Stochastic dynamical modeling of turbulent flows

A Zare, TT Georgiou… - Annual Review of Control …, 2020‏ - annualreviews.org
Advanced measurement techniques and high-performance computing have made large
data sets available for a range of turbulent flows in engineering applications. Drawing on …

[ספר][B] Errors-in-variables methods in system identification

T Söderström - 2018‏ - books.google.com
This book presents an overview of the different errors-in-variables (EIV) methods that can be
used for system identification. Readers will explore the properties of an EIV problem. Such …

Proximal algorithms for large-scale statistical modeling and sensor/actuator selection

A Zare, H Mohammadi, NK Dhingra… - … on Automatic Control, 2019‏ - ieeexplore.ieee.org
Several problems in modeling and control of stochastically driven dynamical systems can be
cast as regularized semidefinite programs. We examine two such representative problems …

A new family of high-resolution multivariate spectral estimators

M Zorzi - IEEE Transactions on Automatic Control, 2013‏ - ieeexplore.ieee.org
In this paper, we extend the Beta divergence family to multivariate power spectral densities.
Similarly to the scalar case, we show that it smoothly connects the multivariate Kullback …

Multivariate spectral estimation based on the concept of optimal prediction

M Zorzi - IEEE Transactions on Automatic Control, 2014‏ - ieeexplore.ieee.org
In this technical note, we deal with a spectrum approximation problem arising in THREE-like
multivariate spectral estimation approaches. The solution to the problem minimizes a …

Identification of sparse reciprocal graphical models

D Alpago, M Zorzi, A Ferrante - IEEE Control Systems Letters, 2018‏ - ieeexplore.ieee.org
In this letter we propose an identification procedure of a sparse graphical model associated
to a Gaussian stationary stochastic process. The identification paradigm exploits the …

Variance analysis of covariance and spectral estimates for mixed-spectrum continuous-time signals

F Elvander, J Karlsson - IEEE Transactions on Signal …, 2023‏ - ieeexplore.ieee.org
The estimation of the covariance function of a stochastic process, or signal, is of integral
importance for a multitude of signal processing applications. In this work, we derive closed …

Rational approximations of spectral densities based on the Alpha divergence

M Zorzi - Mathematics of Control, Signals, and Systems, 2014‏ - Springer
We approximate a given rational spectral density by one that is consistent with prescribed
second-order statistics. Such an approximation is obtained by selecting the spectral density …

An interpretation of the dual problem of the THREE-like approaches

M Zorzi - Automatica, 2015‏ - Elsevier
Spectral estimation can be performed using the so called THREE-like approach. Such
method leads to a convex optimization problem whose solution is characterized through its …

Robust identification of “sparse plus low-rank” graphical models: An optimization approach

V Ciccone, A Ferrante, M Zorzi - 2018 IEEE Conference on …, 2018‏ - ieeexplore.ieee.org
Motivated by graphical models, we consider the “Sparse Plus Low-rank” decomposition of a
positive definite concentration matrix-the inverse of the covariance matrix. This is a classical …