Related papers: Nonlinear Set Membership Filter with State Estimat…

The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

This work presents an optimization framework for tailoring the nonlinear dynamic response of lightly damped mechanical systems using Spectral Submanifold (SSM) reduction. We derive the SSM-based backbone curve and its sensitivity with…

We consider the problem of performing parameter and state inference in a state-space model (SSM) parametrized by a static parameter $\theta$. A popular idea to address this problem consists of incorporating $\theta$ in the state of the…

There is a need to improve the capability of the adaptive filtering algorithm against Gaussian or multiple types of non-Gaussian noises, time-varying system, and systems with low SNR. In this paper, we propose an optimized least mean…

The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system identification method for the identification of closed-loop observable stochastic linear systems in state-space form. The solution builds on the…

The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that…

Stochastic version of alternating direction method of multiplier (ADMM) and its variants (linearized ADMM, gradient-based ADMM) plays a key role for modern large scale machine learning problems. One example is the regularized empirical risk…

Noise is an inevitable aspect of point cloud acquisition, necessitating filtering as a fundamental task within the realm of 3D vision. Existing learning-based filtering methods have shown promising capabilities on small-scale synthetic or…

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

We study a class of nonsmooth stochastic optimization problems on Riemannian manifolds. In this work, we propose MARS-ADMM, the first stochastic Riemannian alternating direction method of multipliers with provable near-optimal complexity…

In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…

We propose an ensemble score filter (EnSF) for solving high-dimensional nonlinear filtering problems with superior accuracy. A major drawback of existing filtering methods, e.g., particle filters or ensemble Kalman filters, is the low…

With the growing interest and applications in machine learning and data science, finding an efficient method to sparse analysis the high-dimensional data and optimizing a dimension reduction model to extract lower dimensional features has…

This paper proposes a new state estimator for discrete-time nonlinear dynamical systems with unknown-but-bounded uncertainties and state linear inequality and nonlinear equality constraints. Our algorithm is based on constrained zonotopes…

In this work, we propose an adaptive set-membership constant modulus (SM-CM) algorithm with a generalized sidelobe canceler (GSC) structure for blind beamforming. We develop a stochastic gradient (SG) type algorithm based on the concept of…

For many nonlinear Bayesian state estimation problems, the posterior recursion is not analytically tractable, leading to algorithms that are influenced by numerical approximation errors. These algorithms depend on parameters that affect the…

In many signal processing applications it is required to estimate the unobservable state of a dynamic system from its noisy measurements. For linear dynamic systems with Gaussian Mixture (GM) noise distributions, Gaussian Sum Filters (GSF)…

We present a hybrid scheme for the parameter and state estimation of nonlinear continuous-time systems, which is inspired by the supervisory setup used for control. State observers are synthesized for some nominal parameter values and a…

Various versions of the Dynamical Systems Method (DSM) are proposed for solving linear ill-posed problems with bounded and unbounded operators. Convergence of the proposed methods is proved. Some new results concerning discrepancy principle…

In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…