Abstract: This paper addresses robust adaptive state estimation for a linear dynamical system subject to measurement outliers and Gaussian noises with unknown time-varying covariances. The proposed ...

Abstract: Streaming graph signal (GS) estimation is common in various network systems. Several graph filter algorithms have been proposed for streaming GS estimation, but they still fail to reach ...

We will keep our notes and code on dealing with censored variables in Bayesian models in this repo. My initial idea for this is that we can basically treat each worked out example or section that we ...

Fault detection and diagnosis (FDD) is essential for maintaining safety and preventing hazardous situations in industrial process control. Effective fault diagnosis allows for the timely detection and ...