TDE, DOA and related parameter estimation problems in impulsive noise

Author(s):  
A. Swami ◽  
B. Sadler
2016 ◽  
Vol 26 (4) ◽  
pp. 803-813 ◽  
Author(s):  
Carine Jauberthie ◽  
Louise Travé-MassuyèEs ◽  
Nathalie Verdière

Abstract Identifiability guarantees that the mathematical model of a dynamic system is well defined in the sense that it maps unambiguously its parameters to the output trajectories. This paper casts identifiability in a set-membership (SM) framework and relates recently introduced properties, namely, SM-identifiability, μ-SM-identifiability, and ε-SM-identifiability, to the properties of parameter estimation problems. Soundness and ε-consistency are proposed to characterize these problems and the solution returned by the algorithm used to solve them. This paper also contributes by carefully motivating and comparing SM-identifiability, μ-SM-identifiability and ε-SM-identifiability with related properties found in the literature, and by providing a method based on differential algebra to check these properties.


Author(s):  
Pileun Kim ◽  
Jonathan Rogers ◽  
Jie Sun ◽  
Erik Bollt

Parameter estimation is an important topic in the field of system identification. This paper explores the role of a new information theory measure of data dependency in parameter estimation problems. Causation entropy is a recently proposed information-theoretic measure of influence between components of multivariate time series data. Because causation entropy measures the influence of one dataset upon another, it is naturally related to the parameters of a dynamical system. In this paper, it is shown that by numerically estimating causation entropy from the outputs of a dynamic system, it is possible to uncover the internal parametric structure of the system and thus establish the relative magnitude of system parameters. In the simple case of linear systems subject to Gaussian uncertainty, it is first shown that causation entropy can be represented in closed form as the logarithm of a rational function of system parameters. For more general systems, a causation entropy estimator is proposed, which allows causation entropy to be numerically estimated from measurement data. Results are provided for discrete linear and nonlinear systems, thus showing that numerical estimates of causation entropy can be used to identify the dependencies between system states directly from output data. Causation entropy estimates can therefore be used to inform parameter estimation by reducing the size of the parameter set or to generate a more accurate initial guess for subsequent parameter optimization.


2021 ◽  
Vol 7 (1) ◽  
Author(s):  
Johannes Jakob Meyer ◽  
Johannes Borregaard ◽  
Jens Eisert

AbstractWith an ever-expanding ecosystem of noisy and intermediate-scale quantum devices, exploring their possible applications is a rapidly growing field of quantum information science. In this work, we demonstrate that variational quantum algorithms feasible on such devices address a challenge central to the field of quantum metrology: The identification of near-optimal probes and measurement operators for noisy multi-parameter estimation problems. We first introduce a general framework that allows for sequential updates of variational parameters to improve probe states and measurements and is widely applicable to both discrete and continuous-variable settings. We then demonstrate the practical functioning of the approach through numerical simulations, showcasing how tailored probes and measurements improve over standard methods in the noisy regime. Along the way, we prove the validity of a general parameter-shift rule for noisy evolutions, expected to be of general interest in variational quantum algorithms. In our approach, we advocate the mindset of quantum-aided design, exploiting quantum technology to learn close to optimal, experimentally feasible quantum metrology protocols.


2012 ◽  
Vol 2012 ◽  
pp. 1-12 ◽  
Author(s):  
An Liu ◽  
Erwie Zahara ◽  
Ming-Ta Yang

Ordinary differential equations usefully describe the behavior of a wide range of dynamic physical systems. The particle swarm optimization (PSO) method has been considered an effective tool for solving the engineering optimization problems for ordinary differential equations. This paper proposes a modified hybrid Nelder-Mead simplex search and particle swarm optimization (M-NM-PSO) method for solving parameter estimation problems. The M-NM-PSO method improves the efficiency of the PSO method and the conventional NM-PSO method by rapid convergence and better objective function value. Studies are made for three well-known cases, and the solutions of the M-NM-PSO method are compared with those by other methods published in the literature. The results demonstrate that the proposed M-NM-PSO method yields better estimation results than those obtained by the genetic algorithm, the modified genetic algorithm (real-coded GA (RCGA)), the conventional particle swarm optimization (PSO) method, and the conventional NM-PSO method.


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