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This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior density of states and parameters over time. In order to…

Methodology · Statistics 2016-11-14 Jonathan R. Stroud , Matthias Katzfuss , Christopher K. Wikle

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…

Systems and Control · Computer Science 2017-10-17 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

Objective: To develop and validate an automated method for bedside monitoring of sleep state fluctuations in neonatal intensive care units. Methods: A deep learning -based algorithm was designed and trained using 53 EEG recordings from a…

Signal Processing · Electrical Eng. & Systems 2022-08-26 Saeed Montazeri Moghadam , Päivi Nevalainen , Nathan J. Stevenson , Sampsa Vanhatalo

The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-01 Dong Yang , Fei Jiang , Wei Wu , Xuefei Fang , Muyong Cao

Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…

Adaptation and Self-Organizing Systems · Physics 2025-04-07 Lauren D. Smith , Georg A. Gottwald

Many practical settings call for the reconstruction of temporal signals from corrupted or missing data. Classic examples include decoding, tracking, signal enhancement and denoising. Since the reconstructed signals are ultimately viewed by…

Machine Learning · Computer Science 2023-06-06 Dror Freirich , Tomer Michaeli , Ron Meir

Accurate fMRI analysis requires sensitivity to temporal structure across multiple scales, as BOLD signals encode cognitive processes that emerge from fast transient dynamics to slower, large-scale fluctuations. Existing deep learning (DL)…

Signal Processing · Electrical Eng. & Systems 2026-01-06 Furkan Genç , Boran İsmet Macun , Sait Sarper Özaslan , Emine U. Saritas , Tolga Çukur

Unmanned Aerial Vehicles in dynamic environments face telemetry outages, structural vibrations, and regime-dependent noise that invalidate the stationary covariance assumptions of classical Kalman filters. The Sage-Husa Kalman Filter (SHKF)…

Signal Processing · Electrical Eng. & Systems 2026-05-19 Kenan Majewski , Marcin Żugaj

In this work, we introduce S4M, a new efficient speech separation framework based on neural state-space models (SSM). Motivated by linear time-invariant systems for sequence modeling, our SSM-based approach can efficiently model input…

Sound · Computer Science 2023-05-29 Chen Chen , Chao-Han Huck Yang , Kai Li , Yuchen Hu , Pin-Jui Ku , Eng Siong Chng

We propose a neural network-based approach that computes a stable and generalizing metric (LSiM) to compare data from a variety of numerical simulation sources. We focus on scalar time-dependent 2D data that commonly arises from motion and…

Machine Learning · Computer Science 2021-01-29 Georg Kohl , Kiwon Um , Nils Thuerey

We investigate the state space reconstruction from multiple time series derived from continuous and discrete systems and propose a method for building embedding vectors progressively using information measure criteria regarding past,…

Chaotic Dynamics · Physics 2015-05-19 Ioannis Vlachos , Dimitris Kugiumtzis

Time series and sequential data have gained significant attention recently since many real-world processes in various domains such as finance, education, biology, and engineering can be modeled as time series. Although many algorithms and…

Machine Learning · Computer Science 2020-08-11 Manie Tadayon , Greg Pottie

Simultaneous localization and mapping (SLAM) is a method that constructs a map of an unknown environment and localizes the position of a moving agent on the map simultaneously. Extended Kalman filter (EKF) has been widely adopted as a low…

Signal Processing · Electrical Eng. & Systems 2022-10-19 Geon Choi , Jeonghun Park , Nir Shlezinger , Yonina C. Eldar , Namyoon Lee

Accurate modeling of nonlinear systems is essential for reliable control, yet conventional identification methods often struggle to capture latent dynamics while maintaining stability. We propose a \textit{stable-by-design LPV neural…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Ahmet Eren Sertbaş , Tufan Kumbasar

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

Deep neural state-space models (SSMs) provide a powerful tool for modeling dynamical systems solely using operational data. Typically, neural SSMs are trained using data collected from the actual system under consideration, despite the…

Machine Learning · Computer Science 2022-11-16 Ankush Chakrabarty , Gordon Wichern , Christopher R. Laughman

For recurrent neural networks trained on time series with target and exogenous variables, in addition to accurate prediction, it is also desired to provide interpretable insights into the data. In this paper, we explore the structure of…

Machine Learning · Computer Science 2019-05-30 Tian Guo , Tao Lin , Nino Antulov-Fantulin

This paper presents a new deep learning-based framework for robust nonlinear estimation and control using the concept of a Neural Contraction Metric (NCM). The NCM uses a deep long short-term memory recurrent neural network for a global…

Systems and Control · Electrical Eng. & Systems 2020-11-20 Hiroyasu Tsukamoto , Soon-Jo Chung

Accurate state estimates are required for increasingly complex systems, to enable, for example, feedback control. However, available state estimation schemes are not necessarily real-time feasible for certain large-scale systems. Therefore,…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , M. M. Paulides , W. P. M. H. Heemels

Statistical Shape Modeling (SSM) effectively analyzes anatomical variations within populations but is limited by the need for manual localization and segmentation, which relies on scarce medical expertise. Recent advances in deep learning…

Computer Vision and Pattern Recognition · Computer Science 2024-07-10 Janmesh Ukey , Tushar Kataria , Shireen Y. Elhabian
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