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Estimating the governing equation parameter values is essential for integrating experimental data with scientific theory to understand, validate, and predict the dynamics of complex systems. In this work, we propose a new method for…

Dynamical Systems · Mathematics 2025-06-27 Cristian López , Keegan J. Moore

The designation of the radar system is to detect the position and velocity of targets around us. The radar transmits a waveform, which is reflected back from the targets, and echo waveform is received. In a commonly used model, the echo is…

Information Theory · Computer Science 2013-09-17 Alexander Fish , Shamgar Gurevich

This paper addresses the problem of detecting multidimensional subspace signals, which model range-spread targets, in noise of unknown covariance. It is assumed that a primary channel of measurements, possibly consisting of signal plus…

Signal Processing · Electrical Eng. & Systems 2022-10-04 Danilo Orlando , Giuseppe Ricci , Louis L. Scharf

Reliable state estimation hinges on accurate specification of sensor noise covariances, which weigh heterogeneous measurements. In practice, these covariances are difficult to identify due to environmental variability, front-end…

Robotics · Computer Science 2025-12-18 Haoying Li , Yifan Peng , Xinghan Li , Junfeng Wu

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…

Statistical Finance · Quantitative Finance 2017-11-27 Joongyeub Yeo , George Papanicolaou

Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…

Statistics Theory · Mathematics 2022-12-09 J. W. Silverstein , P. L. Combettes

Networked systems usually face different random uncertainties that make the performance of the least-squares (LS) linear filter decline significantly. For this reason, great attention has been paid to the search for other kinds of…

Systems and Control · Electrical Eng. & Systems 2024-08-26 Raquel Caballero-Águila , Josefa Linares-Pérez

Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…

Methodology · Statistics 2013-10-22 Hua Zhou , Lexin Li

Robustness to outliers is often a desirable property of statistical estimators. Indeed many well known estimators offer very good optimal performance in theory but are unusable in applied contexts because of their sensitivity to outliers.…

Statistics Theory · Mathematics 2016-12-01 Christophe Culan , Claude Adnet

This paper addresses robust waveform design for multiple-input-multiple-output (MIMO) radar detection. A probabilistic model is proposed to describe the target uncertainty. Considering that waveform design based on maximizing the…

Signal Processing · Electrical Eng. & Systems 2022-04-12 Xuyang Wang , Bo Tang , Ming Zhang

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

Estimating a high-dimensional sparse covariance matrix from a limited number of samples is a fundamental problem in contemporary data analysis. Most proposals to date, however, are not robust to outliers or heavy tails. Towards bridging…

Statistics Theory · Mathematics 2020-08-04 John Goes , Gilad Lerman , Boaz Nadler

This paper focuses on the joint synthesis of constant envelope transmit signal and receive filter aimed at optimizing radar performance in signal-dependent interference and spectrally contested-congested environments. To ensure the desired…

Signal Processing · Electrical Eng. & Systems 2022-04-06 Jing Yang , Augusto Aubry , Antonio De Maio , Xianxiang Yu , Guolong Cui

In this work, we compare two powerful parameter estimation methods namely Bayesian inference and Neural Network based learning to study the quark matter equation of state with constant speed of sound parametrization and the structure of the…

Nuclear Theory · Physics 2020-12-16 Silvia Traversi , Prasanta Char

We propose a new pivotal method for estimating high-dimensional matrices. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A\_0$ corrupted by noise. We propose a new method for estimating…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp , Stéphane Gaiffas

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

In practice, observations are often contaminated by noise, making the resulting sample covariance matrix a signal-plus-noise sample covariance matrix. Aiming to make inferences about the spectral distribution of the population covariance…

Statistics Theory · Mathematics 2017-03-02 Ningning Xia , Xinghua Zheng

This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…

Signal Processing · Electrical Eng. & Systems 2021-10-26 Augusto Aubry , Prabhu Babu , Antonio De Maio , Rikhabchand Jyothi

The maximum likelihood detection rule for a four-dimensional direct-detection optical front-end is derived. The four dimensions are two intensities and two differential phases. Three different signal processing algorithms, composed of…

Information Theory · Computer Science 2021-05-31 Amir Tasbihi , Frank R. Kschischang

The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Machine Learning · Statistics 2025-04-07 Jinhang Chai , Jianqing Fan
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