One-bit quantization has garnered significant attention in recent years for various signal processing and communication applications. Estimating model parameters from one bit quantized data can be challenging, particularly when the quantization process is explicitly accounted for in the estimator. In many cases, the estimator disregards quantization effects, leading to model misspecification. Consequently, estimation errors arise from both quantization and misspecification. Traditional performance bounds, such as the Cramer-Rao bound (CRB), fail to capture the impact of misspecification on estimation performance. To address this limitation, we derive the misspecified CRB (MCRB) for parameter estimation in a quantized data model consisting of a signal component in additive Gaussian noise. We apply this bound to direction-of-arrival estimation using quantized measurements from a sensor array and to frequency estimation with oversampled quantized data. The simulations show that the MCRB is asymptotically achieved by the mean-squared-error of the misspecified maximum-likelihood estimator. Our results demonstrate that, unlike in finely quantized scenarios, oversampling can significantly enhance the estimation performance in the presence of misspecified one-bit quantized measurements.
Accurate target parameter estimation of range, velocity, and angle is essential for vehicle safety in advanced driver assistance systems (ADAS) and autonomous vehicles. To enable spectrum sharing, ADAS may employ integrated sensing and communications (ISAC). This paper examines a dual-deconvolution automotive ISAC scenario where the radar waveform is known but the propagation channel is not, while in the communications domain, the channel is known but the transmitted message is not. Conventional maximum likelihood (ML) estimation for automotive target parameters is computationally demanding. To address this, we propose a low-complexity approach using the controlled loosening-up (CLuP) algorithm, which employs iterative refinement for efficient separation and estimation of radar targets. We achieve this through a nuclear norm restriction that stabilizes the problem. Numerical experiments demonstrate the robustness of this approach under high-mobility and noisy automotive environments, highlighting CLuP's potential as a scalable, real-time solution for ISAC in future vehicular networks.
This paper presents a novel physical parameter estimation framework for on-site model characterization, using a two-phase modelling strategy with Physics-Informed Neural Networks (PINNs) and transfer learning (TL). In the first phase, a PINN is trained using only the physical principles of the single particle model (SPM) equations. In the second phase, the majority of the PINN parameters are frozen, while critical electrochemical parameters are set as trainable and adjusted using real-world voltage profile data. The proposed approach significantly reduces computational costs, making it suitable for real-time implementation on Battery Management Systems (BMS). Additionally, as the initial phase does not require field data, the model is easy to deploy with minimal setup requirements. With the proposed methodology, we have been able to effectively estimate relevant electrochemical parameters with operating data. This has been proved estimating diffusivities and active material volume fractions with charge data in different degradation conditions. The methodology is experimentally validated in a Raspberry Pi device using data from a standard charge profile with a 3.89\% relative accuracy estimating the active material volume fractions of a NMC cell with 82.09\% of its nominal capacity.
We introduce squared families, which are families of probability densities obtained by squaring a linear transformation of a statistic. Squared families are singular, however their singularity can easily be handled so that they form regular models. After handling the singularity, squared families possess many convenient properties. Their Fisher information is a conformal transformation of the Hessian metric induced from a Bregman generator. The Bregman generator is the normalising constant, and yields a statistical divergence on the family. The normalising constant admits a helpful parameter-integral factorisation, meaning that only one parameter-independent integral needs to be computed for all normalising constants in the family, unlike in exponential families. Finally, the squared family kernel is the only integral that needs to be computed for the Fisher information, statistical divergence and normalising constant. We then describe how squared families are special in the broader class of $g$-families, which are obtained by applying a sufficiently regular function $g$ to a linear transformation of a statistic. After removing special singularities, positively homogeneous families and exponential families are the only $g$-families for which the Fisher information is a conformal transformation of the Hessian metric, where the generator depends on the parameter only through the normalising constant. Even-order monomial families also admit parameter-integral factorisations, unlike exponential families. We study parameter estimation and density estimation in squared families, in the well-specified and misspecified settings. We use a universal approximation property to show that squared families can learn sufficiently well-behaved target densities at a rate of $\mathcal{O}(N^{-1/2})+C n^{-1/4}$, where $N$ is the number of datapoints, $n$ is the number of parameters, and $C$ is some constant.
In recent years, there has been a growing interest in data-driven approaches in physics, such as extended dynamic mode decomposition (EDMD). The EDMD algorithm focuses on nonlinear time-evolution systems, and the constructed Koopman matrix yields the next-time prediction with only linear matrix-product operations. Note that data-driven approaches generally require a large dataset. However, assume that one has some prior knowledge, even if it may be ambiguous. Then, one could achieve sufficient learning from only a small dataset by taking advantage of the prior knowledge. This paper yields methods for incorporating ambiguous prior knowledge into the EDMD algorithm. The ambiguous prior knowledge in this paper corresponds to the underlying time-evolution equations with unknown parameters. First, we apply the proposed method to forward problems, i.e., prediction tasks. Second, we propose a scheme to apply the proposed method to inverse problems, i.e., parameter estimation tasks. We demonstrate the learning with only a small dataset using guiding examples, i.e., the Duffing and the van der Pol systems.
Integrated sensing and communication (ISAC) is envisioned be to one of the paradigms upon which next-generation mobile networks will be built, extending localization and tracking capabilities, as well as giving birth to environment-aware wireless access. A key aspect of sensing integration is parameter estimation, which involves extracting information about the surrounding environment, such as the direction, distance, and velocity of various objects within. This is typically of a high-dimensional nature, which leads to significant computational complexity, if performed jointly across multiple sensing dimensions, such as space, frequency, and time. Additionally, due to the incorporation of sensing on top of the data transmission, the time window available for sensing is likely to be short, resulting in an estimation problem where only a single snapshot is accessible. In this work, we propose PLAIN, a tensor-based estimation architecture that flexibly scales with multiple sensing dimensions and can handle high dimensionality, limited measurement time, and super-resolution requirements. It consists of three stages: a compression stage, where the high dimensional input is converted into lower dimensionality, without sacrificing resolution; a decoupled estimation stage, where the parameters across the different dimensions are estimated in parallel with low complexity; an input-based fusion stage, where the decoupled parameters are fused together to form a paired multidimensional estimate. We investigate the performance of the architecture for different configurations and compare it against practical sequential and joint estimation baselines, as well as theoretical bounds. Our results show that PLAIN, using tools from tensor algebra, subspace-based processing, and compressed sensing, can scale flexibly with dimensionality, while operating with low complexity and maintaining super-resolution.
Uncalibrated instrument transformers (ITs) can degrade the performance of downstream applications that rely on the voltage and current measurements that ITs provide. It is also well-known that phasor measurement unit (PMU)-based system-wide IT calibration and line parameter estimation (LPE) are interdependent problems. In this paper, we present a statistical framework for solving the simultaneous LPE and IT calibration (SLIC) problem using synchrophasor data. The proposed approach not only avoids the need for a perfect IT by judiciously placing a revenue quality meter (which is an expensive but non-perfect IT), but also accounts for the variations typically occurring in the line parameters. The results obtained using the IEEE 118-bus system as well as actual power system data demonstrate the high accuracy, robustness, and practical utility of the proposed approach.
This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation framework, which employs a multi-time scale stochastic approximation algorithm. This approach effectively addresses the ratio bias that arises in both maximum likelihood estimation and posterior density estimation problems. The proposed algorithm enhances estimation accuracy and significantly reduces computational costs, as demonstrated through extensive numerical experiments. Our work extends the GSPE framework to handle complex models such as hidden Markov models and variational inference-based problems, offering a robust solution for parameter estimation in challenging stochastic environments.
Phenomenological models are highly effective tools for forecasting disease dynamics using real world data, particularly in scenarios where detailed knowledge of disease mechanisms is limited. However, their reliability depends on the model parameters' structural and practical identifiability. In this study, we systematically analyze the identifiability of six commonly used growth models in epidemiology:the generalized growth model, the generalized logistic model, the Richards model, the generalized Richards model, the Gompertz model, and a modified SEIR model with inhomogeneous mixing. To address challenges posed by non-integer power exponents in these models, we reformulate them by introducing additional state variables. This enables rigorous structural identifiability analysis using the StructuralIdentifiability.jl package in JULIA. We validate the structural identifiability results by performing parameter estimation and forecasting using the GrowthPredict MATLAB toolbox. This toolbox is designed to fit and forecast time series trajectories based on phenomenological growth models. We applied it to three epidemiological datasets: weekly incidence data for monkeypox, COVID 19, and Ebola. Additionally, we assess practical identifiability through Monte Carlo simulations to evaluate parameter estimation robustness under varying levels of observational noise. Our results confirm that all six models are structurally identifiable under the proposed reformulation. Furthermore, practical identifiability analyses demonstrate that parameter estimates remain robust across different noise levels, though sensitivity varies by model and dataset. These findings provide critical insights into the strengths and limitations of phenomenological models to characterize epidemic trajectories, emphasizing their adaptability to real world challenges and their role in informing public health interventions.
Intravoxel incoherent motion (IVIM) is a diffusion-weighted magnetic resonance imaging (MRI) method that may be applied to the placenta to help diagnose abnormal pregnancies. IVIM requires prolonged scan times, followed by a model-based estimation procedure. Maternal or fetal motion during the scan affects the accuracy of this estimation. In this work, we proposed to address this challenging motion correction and data fitting problem by using additional anatomical information that is routinely collected at the beginning of the examination. Super-resolution reconstruction (SRR) was applied to these anatomical data, to provide a patient-specific, 3D isotropic, anatomic reference. Our first contribution is a novel framework with a two-step motion correction that uses both IVIM and the SRR anatomic data, accounting for both intra- and inter-scan, non-rigid motion. Our second contribution is an automation and acceleration of the IVIM data fitting, using a state-of-the-art Bayesian-type algorithm, modified with a preconditioned Crank-Nicholson (pCN) sampling strategy. The accuracy of the IVIM parameter fitting was improved by the proposed motion correction strategy, as assessed by the mean absolute fitting error in the region of interest, which was 4.14 before and 3.02 after correction (arbitrary units of signal intensity). The novel sampling strategy accelerated parameter estimation by 39% in average, with the same accuracy as that of the conventional Bayesian approach. In conclusion, the proposed method may be applied to obtain fast and reliable IVIM parameter estimates in challenging scenarios such as prenatal MRI.
This paper presents an active model-based FTC (fault-tolerant control) method for the dynamic positioning of a class of underwater vehicles with thruster redundancy. Compared to the widely used state and parameter estimation methods, this proposed scheme directly utilizes the vehicle's motion control error (MCE) to construct a residual for detecting thruster faults and failures in the steady state of the control system. In the case of thruster fault identification, the most difficult aspect is that the actual control input with thruster faults is unknown. However, through a detailed and precise analyses of MCE variation trends in the case of thruster faults, highly useful information about this unknown control input can be extracted. This characteristic also serves as the foundation for the novel scheme proposed in this paper. As for control reconfiguration, it is straightforward since the thrust losses can be directly estimated as a result of the identification process. Numerical studies with the real world vehicle model are also carried out to demonstrate the effectiveness of the proposed method.
This paper proposes a novel robust adaptive model predictive controller for on-orbit dislodging. We consider the scenario where a servicer, equipped with a robot arm, must dislodge a client, a time-varying system composed of an underpowered jammed solar panel with a hybrid hinge system on a space station. Our approach leverages online set-membership identification to reduce the uncertainty to provide robust safety guarantees during dislodging despite bounded disturbances while balancing exploration and exploitation effectively in the parameter space. The feasibility of the developed robust adaptive MPC method is also examined through dislodging simulations and hardware experiments in zero-gravity and gravity environments, respectively. In addition, the advantages of our method are shown through comparison experiments with several state-of-the-art control schemes for both accuracy of parameter estimation and control performance.
Automatic non-cooperative analysis of intercepted radar signals is essential for intelligent equipment in both military and civilian domains. Accurate modulation identification and parameter estimation enable effective signal classification, threat assessment, and the development of countermeasures. In this paper, we propose a symbolic approach for radar signal recognition and parameter estimation based on a vision-language model that combines context-free grammar with time-frequency representation of radar waveforms. The proposed model, called Sig2text, leverages the power of vision transformers for time-frequency feature extraction and transformer-based decoders for symbolic parsing of radar waveforms. By treating radar signal recognition as a parsing problem, Sig2text can effectively recognize and parse radar waveforms with different modulation types and parameters. We evaluate the performance of Sig2text on a synthetic radar signal dataset and demonstrate its effectiveness in recognizing and parsing radar waveforms with varying modulation types and parameters. The training code of the model is available at https://github.com/Na-choneko/sig2text.
In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this study, we propose a novel functional output regression model based on kernel methods. Unlike conventional approaches that independently train regressors with scalar outputs for each measurement point of the output function, our method leverages the covariance structure within the function values, akin to multitask learning, leading to enhanced learning efficiency and improved prediction accuracy. Compared with existing nonlinear function-on-scalar models in statistical functional data analysis, our model effectively handles high-dimensional nonlinearity while maintaining a simple model structure. Furthermore, the fully kernel-based formulation allows the model to be expressed within the framework of reproducing kernel Hilbert space (RKHS), providing an analytic form for parameter estimation and a solid foundation for further theoretical analysis. The proposed model delivers a functional output predictive distribution derived analytically from a Bayesian perspective, enabling the quantification of uncertainty in the predicted function. We demonstrate the model's enhanced prediction performance through experiments on artificial datasets and density of states prediction tasks in materials science.
Change point detection has become an important part of the analysis of the single-particle tracking data, as it allows one to identify moments, in which the motion patterns of observed particles undergo significant changes. The segmentation of diffusive trajectories based on those moments may provide insight into various phenomena in soft condensed matter and biological physics. In this paper, we propose CINNAMON, a hybrid approach to classifying single-particle tracking trajectories, detecting change points within them, and estimating diffusion parameters in the segments between the change points. Our method is based on a combination of neural networks, feature-based machine learning, and statistical techniques. It has been benchmarked in the second Anomalous Diffusion Challenge. The method offers a high level of interpretability due to its analytical and feature-based components. A potential use of features from topological data analysis is also discussed.
Simulation-based Bayesian inference (SBI) methods are widely used for parameter estimation in complex models where evaluating the likelihood is challenging but generating simulations is relatively straightforward. However, these methods commonly assume that the simulation model accurately reflects the true data-generating process, an assumption that is frequently violated in realistic scenarios. In this paper, we focus on the challenges faced by SBI methods under model misspecification. We consolidate recent research aimed at mitigating the effects of misspecification, highlighting three key strategies: i) robust summary statistics, ii) generalised Bayesian inference, and iii) error modelling and adjustment parameters. To illustrate both the vulnerabilities of popular SBI methods and the effectiveness of misspecification-robust alternatives, we present empirical results on an illustrative example.
We propose an sparse Bayesian learning (SBL)-based method that leverages group sparsity and multiple parameterized dictionaries to detect the relevant dictionary entries and estimate their continuous parameters by combining data from multiple independent sensors. In a MIMO multi-radar setup, we demonstrate its effectiveness in jointly detecting and localizing multiple objects, while also emphasizing its broader applicability to various signal processing tasks. A key benefit of the proposed SBL-based method is its ability to resolve correlated dictionary entries-such as closely spaced objects-resulting in uncorrelated estimates that improve subsequent estimation stages. Through numerical simulations, we show that our method outperforms the newtonized orthogonal matching pursuit (NOMP) algorithm when two objects cross paths using a single radar. Furthermore, we illustrate how fusing measurements from multiple independent radars leads to enhanced detection and localization performance
Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimators often perform better than the maximum likelihood estimator in terms of minimizing mean squared error (MSE). However, regularized estimators often require hyper-parameter estimation. This paper focuses on ridge regression and the regularized estimator by employing the empirical Bayes hyper-parameter estimator. We utilize the excess MSE to quantify the MSE difference between the empirical-Bayes-based regularized estimator and the maximum likelihood estimator for large sample sizes. We then exploit the excess MSE expressions to develop both a family of generalized Bayes estimators and a family of closed-form biased estimators. They have the same excess MSE as the empirical-Bayes-based regularized estimator but eliminate the need for hyper-parameter estimation. Moreover, we conduct numerical simulations to show that the performance of these new estimators is comparable to the empirical-Bayes-based regularized estimator, while computationally, they are more efficient.
We consider the identification of non-causal systems with random switching modes (NCSRSM), a class of models essential for describing typical power load management and department store inventory dynamics. The simultaneous identification of causal-andanticausal subsystems, along with the presence of random switching sequences, however, make the overall identification problem particularly challenging. To this end, we develop an expectation-maximization (EM) based system identification technique, where the E-step proposes a modified Kalman filter (KF) to estimate the states and switching sequences of causal-and-anticausal subsystems, while the M-step consists in a switching least-squares algorithm to estimate the parameters of individual subsystems. We establish the main convergence features of the proposed identification procedure, also providing bounds on the parameter estimation errors under mild conditions. Finally, the effectiveness of our identification method is validated through two numerical simulations.
We derive a finite-sample probabilistic bound on the parameter estimation error of a system identification algorithm for Linear Switched Systems. The algorithm estimates Markov parameters from a single trajectory and applies a variant of the Ho-Kalman algorithm to recover the system matrices. Our bound guarantees statistical consistency under the assumption that the true system exhibits quadratic stability. The proof leverages the theory of weakly dependent processes. To the best of our knowledge, this is the first finite-sample bound for this algorithm in the single-trajectory setting.