相关论文: Joint Maximum a Posteriori State Path and Paramete…

This paper describes a state estimation approach for non-causal time-varying linear descriptor equations with uncertain parameters. The uncertainty in the state equation and in the measurements is supposed to admit a set-membership…

We introduce a new analysis of an adaptive mixture method that combines outputs of two constituent filters running in parallel to model an unknown desired signal. This adaptive mixture is shown to achieve the mean square error (MSE)…

AC State Estimation (ACSE) is widely recognized as a practical approach for determining the grid states in steady-state conditions. It serves as a fundamental analysis to ensure grid security and is a reference for market dispatch. As grid…

This article investigates the least squares estimators (LSE) for the unknown parameters in stochastic differential equations (SDEs) that are affected by L\'evy noise, particularly when the sample paths are sparse. Specifically, given $n$…

We consider stochastic differential equations (SDEs) driven by small L\'evy noise with some unknown parameters, and propose a new type of least squares estimators based on discrete samples from the SDEs. To approximate the increments of a…

Stochastic version of alternating direction method of multiplier (ADMM) and its variants (linearized ADMM, gradient-based ADMM) plays a key role for modern large scale machine learning problems. One example is the regularized empirical risk…

We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. A novel a priori bound for the parameter error is proved and, based on this bound, an adaptive finite element method driven by an a…

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

This paper deals with the drift estimation in linear stochastic evolution equations (with emphasis on linear SPDEs) with additive fractional noise (with Hurst index ranging from 0 to 1) via least-squares procedure. Since the least-squares…

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Power systems are highly complex, large-scale engineering systems subject to many uncertainties, which makes accurate mathematical modeling challenging. This paper proposes a novel, centralized dynamic state estimator for power systems that…

This paper proposes a joint channel and data estimation (JCDE) algorithm for uplink multiuser extremely large-scale multiple-input-multiple-output (XL-MIMO) systems. The initial channel estimation is formulated as a sparse reconstruction…

We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which we observe multiple independent trajectories of the…

We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear, as it typically is in practical applications, an analytic…

Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…

Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

To study the nonlinear properties of complex natural phenomena, the evolution of the quantity of interest can be often represented by systems of coupled nonlinear stochastic differential equations (SDEs). These SDEs typically contain…

This paper considers maximum-a-posteriori (MAP) and linear discriminant based MAP detectors to detect changes in the mean and covariance of a stochastic input, driving specific network nodes, using noisy measurements from sensors…

In this paper, we consider stochastic versions of three classical growth models given by ordinary differential equations (ODEs). Indeed we use stochastic versions of Von Bertalanffy, Gompertz, and Logistic differential equations as models.…

We deal with parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) with a small dispersion parameter based on high frequency data which are observed in time and space. By using the thinned…