相关论文: Nonlinear Filtering with Optimal MTLL

Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…

This paper proposes a min-max design of noise-shaping delta-sigma modulators. We first characterize the all stabilizing loop-filters for a linearized modulator model. By this characterization, we formulate the design problem of lowpass,…

In this article we study optimization problems ruled by $\alpha$-fractional diffusion operators with volume constraints. By means of penalization techniques we prove existence of solutions. We also show that every solution is locally of…

This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…

The demand for faster protection algorithms is growing due to the increasingly faster dynamics in the system. The majority of existing algorithms require empirically selected set-points, which may reduce sensitivity to internal faults and…

The objective in stochastic filtering is to reconstruct information about an unobserved (random) process, called the signal process, given the current available observations of a certain noisy transformation of that process. Usually X and Y…

This paper describes several new algorithms for estimating the parameters of a periodic bandlimited signal from samples corrupted by jitter (timing noise) and additive noise. Both classical (non-random) and Bayesian formulations are…

We have developed a new methodology and a time-domain software package for the estimation of the oscillation frequency and the phase noise spectrum of non-linear noisy microwave circuits based on the direct integration of the system of…

The aim of this paper is to provide a comprehensive study of some linear nonlocal diffusion problems in metric measure spaces. These include, for example, open subsets in $\mathbb{R}^N$, graphs, manifolds, multi-structures or some fractal…

The performance of Neyman-Pearson detection of correlated stochastic signals using noisy observations is investigated via the error exponent for the miss probability with a fixed level. Using the state-space structure of the signal and…

Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…

This chapter considers the computational and statistical aspects of learning linear thresholds in presence of noise. When there is no noise, several algorithms exist that efficiently learn near-optimal linear thresholds using a small amount…

Noise is an important factor that influences the reliability of information acquisition, transmission, processing, and storage. In order to suppress the inevitable noise effects, a fault-tolerant information processing approach via quantum…

An important part of system modeling is determining parameter values, particularly for biomolecular systems, where direct measurements of individual parameters are typically hard. While Extended Kalman Filters have been used for this…

We look at a stochastic time-varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation. The algorithms are derived from the intuition that standard prediction and correction steps can be…

We address the problem of inferring descriptions of system behavior using Linear Temporal Logic (LTL) from a finite set of positive and negative examples. Most of the existing approaches for solving such a task rely on predefined templates…

Coherent ensembles of $N$ qubits present an advantage in quantum phase estimation over separable mixtures, but coherence decay due to classical phase diffusion reduces overall precision. In some contexts, the strength of diffusion may be…

This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…

This paper presents preliminary work on computing upper bounds on the estimation error covariance in the framework of the extended Kalman filter. The approach taken is using quadratic constraints to bound the dynamic nonlinearities and use…

The extraction of signals from noise is a common problem in all areas of science and engineering. A particularly useful version is that of forecasting: determining a causal filter that estimates a future value of a hidden process from past…