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This paper describes a state estimation approach for non-causal time-varying linear descriptor equations with uncertain parameters. The uncertainty in the state equation and in the measurements is supposed to admit a set-membership…

Optimization and Control · Mathematics 2010-03-16 Sergiy Zhuk

This paper is concerned with the partially observed linear system identification, where the goal is to obtain reasonably accurate estimation of the balanced truncation of the true system up to order $k$ from output measurements. We consider…

Optimization and Control · Mathematics 2025-09-05 Jihun Kim , Javad Lavaei

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

The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Kewei Fu , Han-Fu Chen , Wenxiao Zhao

Stochasticity plays a key role in many biological systems, necessitating the calibration of stochastic mathematical models to interpret associated data. For model parameters to be estimated reliably, it is typically the case that they must…

Fractional-order dynamical systems are used to describe processes that exhibit long-term memory with power-law dependence. Notable examples include complex neurophysiological signals such as electroencephalogram (EEG) and blood-oxygen-level…

Optimization and Control · Mathematics 2018-10-04 Sarthak Chatterjee , Sérgio Pequito

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

Methodology · Statistics 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu

In this paper an adaptive state observer and parameter identification algorithm for a linear time-varying system are developed under condition that the state matrix of the system contains unknown time-varying parameters of a known form. The…

Systems and Control · Electrical Eng. & Systems 2024-02-22 Olga Kozachek , Nikolay Nikolaev , Olga Slita , Alexey Bobtsov

The solution of systems of non-autonomous linear ordinary differential equations is crucial in a variety of applications, such us nuclear magnetic resonance spectroscopy. A new method with spectral accuracy has been recently introduced in…

Numerical Analysis · Mathematics 2022-10-14 Stefano Pozza , Niel Van Buggenhout

This paper proposes and studies a detection technique for adversarial scenarios (dubbed deterministic detection). This technique provides an alternative detection methodology in case the usual stochastic methods are not applicable: this can…

Machine Learning · Computer Science 2017-11-08 Kristiaan Pelckmans

This paper presents new methods for set-valued state estimation and active fault diagnosis of linear descriptor systems. The algorithms are based on constrained zonotopes, a generalization of zonotopes capable of describing strongly…

Systems and Control · Electrical Eng. & Systems 2023-04-11 Brenner S. Rego , Davide M. Raimondo , Guilherme V. Raffo

Problem of adaptive state observer synthesis for linear time-varying (LTV) system with unknown time-varying parameter and delayed output measurements is considered. State observation problem has attracted the attention of many researchers…

Dynamical Systems · Mathematics 2022-07-26 Alexey Bobtsov , Nikolay Nikolaev , Olga Slita , Olga Kozachek

Nonlinear (systems of) ordinary differential equations (ODEs) are common tools in the analysis of complex one-dimensional dynamic systems. In this paper we propose a smoothing approach regularized by a quasilinearized ODE-based penalty in…

Methodology · Statistics 2014-04-30 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

Quantile Partial Effect (QPE) is a statistic associated with conditional quantile regression, measuring the effect of covariates at different levels. Our theory demonstrates that when the QPE of cause on effect is assumed to lie in a finite…

Machine Learning · Computer Science 2026-04-07 Yikang Chen , Xingzhe Sun , Dehui Du

Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approximated in order to evaluate the model. The approximation…

Computation · Statistics 2024-09-16 Juho Timonen , Nikolas Siccha , Ben Bales , Harri Lähdesmäki , Aki Vehtari

This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Alexandre Kircher , Laurent Bako , Eric Blanco , Mohamed Benallouch

New estimators for the mean and the covariance function for partially observed functional data are proposed using a detour via the fundamental theorem of calculus. The new estimators allow for a consistent estimation of the mean and…

Methodology · Statistics 2018-08-01 Dominik Liebl , Stefan Rameseder

We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…

Methodology · Statistics 2024-03-28 Christoph Schultheiss , Peter Bühlmann

Causal inference from observational datasets often relies on measuring and adjusting for covariates. In practice, measurements of the covariates can often be noisy and/or biased, or only measurements of their proxies may be available.…

Machine Learning · Computer Science 2022-02-23 Wenshuo Guo , Mingzhang Yin , Yixin Wang , Michael I. Jordan

Causal discovery for purely observational, categorical data is a long-standing challenging problem. Unlike continuous data, the vast majority of existing methods for categorical data focus on inferring the Markov equivalence class only,…

Methodology · Statistics 2022-12-20 Yang Ni , Bani Mallick
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