Sparsely Observed Functional Time Series: Theory and Applications
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The paper introduces a functional time series (lagged) regression model. The impulse-response coefficients in such a model are operators acting on a separable Hilbert space, which is the function space L-2 in applications. A spectral approach to the estima ...
In this work, a diffusion-type algorithm is proposed to solve multitask estimation problems where each cluster of nodes is interested in estimating its own optimum parameter vector in a distributed manner. The approach relies on minimizing a global mean-sq ...
In Part II of this paper, also in this issue, we carried out a detailed mean-square-error analysis of the performance of asynchronous adaptation and learning over networks under a fairly general model for asynchronous events including random topologies, ra ...
Institute of Electrical and Electronics Engineers2015
We propose a state estimator for linear discrete-time systems composed by coupled subsystems affected by bounded disturbances. The architecture is distributed in the sense that each subsystem is equipped with a local state estimator that exploits suitable ...
The paper describes the development of a Hardware- in-the-Loop (HIL) test platform for the performance assessment of a PMU-based sub-second linear Real-Time State Estimator (RTSE) for Active Distribution Networks (ADNs). The estimator relies on the availab ...
We report a technique for direct phase derivative estimation from a single recording of a complex interferogram. In this technique, the interference field is represented as an autoregressive model with spatially varying coefficients. Estimates of these coe ...
This paper proposes a tradeoff between computational time, sample complexity, and statistical accuracy that applies to statistical estimators based on convex optimization. When we have a large amount of data, we can exploit excess samples to decrease stati ...
We consider the class of continuous-time autoregressive (CAR) processes driven by (possibly non-Gaussian) Lévy white noises. When the excitation is an impulsive noise, also known as compound Poisson noise, the associated CAR process is a random non-uniform ...
Proposed 50 years ago for studying stability of oscillators, Allan Variance (AV) was accepted by IEEE as a standard for characterizing behavior of sensors. However, the inverse mapping, i.e. the estimation of noise-parameters from Allan Variance is less st ...
A novel technique is proposed for the direct and simultaneous estimation of multiple phase derivatives from a deformation modulated carrier fringe pattern in a multi-wave holographic interferometry set-up. The fringe intensity is represented as a spatially ...