相关论文: Steady-state performance of non-negative least-mea…

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

In this paper we present a generic framework for the asymptotic performance analysis of subspace-based parameter estimation schemes. It is based on earlier results on an explicit first-order expansion of the estimation error in the signal…

Least mean square (LMS) type adaptive algorithms have attracted much attention due to their low computational complexity. In the scenarios of sparse channel estimation, zero-attracting LMS (ZA-LMS), reweighted ZA-LMS (RZA-LMS) and…

We develop new efficient online algorithms for detecting transient sparse signals in TEM video sequences, by adopting the recently developed framework for sequential detection jointly with online convex optimization [1]. We cast the problem…

Distribution system state estimation (DSSE) plays a crucial role in the real-time monitoring, control, and operation of distribution networks. Besides intensive computational requirements, conventional DSSE methods need high-quality…

In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…

Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…

In this letter, we note that the denoising performance of Non-Local Means (NLM) at large noise levels can be improved by replacing the mean by the Euclidean median. We call this new denoising algorithm the Non-Local Euclidean Medians…

The Non-Markovian Stochastic Schrodinger Equation (NMSSE) offers a promising approach for open quantum simulations, especially in large systems, owing to its low scaling complexity and suitability for parallel computing. However, its…

Invariable step size based least-mean-square error (ISS-LMS) was considered as a very simple adaptive filtering algorithm and hence it has been widely utilized in many applications, such as adaptive channel estimation. It is well known that…

State-space models are ubiquitous in the statistical literature since they provide a flexible and interpretable framework for analyzing many time series. In most practical applications, the state-space model is specified through a…

State-of-the-art neural network language models (NNLMs) represented by long short term memory recurrent neural networks (LSTM-RNNs) and Transformers are becoming highly complex. They are prone to overfitting and poor generalization when…

In real-time applications the characteristics and properties of a signal vary inconsistently. So, to maintain the integrity of such signals there is a need for effective adaptive filters. The conventional Least Mean Squared(LMS) algorithm…

The two-level normal hierarchical model (NHM) has played a critical role in the theory of small area estimation (SAE), one of the growing areas in statistics with numerous applications in different disciplines. In this paper, we address…

Resilience engineering studies the ability of a system to survive and recover from disruptive events, which finds applications in several domains. Most studies emphasize resilience metrics to quantify system performance, whereas recent…

The total least squares~(TLS) method is widely used in data-fitting. Compared with the least squares fitting method, the TLS fitting takes into account not only observation errors, but also errors from the measurement matrix of the…

In this study, an efficient stochastic gradient-free method, the ensemble neural networks (ENN), is developed. In the ENN, the optimization process relies on covariance matrices rather than derivatives. The covariance matrices are…

This paper proposes a new leaky least mean square (leaky LMS, LLMS) algorithm in which a norm penalty is introduced to force the solution to be sparse in the application of system identification. The leaky LMS algorithm is derived because…

We consider the problem of inference in a linear regression model in which the relative ordering of the input features and output labels is not known. Such datasets naturally arise from experiments in which the samples are shuffled or…

We consider the problem of least squares parameter estimation from single-trajectory data for discrete-time, unstable, closed-loop nonlinear stochastic systems, with linearly parameterised uncertainty. Assuming a region of the state space…