accurately known prior to the measurement so that both have…

Methodology · Statistics 2019-04-12 S. Czesla , T. Molle , J. H. M. M. Schmitt

The insensitive parameter in support vector regression determines the set of support vectors that greatly impacts the prediction. A data-driven approach is proposed to determine an approximate value for this insensitive parameter by…

Machine Learning · Computer Science 2020-03-10 Jinran Wu , You-Gan Wang

We propose a method based on minimum-variance polynomial approximation to extract system poles from a data set of samples of the impulse response of a linear system. The method is capable of handling the problem under general conditions of…

Systems and Control · Computer Science 2018-02-16 Pradip Sircar

The paper introduces a novel methodology for the identification of coefficients of switched autoregressive linear models. We consider the case when the system's outputs are contaminated by possibly large values of measurement noise. It is…

Systems and Control · Computer Science 2019-03-27 Sarah Hojjatinia , Constantino M. Lagoa , Fabrizio Dabbene

This paper introduces a novel parameterization to characterize unknown linear time-invariant systems using noisy data. The presented parameterization describes exactly the set of all systems consistent with the available data. We then…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Felix Brändle , Frank Allgöwer

This article describes a procedure for measuring and evaluating radio impulsive noise (IN) from a specific source. A good knowledge of the noise caused by different sources is essential to plan radio services and to ensure good quality of…

Signal Processing · Electrical Eng. & Systems 2025-01-27 Marta Fernandez , Iratxe Landa , Amaia Arrinda , Ruben Torre , Manuel Velez
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