Related papers: Maximum A Posteriori Direction-of-Arrival Estimati…
We consider time varying MIMO fading channels with known spatial and temporal correlation and solve the problem of joint carrier frequency offset (CFO) and channel estimation with prior distributions. The maximum a posteriori probability…
Continuing to estimate the Direction-of-arrival (DOA) of the signals impinging on the antenna array, even when a few elements of the underlying Uniform Linear Antenna Array (ULA) fail to work will be of practical interest in RADAR, SONAR…
Massive MIMO is a variant of multiuser MIMO, where the number of antennas $M$ at the base-station is large, and generally much larger than the number of spatially multiplexed data streams to/from the users. It has been observed that in many…
Partially observable Markov decision processes (POMDPs) is a rich mathematical framework that embraces a large class of complex sequential decision-making problems under uncertainty with limited observations. However, the complexity of…
Direction of Arrival (DOA) estimation of multiple narrow-band coherent or partially coherent sources is a major challenge in array signal processing. Though many subspace- based algorithms are available in literature, none of them tackle…
In this paper, we develop a new technique to obtain nearly optimal estimates of the computational resolution limits introduced in Appl. Comput. Harmon. Anal. 56 (2022) 402-446; IEEE Trans. Inf. Theory 67(7) (2021) 4812-4827; Inverse Probl.…
In Bayesian inference, the maximum a posteriori (MAP) problem combines the most probable explanation (MPE) and marginalization (MAR) problems. The counterpart in propositional logic is the exist-random stochastic satisfiability (ER-SSAT)…
In this paper, we study distributionally risk-receptive and distributionally robust (or risk-averse) multistage stochastic mixed-integer programs (denoted by DRR- and DRO-MSIPs). We present cutting plane-based and reformulation-based…
The paper addresses state estimation for discrete-time systems with binary (threshold) measurements by following a Maximum A posteriori Probability (MAP) approach and exploiting a Moving Horizon (MH) approximation of the MAP cost-function.…
Conventional direction of arrival (DOA) estimation algorithms suffer from performance degradation due to antenna pattern distortion and substantial computational complexity in real-time execution. The support vector regression (SVR)…
We devise and analyze a reliable and efficient a posteriori error estimator for a semilinear control-constrained optimal control problem in two and three dimensional Lipschitz, but not necessarily convex, polytopal domains. We consider a…
We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…
Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…
We propose a data-driven algorithm for the maximum a posteriori (MAP) estimation of stochastic processes from noisy observations. The primary statistical properties of the sought signal is specified by the penalty function (i.e., negative…
This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…
This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…
We consider the problem: is the optimal expected total reward to reach a goal state in a partially observable Markov decision process (POMDP) below a given threshold? We tackle this -- generally undecidable -- problem by computing…
In this paper, we present a method of maximum a posteriori estimation of parameters in dynamic factor models with incomplete data. We extend maximum likelihood expectation maximization iterations by Ba\'nbura & Modugno (2014) to penalized…
We propose a variant of alternating direction method of multiplier (ADMM) to solve constrained trajectory optimization problems. Our ADMM framework breaks a joint optimization into small sub-problems, leading to a low iteration cost and…
Several recent publications report advances in training optimal decision trees (ODT) using mixed-integer programs (MIP), due to algorithmic advances in integer programming and a growing interest in addressing the inherent suboptimality of…