Related papers: Relaxation-based schemes for on-the-fly parameter …
This paper presents a two-stage online algorithm for recovery of low-rank parameter matrix in non-stationary stochastic systems. The first stage applies the recursive least squares (RLS) estimator combined with its singular value…
Measurements acquired from distributed physical systems are often sparse and noisy. Therefore, signal processing and system identification tools are required to mitigate noise effects and reconstruct unobserved dynamics from limited sensor…
Reconstructing the equation of motion and thus the network topology of a system from time series is a very important problem. Although many powerful methods have been developed, it remains a great challenge to deal with systems in high…
The recursive least-squares (RLS) algorithm has well-documented merits for reducing complexity and storage requirements, when it comes to online estimation of stationary signals as well as for tracking slowly-varying nonstationary…
The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…
A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…
We develop reduced, stochastic models for high dimensional, dissipative dynamical systems that relax very slowly to equilibrium and can encode long term memory. We present a variety of empirical and first principles approaches for model…
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…
Recursive least squares (RLS) algorithms were once widely used for training small-scale neural networks, due to their fast convergence. However, previous RLS algorithms are unsuitable for training deep neural networks (DNNs), since they…
Data assimilation techniques are widely used to predict complex dynamical systems with uncertainties, based on time-series observation data. Error covariance matrices modelling is an important element in data assimilation algorithms which…
We develop a recursive total least-squares (RTLS) algorithm for errors-in-variables system identification utilizing the inverse power method and the dichotomous coordinate-descent (DCD) iterations. The proposed algorithm, called DCD-RTLS,…
Obtaining accurate high-resolution representations of model outputs is essential to describe the system dynamics. In general, however, only spatially- and temporally-coarse observations of the system states are available. These observations…
We review an algorithm developed for parameter estimation within the Continuous Data Assimilation (CDA) approach. We present an alternative derivation for the algorithm presented in a paper by Carlson, Hudson, and Larios (CHL, 2021). This…
The dichotomous coordinate descent (DCD) algorithm has been successfully used for significant reduction in the complexity of recursive least squares (RLS) algorithms. In this work, we generalize the application of the DCD algorithm to RLS…
This paper investigates the optimality analysis of the recursive least-squares (RLS) algorithm for autoregressive systems with exogenous inputs (ARX systems). A key challenge in analyzing is managing the potential unboundedness of the…
Motivated by nonconvex, inconsistent feasibility problems in imaging, the relaxed alternating averaged reflections algorithm, or relaxed Douglas-Rachford algorithm (DR$\lambda$), was first proposed over a decade ago. Convergence results for…
Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…
Data assimilation (DA) is integrated with machine learning in order to perform entirely data-driven online state estimation. To achieve this, recurrent neural networks (RNNs) are implemented as surrogate models to replace key components of…
Local reconstruction analysis (LRA) is a powerful and flexible technique to study images reconstructed from discrete generalized Radon transform (GRT) data, $g=\mathcal R f$. The main idea of LRA is to obtain a simple formula to accurately…
Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…