相关论文: Error Analysis of Approximated PCRLBs for Nonlinea…

Neural networks hold great potential to act as approximate models of nonlinear dynamical systems, with the resulting neural approximations enabling verification and control of such systems. However, in safety-critical contexts, the use of…

This paper aims to accelerate the test-time computation of deep convolutional neural networks (CNNs). Unlike existing methods that are designed for approximating linear filters or linear responses, our method takes the nonlinear units into…

Precision measurement has been an important research area in sensing and metrology. In classical physics, the Fisher information determines the maximum extractable information from statistically unknown signals, based on a joint probability…

This paper addresses the real-time state estimation problem for dynamic systems while protecting exogenous inputs against adversaries, who may be honest-but-curious third parties or external eavesdroppers. The Cram\'er-Rao lower bound…

We address the feasibility of a GNSS-R code-altimetry space mission and more specifically a dominant term of its error budget: the reflected-signal range precision. This is the RMS error on the reflected-signal delay, as estimated by…

Accurate modeling of power flow behavior is essential for a wide range of power system applications, yet the nonlinear and nonconvex structure of the underlying equations often limits their direct use in large-scale optimization problems.…

We consider a novel and general approach to easily compute the Cram\'er-Rao Lower Bounds (CRLBs) of rigid body localization (RBL) problem using arbitrary types of information. To that end, we adopt an information-centric construction of the…

In this paper, the Cramer Rao bound (CRB) for range estimation between two underwater nodes is calculated under a Gaussian noise assumption on the measurements. The nodes can measure their depths, their mutual time of flight, and they have…

A Cramer-Rao bound (CRB) for semi-blind channel estimators in redundant block transmission systems is derived. The derived CRB is valid for any system adopting a full-rank linear redundant precoder, including the popular cyclic-prefixed…

The classic, two-component, crust-superfluid model of a neutron star can be formulated as a noise-driven, linear dynamical system, in which the angular velocities of the crust and superfluid are tracked using a Kalman filter applied to…

In many estimation theory and statistical analysis problems, the true data model is unknown, or partially unknown. To describe the model generating the data, parameterized models of some degree are used. A question that arises is which…

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

We consider the problem of approximating a truncated Gaussian kernel using Fourier (trigonometric) functions. The computation-intensive bilateral filter can be expressed using fast convolutions by applying such an approximation to its range…

This paper develops a robust extended Kalman filter to estimate the rotor angles and the rotor speeds of synchronous generators of a multimachine power system. Using a batch-mode regression form, the filter processes together predicted…

Model reduction is a powerful tool in dealing with numerical simulation of large scale dynamic systems for studying complex physical systems. Two major types of model reduction methods for linear time-invariant dynamic systems are Krylov…

This article introduces a new algorithm for nonlinear state estimation based on deterministic sigma point and EKF linearized framework for priori mean and covariance respectively. This method reduces the computation cost of UKF about 50%…

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…

We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…

This paper presents a Cramer-Rao lower bound (CRLB) on the variance of unbiased estimates of factor matrices in Canonical Polyadic (CP) or CANDECOMP/PARAFAC (CP) decompositions of a tensor from noisy observations, (i.e., the tensor plus a…