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Intrigued by some recent results on impulse response estimation by kernel and nonparamet-ric techniques, we revisit the old problem of transfer function estimation from input-output measurements. We formulate a classical regularization approach, focused on finite impulse response (FIR) models, and find that regularization is necessary to cope with the high(More)
—In this paper, a new particle filter (PF) which we refer to as the decentralized PF (DPF) is proposed. By first decomposing the state into two parts, the DPF splits the filtering problem into two nested sub-problems and then handles the two nested sub-problems using PFs. The DPF has the advantage over the regular PF that the DPF can increase the level of(More)
While compressive sensing (CS) has been one of the most vibrant research fields in the past few years, most development only applies to linear models. This limits its application in many areas where CS could make a difference. This paper presents a novel extension of CS to the phase retrieval problem, where intensity measurements of a linear system are used(More)
This paper proposes a general convex framework for the identification of switched linear systems. The proposed framework uses over-parameterization to avoid solving the otherwise combinatorially forbidding identification problem and takes the form of a least-squares problem with a sum-of-norms regularization, a generalization of the 1-regularization. The(More)
Blind system identification is known to be an ill-posed problem and without further assumptions, no unique solution is at hand. In this contribution, we are concerned with the task of identifying an ARX model from only output measurements. We phrase this as a constrained rank minimization problem and present a relaxed convex formulation to approximate its(More)
Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear program, namely, 1-minimization, guarantees recovery of sparse parameter signals even when the system is underdetermined.(More)
—The phase retrieval problem has a long history and is an important problem in many areas of optics. Theoretical understanding of phase retrieval is still limited and fundamental questions such as uniqueness and stability of the recovered solution are not yet fully understood. This paper provides several additions to the theoretical understanding of sparse(More)