Related papers: Continuous Time-Delay Estimation From Sampled Meas…
The pseudospectrum of a linear time-invariant system is the set in the complex plane consisting of all the roots of the characteristic equation when the system matrices are subjected to all possible perturbations with a given upper bound.…
This paper proposes an algorithm to estimate the parameters, including time delay, of continuous time systems based on instrumental variable identification methods. To overcome the multiple local minima of the cost function associated with…
We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…
In scalable machine learning systems, model training is often parallelized over multiple nodes that run without tight synchronization. Most analysis results for the related asynchronous algorithms use an upper bound on the information…
We propose a unified framework that extends the inference methods for classical hidden Markov models to continuous settings, where both the hidden states and observations occur in continuous time. Two different settings are analyzed: hidden…
Accurate, efficient, and robust state estimation is more important than ever in robotics as the variety of platforms and complexity of tasks continue to grow. Historically, discrete-time filters and smoothers have been the dominant…
We consider likelihood-based two-step estimation of latent variable models, in which just the measurement model is estimated in the first step and the measurement parameters are then fixed at their estimated values in the second step where…
Systems with stochastic time delay between the input and output present a number of unique challenges. Time domain noise leads to irregular alignments, obfuscates relationships and attenuates inferred coefficients. To handle these…
We consider the problem of delay estimation by the observations of the solutions of several SDEs. It is known that the MLE for these models are consistent and asymptotically normal, but the likelihood ratio functions are not differentiable…
Time delay estimation has long been an active area of research. In this work, we show that compressive sensing with interpolation may be used to achieve good estimation precision while lowering the sampling frequency. We propose an…
Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. A more general class…
Unpredictable sensor-to-estimator delays fundamentally distort what matters for wireless remote state estimation: not just freshness, but how delay interacts with sensor informativeness and energy efficiency. In this paper, we present a…
In this paper, time delay estimation techniques robust to narrowband interference (NBI) are proposed. Owing to the deluge of wireless signal interference these days, narrowband interference is a common problem for communication and…
The time of arrival (TOA)-based localization techniques, which need to estimate the delay of the line-of-sight (LoS) path, have been widely employed in location-aware networks. To achieve a high-accuracy delay estimation, a number of…
Delays in biological systems may be used to model events for which the underlying dynamics cannot be precisely observed. Mathematical modeling of biological systems with delays is usually based on Delay Differential Equations (DDEs), a kind…
Some optical measurements require relative timing of intensity variations with accuracy much finer than the camera frame period. One motivating example is dynamic aurora, where different prompt emissions are expected to originate from…
In passive radar, a network of distributed sensors exploit signals from so-called Illuminators-of-Opportunity to detect and localize targets. We consider the case where the IO signal is available at each receiver node through a reference…
An efficient, joint transmission delay and channel parameter estimation algorithm is proposed for uplink asynchronous direct-sequence code-division multiple access (DS-CDMA) systems based on the space-alternating generalized expectation…
This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for irregularly-spaced observations for the first time, while…
We study the problem of estimating the time delay between two signals representing delayed, irregularly sampled and noisy versions of the same underlying pattern. We propose and demonstrate an evolutionary algorithm for the (hyper)parameter…