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In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…
Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…
Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters - show performance degradation when applied to nonlinear systems whose uncertainty follows…
This manuscript details and extends the SIMBa toolbox (System Identification Methods leveraging Backpropagation) presented in previous work, which uses well-established Machine Learning tools for discrete-time linear multi-step-ahead…
This paper describes some new results on recursive l_1-minimizing by Kalman filtering. We consider the l_1-norm as an explicit constraint, formulated as a nonlinear observation of the state to be estimated. Interpretiing a sparse vector to…
In this article, we introduce decentralized Kalman filters for linear quadratic deep structured teams. The agents in deep structured teams are coupled in dynamics, costs and measurements through a set of linear regressions of the states and…
The kernel-based method has been successfully applied in linear system identification using stable kernel designs. From a Gaussian process perspective, it automatically provides probabilistic error bounds for the identified models from the…
A popular technique used to obtain linear representations of nonlinear systems is the so-called Koopman approach, where the nonlinear dynamics are lifted to a (possibly infinite dimensional) linear space through nonlinear functions called…
This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…
The unscented Kalman filter is a nonlinear estimation algorithm commonly used in navigation applications. The prediction of the mean and covariance matrix is crucial to the stable behavior of the filter. This prediction is done by…
Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…
The problem of stationary robust L_infinity-induced deconvolution filtering for the uncertain continuous-time linear stochastic systems is addressed. The state space model of the system contains state- and input-dependent noise and…
The paper addresses parametric inequality systems described by polynomial functions in finite dimensions, where state-dependent infinite parameter sets are given by finitely many polynomial inequalities and equalities. Such systems can be…
We consider optimal signalling and control of discrete-time nonlinear partially observable stochastic systems in state space form. In the first part of the paper, we characterize the operational {\it control-coding capacity}, $C_{FB}$ in…
In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…
Simultaneous localization and mapping (SLAM) based on laser sensors has been widely adopted by mobile robots and autonomous vehicles. These SLAM systems are required to support accurate localization with limited computational resources. In…
Recent years have witnessed a booming interest in data-driven control of dynamical systems. However, the implicit data-driven output predictors are vulnerable to uncertainty such as process disturbance and measurement noise, causing…
Discovering a suitable neural network architecture for modeling complex dynamical systems poses a formidable challenge, often involving extensive trial and error and navigation through a high-dimensional hyper-parameter space. In this…
In many computational tasks and dynamical systems, asynchrony and randomization are naturally present and have been considered as ways to increase the speed and reduce the cost of computation while compromising the accuracy and convergence…
This chapter reviews the fundamentals of continuous and discrete Linear Time-Invariant (LTI) systems with Single Input-Single Output (SISO). We start from the general notions of signals and systems, the signal representation problem and the…