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Data assimilation methods aim at estimating the state of a system by combining observations with a physical model. When sequential data assimilation is considered, the joint distribution of the latent state and the observations is described…

Methodology · Statistics 2018-04-23 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet , Pierre Tandeo

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

Data-driven approaches to automated machine condition monitoring are gaining popularity due to advancements made in sensing technologies and computing algorithms. This paper proposes the use of a deep learning model, based on Long…

Signal Processing · Electrical Eng. & Systems 2019-07-30 Jianlei Zhang , Binil Starly

This paper explores the problem of training a recurrent neural network from noisy data. While neural network based dynamic predictors perform well with noise-free training data, prediction with noisy inputs during training phase poses a…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Debdipta Goswami

A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…

Systems and Control · Computer Science 2016-11-17 Tong Zhou

Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of…

Neurons and Cognition · Quantitative Biology 2019-08-21 Benjamin Plaster , Gautam Kumar

In this paper, we propose a new model reduction technique for linear stochastic systems that builds upon knowledge filtering and utilizes optimal Kalman filtering techniques. This new technique will reduce the dimension of the noise…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Maico Hendrikus Wilhelmus Engelaar , Licio Romao , Yulong Gao , Mircea Lazar , Alessandro Abate , Sofie Haesaert

We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…

Methodology · Statistics 2014-09-03 Jie Zhou , Aiping Tang

Reduced-order models based on level-set methods are widely used tools to qualitatively capture and track the nonlinear dynamics of an interface. The aim of this paper is to develop a physics-informed, data-driven, statistically rigorous…

Computational Physics · Physics 2019-09-20 Hans Yu , Matthew P. Juniper , Luca Magri

Quantum state tomography (QST) is essential for validating quantum devices but suffers from exponential scaling in system size. Neural-network quantum states, such as Restricted Boltzmann Machines (RBMs), can efficiently parameterize…

Quantum Physics · Physics 2026-01-30 Simon Tonner , Viet T. Tran , Richard Kueng

Echo State Networks (ESNs) are typically presented as efficient, readout-trained recurrent models, yet their dynamics and design are often guided by heuristics rather than first principles. We recast ESNs explicitly as state-space models…

Machine Learning · Computer Science 2025-09-05 Pradeep Singh , Balasubramanian Raman

The extraction of weak signals plays a crucial role in quantum precision measurement, where the estimation results are often limited by low signal-to-noise ratios. Here, we demonstrate a parameter-estimation framework based on the adaptive…

Quantum Physics · Physics 2026-05-19 Yihan Wang , Xiaofeng Jin , Yuchuan Ming , Jianxiang Miao , Xiao-Ming Lu , M. W. Mitchell , Jia Kong

Optimal decision-making under partial observability requires reasoning about the uncertainty of the environment's hidden state. However, most reinforcement learning architectures handle partial observability with sequence models that have…

Machine Learning · Computer Science 2025-02-20 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Systems biology is an emerging interdisciplinary area of research that focuses on study of complex interactions in a biological system, such as gene regulatory networks. The discovery of gene regulatory networks leads to a wide range of…

Neural and Evolutionary Computing · Computer Science 2016-10-13 Khalid Raza , Mansaf Alam

Decoding brain functional states underlying different cognitive processes using multivariate pattern recognition techniques has attracted increasing interests in brain imaging studies. Promising performance has been achieved using brain…

Computer Vision and Pattern Recognition · Computer Science 2018-09-18 Hongming Li , Yong Fan

Latent force models (LFMs) are flexible models that combine mechanistic modelling principles (i.e., physical models) with non-parametric data-driven components. Several key applications of LFMs need non-linearities, which results in…

Information Theory · Computer Science 2012-06-22 Jouni Hartikainen , Mari Seppanen , Simo Sarkka

Decoding the speech signal that a person is listening to from the human brain via electroencephalography (EEG) can help us understand how our auditory system works. Linear models have been used to reconstruct the EEG from speech or vice…

Audio and Speech Processing · Electrical Eng. & Systems 2021-06-18 Mohammad Jalilpour Monesi , Bernd Accou , Tom Francart , Hugo Van Hamme

The Kalman filter (KF) is a widely-used algorithm for tracking dynamic systems that are captured by state space (SS) models. The need to fully describe a SS model limits its applicability under complex settings, e.g., when tracking based on…

Signal Processing · Electrical Eng. & Systems 2023-04-21 Itay Buchnik , Damiano Steger , Guy Revach , Ruud J. G. van Sloun , Tirza Routtenberg , Nir Shlezinger

Large-scale electrophysiological recordings now allow simultaneous monitoring of thousands of neurons across multiple brain regions, revealing structured variability in neural population activity. Understanding how these collective patterns…

Neurons and Cognition · Quantitative Biology 2026-03-12 Nicolas Béreux , Giovanni Catania , Aurélien Decelle , Francesca Mignacco , Alfonso de Jesús Navas Gómez , Beatriz Seoane

For EEG-based drowsiness recognition, it is desirable to use subject-independent recognition since conducting calibration on each subject is time-consuming. In this paper, we propose a novel Convolutional Neural Network (CNN)-Long…

Neural and Evolutionary Computing · Computer Science 2021-12-22 Jian Cui , Zirui Lan , Tianhu Zheng , Yisi Liu , Olga Sourina , Lipo Wang , Wolfgang Müller-Wittig