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The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

The process of calibrating instrument transformers (ITs) has been greatly simplified by using phasor measurement unit (PMU) data since this process eliminates the need for (a) additional hardware, and (b) taking ITs offline. However, such…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Antos Cheeramban Varghese , Rajasekhar Anguluri , Anamitra Pal

We consider a power transmission system monitored with Phasor Measurement Units (PMUs) placed at significant, but not all, nodes of the system. Assuming that a sufficient number of distinct single-line faults, specifically pre-fault state…

Machine Learning · Statistics 2021-04-08 Andrei Afonin , Michael Chertkov

Uncalibrated instrument transformers (ITs) can degrade the performance of downstream applications that rely on the voltage and current measurements that ITs provide. It is also well-known that phasor measurement unit (PMU)-based system-wide…

Systems and Control · Electrical Eng. & Systems 2025-03-28 Antos Cheeramban Varghese , Anamitra Pal

We consider identifiability of partially linear additive structural equation models with Gaussian noise (PLSEMs) and estimation of distributionally equivalent models to a given PLSEM. Thereby, we also include robustness results for errors…

Statistics Theory · Mathematics 2017-12-15 Dominik Rothenhäusler , Jan Ernest , Peter Bühlmann

Mixed linear regression (MLR) model is among the most exemplary statistical tools for modeling non-linear distributions using a mixture of linear models. When the additive noise in MLR model is Gaussian, Expectation-Maximization (EM)…

Machine Learning · Statistics 2021-05-14 Babak Barazandeh , Ali Ghafelebashi , Meisam Razaviyayn , Ram Sriharsha

A tri-objective optimal Micro Phasor Measurement Units ({\mu}-PMUs) Placement method is presented, with a focus on minimizing the following three parameters: i) the total number of {\mu}-PMU channels, (ii) the maximum state estimation…

Systems and Control · Electrical Eng. & Systems 2023-09-04 Arya Abdolahi , Navid Taghizadegan Kalantari

A distributed adaptive algorithm for estimation of sparse unknown parameters in the presence of nonGaussian noise is proposed in this paper based on normalized least mean fourth (NLMF) criterion. At the first step, local adaptive NLMF…

Information Theory · Computer Science 2015-12-09 Mojtaba Hajiabadi

We consider the problem of estimating means of two Gaussians in a 2-Gaussian mixture, which is not balanced and is corrupted by noise of an arbitrary distribution. We present a robust algorithm to estimate the parameters, together with…

Statistics Theory · Mathematics 2019-07-23 Jing Xu , Jakub Marecek

This is a brief tutorial on the least square estimation technique that is straightforward yet effective for parameter estimation. The tutorial is focused on the linear LSEs instead of nonlinear versions, since most nonlinear LSEs can be…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Qingrui Zhang

Digital sensors can lead to noisy results under many circumstances. To be able to remove the undesired noise from images, proper noise modeling and an accurate noise parameter estimation is crucial. In this project, we use a…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Étienne Objois , Kaan Okumuş , Nicolas Bähler

The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…

Information Theory · Computer Science 2012-09-21 Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

We consider the problem of signal estimation (denoising) from a statistical mechanical perspective, using a relationship between the minimum mean square error (MMSE), of estimating a signal, and the mutual information between this signal…

Information Theory · Computer Science 2016-11-17 Neri Merhav , Dongning Guo , Shlomo Shamai

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections, a problem relevant in compressed sensing, sparse superposition codes or code division multiple access just to cite few. There has…

Information Theory · Computer Science 2017-03-24 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala

We study filtering of multiscale dynamical systems with model error arising from unresolved smaller scale processes. The analysis assumes continuous-time noisy observations of all components of the slow variables alone. For a linear model…

Dynamical Systems · Mathematics 2014-12-03 Tyrus Berry , John Harlim

Using state-space representation, mobile object positioning problems can be described as dynamic systems, with the state representing the unknown location and the observations being the information gathered from the location sensors. For…

Systems and Control · Computer Science 2015-06-26 Leila Pishdad , Fabrice Labeau

The problem of parameter estimation by the observations of the two-state telegraph process in the presence of white Gaussian noise is considered. The properties of estimator of the method of moments are described in the asymptotics of large…

Statistics Theory · Mathematics 2015-09-10 Rafail Khasminskii , Yury Kutoyants

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

We take an information theoretic perspective on a classical sparse-sampling noisy linear model and present an analytical expression for the mutual information, which plays central role in a variety of communications/processing problems.…

Information Theory · Computer Science 2014-03-25 Wasim Huleihel , Neri Merhav , Shlomo Shamai

Image noise can often be accurately fitted to a Poisson-Gaussian distribution. However, estimating the distribution parameters from a noisy image only is a challenging task. Here, we study the case when paired noisy and noise-free samples…

Computer Vision and Pattern Recognition · Computer Science 2022-12-29 Nicolas Bähler , Majed El Helou , Étienne Objois , Kaan Okumuş , Sabine Süsstrunk