In 1931--1932, Erwin Schrödinger studied a hot gas Gedankenexperiment (an instance of large deviations of the empirical distribution). Schrödinger's problem represents an early …
Two qualitatively different ways of driving a physical system out of equilibrium, ie, time- dependent and nonconservative forcing, are reflected by the decomposition of the system's …
V Ciccone, A Ferrante, M Zorzi - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
We consider the problem of learning dynamic latent variable graphical models. More precisely, given an estimate of the graphical model based on a finite data sample, we …
The rational covariance extension problem (RCEP) is an important problem in systems and control occurring in such diverse fields as control, estimation, system identification, and …
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 …
The authors address the estimation of the scatter matrix of a scale mixture of Gaussian stationary autoregressive (AR) vectors. This is equivalent to consider the estimation of a …
AG Lindquist, G Picci - IEEE Transactions on Automatic Control, 2013 - ieeexplore.ieee.org
The rational covariance extension problem to determine a rational spectral density given a finite number of covariance lags can be seen as a matrix completion problem to construct an …
A long series of previous papers have been devoted to the (one-dimensional) moment problem with nonnegative rational measure. The rationality assumption is a complexity …
B Zhu, A Ferrante, J Karlsson… - 2019 IEEE 58th …, 2019 - ieeexplore.ieee.org
To accurately estimate locations and velocities of surrounding targets (cars) is crucial for advanced driver assistance systems based on radar sensors. In this paper we derive …