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We present some new results on the dynamic regressor extension and mixing parameter estimators for linear regression models recently proposed in the literature. This technique has proven instrumental in the solution of several open problems…

Systems and Control · Electrical Eng. & Systems 2019-08-15 Romeo Ortega , Stanislav Aranovskiy , Anton A. Pyrkin , Alessandro Astolfi , Alexey A. Bobtsov

Patient time series classification faces challenges in high degrees of dimensionality and missingness. In light of patient similarity theory, this study explores effective temporal feature engineering and reduction, missing value…

Artificial Intelligence · Computer Science 2017-05-02 Mohammad Amin Morid , Olivia R. Liu Sheng , Samir Abdelrahman

We revisit a model for time-varying linear regression that assumes the unknown parameters evolve according to a linear dynamical system. Counterintuitively, we show that when the underlying dynamics are stable the parameters of this model…

Statistics Theory · Mathematics 2022-01-03 Ali Jadbabaie , Horia Mania , Devavrat Shah , Suvrit Sra

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

Optimization and Control · Mathematics 2016-08-02 Corentin Briat

In this paper, a method to represent every input-output trajectory of a continuous-time linear system in terms of previously collected data is presented. This corresponds to a continuous-time version of the well-known Willems' lemma. The…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Matthias A. Müller

Quantitative assessment of the growth of biological organisms has produced many mathematical equations. Many efforts have been given on statistical identification of the correct growth model from experimental data. Every growth equation is…

Methodology · Statistics 2021-02-17 Md Aktar Ul Karim , Supriya Ramdas Bhagat , Amiya Ranjan Bhowmick

We deal with the problem of optimal estimation of the linear functionals constructed from unobserved values of a continuous time stochastic process with periodically correlated increments based on past observations of this process. To solve…

Statistics Theory · Mathematics 2023-04-25 Maksym Luz , Mikhail Moklyachuk

The purpose of this paper is to investigate several issues concerning the Dirac equation from a time-frequency analysis perspective. More precisely, we provide estimates in weighted modulation and Wiener amalgam spaces for the solutions of…

Analysis of PDEs · Mathematics 2020-08-05 S. Ivan Trapasso

Usually, clinicians assess the correct hemodynamic behavior and fetal well-being during the gestational age thanks to their professional expertise, with the support of some indices defined for Doppler fetal waveforms. Although this approach…

This paper presents adaptive observers for online state and parameter estimation of a class of nonlinear systems motivated by biophysical models of neuronal circuits. We first present a linear-in-the-parameters design that solves a…

Systems and Control · Electrical Eng. & Systems 2024-02-19 Thiago B. Burghi , Rodolphe Sepulchre

Treatment effects can be estimated from observational data as the difference in potential outcomes. In this paper, we address the challenge of estimating the potential outcome when treatment-dose levels can vary continuously over time.…

Machine Learning · Statistics 2017-11-07 Hossein Soleimani , Adarsh Subbaswamy , Suchi Saria

Co-design conditions for the design of a jumping-rule and a sampled-data control law for impulsive and impulsive switched systems subject to aperiodic sampled-data measurements are provided. Semi-infinite discrete-time Lyapunov-Metzler…

Optimization and Control · Mathematics 2018-11-29 Corentin Briat

We propose two algorithms for discrete-time parameter estimation, one for time-varying parameters under persistent excitation (PE) condition, another for constant parameters under no PE condition. For the first algorithm, we show that in…

Machine Learning · Computer Science 2022-03-15 Yingnan Cui , Joseph E. Gaudio , Anuradha M. Annaswamy

We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…

Statistics Theory · Mathematics 2012-08-20 Ting Zhang , Wei Biao Wu

This paper aims to improve existing results about using averaging method for analysis of dynamic systems on time scales. We obtain a more accurate estimate for proximity between solutions of original and averaged systems regarding…

Dynamical Systems · Mathematics 2022-02-07 Aleksey Ogulenko

The estimation of parameters from data is a common problem in many areas of the physical sciences, and frequently used algorithms rely on sets of simulated data which are fit to data. In this article, an analytic solution for…

Data Analysis, Statistics and Probability · Physics 2022-09-27 Daniel Britzger

Time series prediction covers a vast field of every-day statistical applications in medical, environmental and economic domains. In this paper we develop nonparametric prediction strategies based on the combination of a set of 'experts' and…

Methodology · Statistics 2008-01-03 Gérard Biau , Kevin Bleakley , László Györfi , György Ottucsák

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic

In this work we propose a novel symmetric square matrix representation of one or more digital signals of finite equal length. For appropriate window length and sliding paradigm this matrix contains useful information about the signals in a…

Quantitative Methods · Quantitative Biology 2016-01-14 Aditya Ramesh , Anagh Pathak , Kaushik Majumdar

This paper derives the causal time-response functions of three-parameter mechanical networks that have been reported in the literature and involve the inerter-a two-node element in which the force-output is proportional to the relative…

Classical Physics · Physics 2019-10-16 Nicos Makris