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Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. Classical solutions such that Kalman filter and Particle filter are introduced in this report. Gaussian processes have been introduced as…

Information Theory · Computer Science 2010-11-04 Mr. Chong Han , Dr. Ido Nevat , Dr. Gareth Peters , Prof. Jinhong Yuan

We propose a framework for inversion-based estimation of certain categories of faults in discrete-time linear systems. The fault signal, as an unknown input, is reconstructed from its projections onto two subspaces. One projection is…

Systems and Control · Computer Science 2019-02-26 Esmaeil Naderi , Khashayar Khorasani

In the modern world, we are permanently using, leveraging, interacting with, and relying upon systems of ever higher sophistication, ranging from our cars, recommender systems in e-commerce, and networks when we go online, to integrated…

Artificial Intelligence · Computer Science 2023-06-23 Patrick Rodler

Identifying a causal model of an IT system is fundamental to many branches of systems engineering and operation. Such a model can be used to predict the effects of control actions, optimize operations, diagnose failures, detect intrusions,…

Machine Learning · Computer Science 2025-09-09 Kim Hammar , Rolf Stadler

Inferring adverse events (AEs) of medical products from Spontaneous Reporting Systems (SRS) databases is a core challenge in contemporary pharmacovigilance. Bayesian methods for pharmacovigilance are attractive for their rigorous ability to…

Methodology · Statistics 2025-02-17 Yihao Tan , Marianthi Markatou , Saptarshi Chakraborty

Commercial high-voltage circuit breaker (CB) condition monitoring systems rely on directly observable physical parameters such as gas filling pressure with pre-defined thresholds. While these parameters are crucial, they only cover a small…

Machine Learning · Computer Science 2025-07-28 Chi-Ching Hsu , Gaëtan Frusque , Florent Forest , Felipe Macedo , Christian M. Franck , Olga Fink

Bayesian model selection provides a powerful and mathematically transparent framework to tackle hypothesis testing, such as detection tests of gravitational waves emitted during the coalescence of binary systems using ground-based laser…

General Relativity and Quantum Cosmology · Physics 2009-11-13 John Veitch , Alberto Vecchio

Massive machine-type communications (mMTC) are fundamental to the Internet of Things (IoT) framework in future wireless networks, involving the connection of a vast number of devices with sporadic transmission patterns. Traditional device…

Signal Processing · Electrical Eng. & Systems 2025-10-22 Xinjue Wang , Esa Ollila , Sergiy A. Vorobyov

In this work, we define a practical identifiability criterion, (e, q)-identifiability, based on a parameter e, reflecting the noise in observed variables, and a parameter q, reflecting the mean-square error of the parameter estimator. This…

Methodology · Statistics 2026-03-13 Nora Heitzman-Breen , Vanja Dukic , David M. Bortz

We develop a method for reconstructing regulatory interconnection networks between variables evolving according to a linear dynamical system. The work is motivated by the problem of gene regulatory network inference, that is, finding causal…

Methodology · Statistics 2018-02-19 Atte Aalto , Jorge Goncalves

Inspired by recent progress in machine learning, a data-driven fault diagnosis and isolation (FDI) scheme is explicitly developed for failure in the fuel supply system and sensor measurements of the laboratory gas turbine system. A passive…

Machine Learning · Computer Science 2021-10-20 Richa Singh

We introduce a Bayesian system identification (SysID) framework for jointly estimating robot's state trajectories and physical parameters with high accuracy. It embeds physically consistent inverse dynamics, contact and loop-closure…

Robotics · Computer Science 2026-02-19 Sergi Martinez , Steve Tonneau , Carlos Mastalli

This paper develops a fault detection and identification (FDI) method for nonlinear control-affine systems under simultaneous actuator and sensor faults. We adopt a geometric approach to study the isolability of faults in the sense of the…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Mahdi Taheri , Haeyoon Han , Soon-Jo Chung , Fred Y. Hadaegh

This work considers methods for imposing sparsity in Bayesian regression with applications in nonlinear system identification. We first review automatic relevance determination (ARD) and analytically demonstrate the need to additional…

Machine Learning · Statistics 2021-02-24 Samuel H. Rudy , Themistoklis P. Sapsis

We consider the problem of system identification of partially observed linear time-invariant (LTI) systems. Given input-output data, we provide non-asymptotic guarantees for identifying the system parameters under general heavy-tailed noise…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Vinay Kanakeri , Aritra Mitra

In this work, we propose explicit state-space based fault detection, isolation and estimation filters that are data-driven and are directly identified and constructed from only the system input-output (I/O) measurements and through…

Systems and Control · Computer Science 2016-10-20 Esmaeil Naderi , Khashayar Khorasani

Model fitting is possibly the most extended problem in science. Classical approaches include the use of least-squares fitting procedures and maximum likelihood methods to estimate the value of the parameters in the model. However, in recent…

Instrumentation and Methods for Astrophysics · Physics 2022-04-12 J. Lopez-Santiago , L. Martino , J. Miguez , M. A. Vazquez

Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexible methodology that provides accurate estimation across a…

Methodology · Statistics 2014-08-13 Wen-Hsi Yang , Scott H. Holan , Christopher K. Wikle

Data denoising is a persistent challenge across scientific and engineering domains. Real-world data is frequently corrupted by complex, non-linear noise, rendering traditional rule-based denoising methods inadequate. To overcome these…

Computer Vision and Pattern Recognition · Computer Science 2025-11-04 Chang Nie , Tianchen Deng , Zhe Liu , Hesheng Wang

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson
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