34 citations · 34 across the 1 of their papers we have counts for
6 papers
Sequential Monte Carlo Methods for System Identification
Thomas B. Schön, Fredrik Lindsten, Johan Dahlin +4
One of the key challenges in identifying nonlinear and possibly non-Gaussian state space models (SSMs) is the intractability of estimating the system state. Sequential Monte Carlo…
A new structure exploiting derivation of recursive direct weight optimization
Liang Dai, Thomas B. Schön
The recursive direct weight optimization method is used to solve challenging nonlinear system identification problems. This note provides a new derivation and a new interpretation…
On the exponential convergence of the Kaczmarz algorithm
Liang Dai, Thomas Schön
The Kaczmarz algorithm (KA) is a popular method for solving a system of linear equations. In this note we derive a new exponential convergence result for the KA. The key allowing u…
On the Randomized Kaczmarz Algorithm
Liang Dai, Mojtaba Soltanalian, Kristiaan Pelckmans
The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This note discusses how to find an optimized…
Sparse Estimation From Noisy Observations of an Overdetermined Linear System
Liang Dai, Kristiaan Pelckmans
This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown p…
On the Nuclear Norm heuristic for a Hankel matrix Recovery Problem
Liang Dai, Kristiaan Pelckmans
This note addresses the question if and why the nuclear norm heuristic can recover an impulse response generated by a stable single-real-pole system, if elements of the upper-trian…