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We introduce an algorithm based on a method of snapshots for computing approximate balanced truncations for discrete-time, stable, linear time-periodic systems. By construction, this algorithm is applicable to very high-dimensional systems,…

Optimization and Control · Mathematics 2007-08-06 Zhanhua Ma , Clarence W. Rowley , Gilead Tadmor

This paper introduces a new conservative fusion method to exploit the correlated components within the estimation errors. Fusion is the process of combining multiple estimates of a given state to produce a new estimate with a smaller MSE.…

Signal Processing · Electrical Eng. & Systems 2024-03-07 Colin Cros , Pierre-Olivier Amblard , Christophe Prieur , Jean-François Da Rocha

Decentralized optimization methods enable on-device training of machine learning models without a central coordinator. In many scenarios communication between devices is energy demanding and time consuming and forms the bottleneck of the…

Optimization and Control · Mathematics 2020-11-04 Dmitry Kovalev , Anastasia Koloskova , Martin Jaggi , Peter Richtarik , Sebastian U. Stich

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein

We study weighted Tikhonov regularization for large-scale linear discrete ill-posed problems with random noise. Under a polynomial upper-bound assumption on the generalized eigenvalues of the discrete forward operator, we derive stochastic…

Numerical Analysis · Mathematics 2026-05-19 Duan-Peng Ling , Wenlong Zhang

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

This paper addresses distributed parameter estimation in stochastic dynamic systems with quantized measurements, constrained by quantized communication and Markovian switching directed topologies. To enable accurate recovery of the original…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Ying Wang , Jian Guo , Yanlong Zhao , Ji-feng Zhang

Wireless Sensor Networks (WSNs) enable a wealth of new applications where remote estimation is essential. Individual sensors simultaneously sense a dynamic process and transmit measured information over a shared channel to a central fusion…

Optimization and Control · Mathematics 2016-11-18 Yilin Mo , Emanuele Garone , Alessandro Casavola , Bruno Sinopoli

An important step in a multi-sensor surveillance system is to estimate sensor biases from their noisy asynchronous measurements. This estimation problem is computationally challenging due to the highly nonlinear transformation between the…

Information Theory · Computer Science 2018-05-21 Wenqiang Pu , Ya-Feng Liu , Junkun Yan , Hongwei Liu , Zhi-Quan Luo

An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…

Information Theory · Computer Science 2017-09-13 Arpan Chattopadhyay , Urbashi Mitra

The focus of this research is sensor applications including radar and sonar. Optimal sensing means achieving the best signal quality with the least time and energy cost, which allows processing more data. This paper presents novel work by…

Signal Processing · Electrical Eng. & Systems 2021-07-06 Abdulaziz M. Alqarni , Thomas G. Robertazzi

We present an alternating least squares type numerical optimization scheme to estimate conditionally-independent mixture models in $\mathbb{R}^n$, without parameterizing the distributions. Following the method of moments, we tackle an…

Numerical Analysis · Mathematics 2023-08-09 Yifan Zhang , Joe Kileel

The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the…

Machine Learning · Statistics 2017-04-26 Ashwin Pananjady , Martin J. Wainwright , Thomas A. Courtade

The problem of testing whether a signal lies within a given subspace, also named matched subspace detection, has been well studied when the signal is represented as a vector. However, the matched subspace detection methods based on vectors…

Numerical Analysis · Computer Science 2018-04-24 Cuiping Li , Xiao-Yang Liu , Yue Sun

We propose a novel way of assessing and fusing noisy dynamic data using a Tsetlin Machine. Our approach consists in monitoring how explanations in form of logical clauses that a TM learns changes with possible noise in dynamic data. This…

Artificial Intelligence · Computer Science 2023-10-27 Rupsa Saha , Vladimir I. Zadorozhny , Ole-Christoffer Granmo

The sequential analysis of the problem of joint signal detection and signal-to-noise ratio (SNR) estimation for a linear Gaussian observation model is considered. The problem is posed as an optimization setup where the goal is to minimize…

Information Theory · Computer Science 2017-01-20 M. Fauß , K. G. Nagananda , A. M. Zoubir , H. V. Poor

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

This paper addresses the problem of estimating multiplicative fault signals in linear time-invariant systems by processing its input and output variables, as well as designing an input signal to maximize the accuracy of such estimates. The…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Gabriel de Albuquerque Gleizer , Peyman Mohajerin Esfahani , Tamas Keviczky

Cooperative multi-monostatic sensing enables accurate positioning of passive targets by combining the sensed environment of multiple base stations (BS). In this work, we propose a novel fusion algorithm that optimally finds the weight to…

Signal Processing · Electrical Eng. & Systems 2024-08-30 Maximiliano Rivera Figueroa , Pradyumna Kumar Bishoyi , Marina Petrova

This paper considers the problem of distributed estimation in wireless sensor networks (WSN), which is anticipated to support a wide range of applications such as the environmental monitoring, weather forecasting, and location estimation.…

Signal Processing · Electrical Eng. & Systems 2023-10-26 Meng He , Ran Li , Chuan Huang , Shulong Zhang