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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…

Signal Processing · Electrical Eng. & Systems 2020-12-08 Jiexiang Wang , Tao Li , Xiwei Zhang

In recent years, the problem of computing the frequencies of the induced $k$-vertex subgraphs of a graph, or \emph{$k$-graphlets}, has become central. One approach for this problem is to sample $k$-graphlets randomly. Classic algorithms for…

Data Structures and Algorithms · Computer Science 2026-04-29 Marco Bressan , T-H. Hubert Chan , Qipeng Kuang , Mauro Sozio

Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…

Statistics Theory · Mathematics 2020-11-24 Yaozhong Hu , Yuejuan Xi

We propose an iterative channel estimation algorithm based on the Least Square Estimation (LSE) and Sparse Message Passing (SMP) algorithm for the Millimeter Wave (mmWave) MIMO systems. The channel coefficients of the mmWave MIMO are…

Information Theory · Computer Science 2022-06-23 Chongwen Huang , Lei Liu , Chau Yuen , Sumei Sun

The Mean Square Error (MSE) is commonly utilized to estimate the solution of the optimal value function in the vast majority of offline reinforcement learning (RL) models and has achieved outstanding performance. However, we find that its…

Machine Learning · Computer Science 2024-06-06 Yu Zhang , Rui Yu , Zhipeng Yao , Wenyuan Zhang , Jun Wang , Liming Zhang

In wireless communication Multiple Input Multiple Output (MIMO) technology has brought significant improvement in service by adopting Orthogonal Frequency Division Multiplexing (OFDM), a digital modulation technique. To achieve great…

Networking and Internet Architecture · Computer Science 2024-05-14 Shahriar Hassan , Umme Farhana , Md Karam Newaz

This paper studies the remote state estimation problem of linear time-invariant systems with stochastic event-triggered sensor schedules in the presence of packet drops between the sensor and the estimator. It is shown that the system state…

Optimization and Control · Mathematics 2019-04-04 Liang Xu , Yilin Mo , Lihua Xie

We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…

Data Structures and Algorithms · Computer Science 2022-07-19 Dimitris Bertsimas , Vassilis Digalakis

In this work, we consider a status update system with a sensor and a receiver. The status update information is sampled by the sensor and then forwarded to the receiver through a channel with non-stationary delay distribution. The data…

Networking and Internet Architecture · Computer Science 2023-11-01 Jinheng Zhang , Haoyue Tang , Jintao Wang , Sastry Kompella , Leandros Tassiulas

We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…

Probability · Mathematics 2022-06-07 Sara Mazzonetto , Paolo Pigato

Massive MIMO communication systems, by virtue of utilizing very large number of antennas, have a potential to yield higher spectral and energy efficiency in comparison with the conventional MIMO systems. In this paper, we consider uplink…

Information Theory · Computer Science 2015-07-30 Alam Zaib , Mudassir Masood , Anum Ali , Weiyu Xu , Tareq Y. Al-Naffouri

To glean the benefits offered by massive multi-input multi-output (MIMO) systems, channel state information must be accurately acquired. Despite the high accuracy, the computational complexity of classical linear minimum mean squared error…

Information Theory · Computer Science 2024-04-23 Bin Li , Ziping Wei , Shaoshi Yang , Yang Zhang , Jun Zhang , Chenglin Zhao , Sheng Chen

In this paper, we propose a novel cross-domain channel estimation (CDCE) algorithm for orthogonal frequency division multiplexing (OFDM) systems, leveraging the unique characteristics of the delay-Doppler (DD) domain channel. Specifically,…

Information Theory · Computer Science 2026-01-22 Mingcheng Nie , Ruoxi Chong , Shuangyang Li , Weijie Yuan , Derrick Wing Kwan Ng , Michail Matthaiou , Giuseppe Caire , Yonghui Li

In this paper, we propose an optimal control-estimation architecture for distribution networks, which jointly solves the optimal power flow (OPF) problem and static state estimation (SE) problem through an online gradient-based feedback…

Optimization and Control · Mathematics 2022-08-31 Yi Guo , Xinyang Zhou , Changhong Zhao , Lijun Chen , Gabriela Hug , Tyler H. Summers

We consider mean squared estimation with lookahead of a continuous-time signal corrupted by additive white Gaussian noise. We show that the mutual information rate function, i.e., the mutual information rate as function of the…

Information Theory · Computer Science 2016-11-18 Kartik Venkat , Tsachy Weissman , Yair Carmon , Shlomo Shamai

In this paper, we develop novel accuracy and performance guarantees for optimal state estimation of general nonlinear systems (in particular, moving horizon estimation, MHE). Our results rely on a turnpike property of the optimal state…

Optimization and Control · Mathematics 2025-01-31 Julian D. Schiller , Lars Grüne , and Matthias A. Müller

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

Methodology · Statistics 2018-07-10 Donna Henderson , Gerton Lunter

It is considered Ornstein-Uhlenbeck process $ x_t = x_0 e^{-\theta t} + \mu (1-e^{-\theta t}) + \sigma \int_0^t e^{-\theta (t-s)} dW_s$, where $x_0 \in R$, $\theta>0$, $ \mu \in R$ and $\sigma > 0$ are parameters. By use values $(z_k)_{k…

Statistics Theory · Mathematics 2016-08-30 Levan Labadze , Gogi Pantsulaia

This paper proposes and analyzes a mmWave sparse channel estimation technique for OFDM systems that uses the Orthogonal Matching Pursuit (OMP) algorithm. This greedy algorithm retrieves one additional multipath component (MPC) per iteration…

Information Theory · Computer Science 2018-12-19 Felipe Gomez-Cuba , Andrea J. Goldsmith

Given the observation of a high-dimensional Ornstein-Uhlenbeck (OU) process in continuous time, we proceed to the inference of the drift parameter under a row-sparsity assumption. Towards that aim, we consider the negative log-likelihood of…

Machine Learning · Statistics 2017-07-12 Stéphane Gaïffas , Gustaw Matulewicz