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Bond rating Transition Probability Matrices (TPMs) are built over a one-year time-frame and for many practical purposes, like the assessment of risk in portfolios or the computation of banking Capital Requirements (e.g. the new IFRS 9…

Risk Management · Quantitative Finance 2017-10-17 Greig Smith , Goncalo dos Reis

Thermal errors in machine tools significantly impact machining precision and productivity. Traditional thermal error correction/compensation methods rely on measured temperature-deformation fields or on transfer functions. Most existing…

Machine Learning · Computer Science 2025-10-07 C. Coelho , M. Hohmann , D. Fernández , L. Penter , S. Ihlenfeldt , O. Niggemann

This work presents the development of an online parameter estimation algorithm for the identification of resonating modes in a linear system of arbitrary order. The method employs a short-time Fourier transform of the input and output…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Amin Rezaeizadeh , Silvia Mastellone

This paper presents a novel online identification algorithm for nonlinear regression models. The online identification problem is challenging due to the presence of nonlinear structure in the models. Previous works usually ignore the…

Optimization and Control · Mathematics 2022-07-21 Guang-Yong Chen , Min Gan , Jing Chen , Long Chen

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

Current large scale implementations of deep learning and data mining require thousands of processors, massive amounts of off-chip memory, and consume gigajoules of energy. Emerging memory technologies such as nanoscale two-terminal…

Neural and Evolutionary Computing · Computer Science 2016-11-15 S. Burc Eryilmaz , Emre Neftci , Siddharth Joshi , SangBum Kim , Matthew BrightSky , Hsiang-Lan Lung , Chung Lam , Gert Cauwenberghs , H. -S. Philip Wong

Within smart manufacturing, data driven techniques are commonly adopted for condition monitoring and fault diagnosis of rotating machinery. Classical approaches use supervised learning where a classifier is trained on labeled data to…

Signal Processing · Electrical Eng. & Systems 2023-01-02 Sulaiman Aburakhia , Tareq Tayeh , Ryan Myers , Abdallah Shami

Trajectory prediction is critical for autonomous driving, enabling safe and efficient planning in dense, dynamic traffic. Most existing methods optimize prediction accuracy under fixed-length observations. However, real-world driving often…

Robotics · Computer Science 2026-03-12 Hao Zhou , Lu Qi , Jason Li , Jie Zhang , Yi Liu , Xu Yang , Mingyu Fan , Fei Luo

Accurate and efficient thermal dynamics models of permanent magnet synchronous motors are vital to efficient thermal management strategies. Physics-informed methods combine model-based and data-driven methods, offering greater flexibility…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Xinyuan Liao , Shaowei Chen , Shuai Zhao

In this work, we first show that the problem of parameter identification is often ill-conditioned and lacks the persistence of excitation required for the convergence of online learning schemes. To tackle these challenges, we introduce the…

Systems and Control · Electrical Eng. & Systems 2025-08-19 Chi Ho Leung , Ashish R. Hota , Philip E. Paré

We propose a novel inverse-modelling approach which estimates the parameters of a simple land-surface model (LSM) by assimilating data into a differentiable physics-based forward model. The governing equations are expressed within a…

Atmospheric and Oceanic Physics · Physics 2026-04-17 Ruiyue Huang , Claire E. Heaney , Maarten van Reeuwijk

Gradient Boosting Machines (GBM) are hugely popular for solving tabular data problems. However, practitioners are not only interested in point predictions, but also in probabilistic predictions in order to quantify the uncertainty of the…

Machine Learning · Computer Science 2021-06-08 Olivier Sprangers , Sebastian Schelter , Maarten de Rijke

The replica-exchange Monte-Carlo (RXMC) method is a powerful Markov-chain Monte-Carlo algorithm for sampling from multi-modal distributions, which are challenging for conventional methods. The sampling efficiency of the RXMC method depends…

Computational Physics · Physics 2026-01-21 Tatsuya Miyata , Shunta Arai , Satoshi Takabe

The thermal sensitive electrical parameter (TSEP) method is crucial for enhancing the reliability of power devices through junction temperature monitoring. The TSEP method comprises three key processes: calibration, regression, and…

Machine Learning · Computer Science 2025-01-10 Qinghao Zhang , Wenrui Li , Pinjia Zhang

In this work, we introduce a real-time capable algorithm for considering monotonicity assumptions for recursive Gaussian Process regression (RGP). Therefore, we present how to efficiently calculate the RGP gradients online. Then, we utilize…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Ricus Husmann , Sven Weishaupt , Harald Aschemann

The scope of this research is the identification of unknown piecewise constant parameters of linear regression equation under the finite excitation condition. Compared to the known methods, to make the computational burden lower, only one…

Systems and Control · Electrical Eng. & Systems 2022-08-05 Anton Glushchenko , Konstantin Lastochkin

This paper addresses the design of an event-triggered, data-based, and performance-oriented adaption method for model predictive control (MPC). The performance of such a strategy strongly depends on the accuracy of the prediction model,…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Samuel Mallick , Laura Boca de de Giuli , Alessio La Bella , Azita Dabiri , Bart De Schutter , Riccardo Scattolini

We propose a robust adaptive Model Predictive Control (MPC) strategy with online set-based estimation for constrained linear systems with unknown parameters and bounded disturbances. A sample-based test applied to predicted trajectories is…

Optimization and Control · Mathematics 2023-03-09 Xiaonan Lu , Mark Cannon

Classical control of cyber-physical systems used to rely on basic linear controllers. These controllers provided a safe and robust behavior but lack the ability to perform more complex controls such as aggressive maneuvering or performing…

Logic in Computer Science · Computer Science 2019-04-22 Guillaume Davy , Eric Féron , Pierre-Loïc Garoche , Didier Henrion

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender