Related papers: Nonlinear Set Membership Filter with State Estimat…
An important problem in fiber-optic communications is to invert the nonlinear Schr\"odinger equation in real time to reverse the deterministic effects of the channel. Interestingly, the popular split-step Fourier method (SSFM) leads to a…
This paper introduces an efficient first-order method based on the alternating direction method of multipliers (ADMM) to solve semidefinite programs (SDPs) arising from sum-of-squares (SOS) programming. We exploit the sparsity of the…
Low rank matrix factorisation is often used in recommender systems as a way of extracting latent features. When dealing with large and sparse datasets, traditional recommendation algorithms face the problem of acquiring large, unrestrained,…
An adaptive mesh refinement (AMR) scheme is implemented in a distributed environment using Message Passing Interface (MPI) to find solutions to the nonlinear sigma model. Previous work studied behavior similar to black hole critical…
A Semi-supervised Segmentation Fusion algorithm is proposed using consensus and distributed learning. The aim of Unsupervised Segmentation Fusion (USF) is to achieve a consensus among different segmentation outputs obtained from different…
In this paper, we propose an approach for computing invariant sets of discrete-time nonlinear systems by lifting the nonlinear dynamics into a higher dimensional linear model. In particular, we focus on the \emph{maximal admissible…
An outlier-resistance phase retrieval algorithm based on alternating direction method of multipliers (ADMM) is devised in this letter. Instead of the widely used least squares criterion that is only optimal for Gaussian noise environment,…
We present the Alternating Direction Method of Multipliers for Performance Boosting (ADMM-PB), an approach to design performance boosting controllers for stable or pre-stabilized nonlinear systems, while explicitly seeking input and state…
A distributed adaptive algorithm for estimation of sparse unknown parameters in the presence of nonGaussian noise is proposed in this paper based on normalized least mean fourth (NLMF) criterion. At the first step, local adaptive NLMF…
This paper investigates the effects of setting the sampling frequency significantly higher than conventional guidelines in system identification. Although continuous-time identification methods resolve the numerical difficulties encountered…
In this paper, approximate Linear Minimum Variance (LMV) filters for continuous-discrete state space models are introduced. The filters are obtained by means of a recursive approximation to the predictions for the first two moments of the…
Non-negative Matrix Factorization (NMF) is a useful method to extract features from multivariate data, but an important and sometimes neglected concern is that NMF can result in non-unique solutions. Often, there exist a Set of Feasible…
On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex…
This paper presents a new adaptive algorithm for the linearly constrained minimum variance (LCMV) beamformer design. We incorporate the set-membership filtering (SMF) mechanism into the reduced-rank joint iterative optimization (JIO) scheme…
This article investigates the problem of data-driven state estimation for linear systems with both unknown system dynamics and noise covariances. We propose an Autocovariance Least-squares-based Data-driven Kalman Filter (ADKF), which…
To estimate the smoothing distribution in a nonlinear state space model, we apply the conditional particle filter with ancestor sampling. This gives an iterative algorithm in a Markov chain Monte Carlo fashion, with asymptotic convergence…
In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…
The augmented affine projection algorithm (AAPA) has considerably excellent performance for highly colored input signals. However, the direct matrix inversion operation leads to a high computational complexity, especially with high…
This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…
The linear model uses the space defined by the input to project the target or desired signal and find the optimal set of model parameters. When the problem is nonlinear, the adaption requires nonlinear models for good performance, but it…