{"id":"https://openalex.org/W4390204285","doi":"https://doi.org/10.1109/lcsys.2023.3347198","title":"Linear Time-Varying Parameter Estimation: Maximum A Posteriori Approach via Semidefinite Programming","display_name":"Linear Time-Varying Parameter Estimation: Maximum A Posteriori Approach via Semidefinite Programming","publication_year":2023,"publication_date":"2023-12-25","ids":{"openalex":"https://openalex.org/W4390204285","doi":"https://doi.org/10.1109/lcsys.2023.3347198"},"language":"en","primary_location":{"id":"doi:10.1109/lcsys.2023.3347198","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1109/lcsys.2023.3347198","pdf_url":null,"source":{"id":"https://openalex.org/S4306422535","display_name":"IEEE Control Systems Letters","issn_l":"2475-1456","issn":["2475-1456"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Control Systems Letters","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5003480447","display_name":"S. Vakili","orcid":"https://orcid.org/0009-0005-5564-8589"},"institutions":[{"id":"https://openalex.org/I98358874","display_name":"Delft University of Technology","ror":"https://ror.org/02e2c7k09","country_code":"NL","type":"education","lineage":["https://openalex.org/I98358874"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Sasan Vakili","raw_affiliation_strings":["Delft Center for Systems and Control, Delft University of Technology, Delft, The Netherlands"],"raw_orcid":"https://orcid.org/0009-0005-5564-8589","affiliations":[{"raw_affiliation_string":"Delft Center for Systems and Control, Delft University of Technology, Delft, The Netherlands","institution_ids":["https://openalex.org/I98358874"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5042581434","display_name":"Mohammad Khosravi","orcid":"https://orcid.org/0000-0002-4873-1115"},"institutions":[{"id":"https://openalex.org/I98358874","display_name":"Delft University of Technology","ror":"https://ror.org/02e2c7k09","country_code":"NL","type":"education","lineage":["https://openalex.org/I98358874"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Mohammad Khosravi","raw_affiliation_strings":["Delft Center for Systems and Control, Delft University of Technology, Delft, The Netherlands"],"raw_orcid":"https://orcid.org/0000-0002-4873-1115","affiliations":[{"raw_affiliation_string":"Delft Center for Systems and Control, Delft University of Technology, Delft, The Netherlands","institution_ids":["https://openalex.org/I98358874"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5034611919","display_name":"Peyman Mohajerin Esfahani","orcid":"https://orcid.org/0000-0003-1286-8782"},"institutions":[{"id":"https://openalex.org/I98358874","display_name":"Delft University of Technology","ror":"https://ror.org/02e2c7k09","country_code":"NL","type":"education","lineage":["https://openalex.org/I98358874"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Peyman Mohajerin Esfahani","raw_affiliation_strings":["Delft Center for Systems and Control, Delft University of Technology, Delft, The Netherlands"],"raw_orcid":"https://orcid.org/0000-0003-1286-8782","affiliations":[{"raw_affiliation_string":"Delft Center for Systems and Control, Delft University of Technology, Delft, The Netherlands","institution_ids":["https://openalex.org/I98358874"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5019241546","display_name":"Manuel Mazo","orcid":"https://orcid.org/0000-0002-5638-5283"},"institutions":[{"id":"https://openalex.org/I98358874","display_name":"Delft University of Technology","ror":"https://ror.org/02e2c7k09","country_code":"NL","type":"education","lineage":["https://openalex.org/I98358874"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Manuel Mazo","raw_affiliation_strings":["Delft Center for Systems and Control, Delft University of Technology, Delft, The Netherlands"],"raw_orcid":"https://orcid.org/0000-0002-5638-5283","affiliations":[{"raw_affiliation_string":"Delft Center for Systems and Control, Delft University of Technology, Delft, The Netherlands","institution_ids":["https://openalex.org/I98358874"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I98358874"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.21267906,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"8","issue":null,"first_page":"73","last_page":"78"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.9861999750137329,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.9861999750137329,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.9830999970436096,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9675999879837036,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/maximum-a-posteriori-estimation","display_name":"Maximum a posteriori estimation","score":0.6823087930679321},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5580840110778809},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.5520678758621216},{"id":"https://openalex.org/keywords/semidefinite-programming","display_name":"Semidefinite programming","score":0.5478082895278931},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.5457826852798462},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5318009257316589},{"id":"https://openalex.org/keywords/linear-matrix-inequality","display_name":"Linear matrix inequality","score":0.46898823976516724},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.4510464370250702},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.41319572925567627},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.3703521490097046},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.363059401512146},{"id":"https://openalex.org/keywords/maximum-likelihood","display_name":"Maximum likelihood","score":0.17931067943572998},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.11454761028289795}],"concepts":[{"id":"https://openalex.org/C9810830","wikidata":"https://www.wikidata.org/wiki/Q635384","display_name":"Maximum a posteriori estimation","level":3,"score":0.6823087930679321},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5580840110778809},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.5520678758621216},{"id":"https://openalex.org/C101901036","wikidata":"https://www.wikidata.org/wiki/Q2269096","display_name":"Semidefinite programming","level":2,"score":0.5478082895278931},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.5457826852798462},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5318009257316589},{"id":"https://openalex.org/C201829737","wikidata":"https://www.wikidata.org/wiki/Q2022760","display_name":"Linear matrix inequality","level":2,"score":0.46898823976516724},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.4510464370250702},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.41319572925567627},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.3703521490097046},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.363059401512146},{"id":"https://openalex.org/C49781872","wikidata":"https://www.wikidata.org/wiki/Q1045555","display_name":"Maximum likelihood","level":2,"score":0.17931067943572998},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11454761028289795},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/lcsys.2023.3347198","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1109/lcsys.2023.3347198","pdf_url":null,"source":{"id":"https://openalex.org/S4306422535","display_name":"IEEE Control Systems Letters","issn_l":"2475-1456","issn":["2475-1456"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Control Systems Letters","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W1492251543","https://openalex.org/W1534416612","https://openalex.org/W1581808154","https://openalex.org/W1626341607","https://openalex.org/W1632601927","https://openalex.org/W2003967703","https://openalex.org/W2013891788","https://openalex.org/W2074763854","https://openalex.org/W2077574412","https://openalex.org/W2083402998","https://openalex.org/W2140956445","https://openalex.org/W2627006445","https://openalex.org/W2745007981","https://openalex.org/W2906787390","https://openalex.org/W2962737134","https://openalex.org/W2985420217","https://openalex.org/W3118280041","https://openalex.org/W3128782210","https://openalex.org/W3195990593","https://openalex.org/W4213251304","https://openalex.org/W4251960031","https://openalex.org/W4280600760","https://openalex.org/W4301014524","https://openalex.org/W4308804571","https://openalex.org/W6636555208","https://openalex.org/W6680776171","https://openalex.org/W6746403984","https://openalex.org/W6763647167"],"related_works":["https://openalex.org/W2386048074","https://openalex.org/W2181320377","https://openalex.org/W4312206320","https://openalex.org/W1808520126","https://openalex.org/W2160052563","https://openalex.org/W1544933314","https://openalex.org/W2020788389","https://openalex.org/W2147442790","https://openalex.org/W2379295215","https://openalex.org/W4728229"],"abstract_inverted_index":{"We":[0],"study":[1],"the":[2,37,40,57,62],"problem":[3,68],"of":[4,39,61,91],"identifying":[5],"a":[6,30,52,70,77,85],"linear":[7,14,79],"time-varying":[8,15],"output":[9,42,63],"map":[10,64],"from":[11,48],"measurements":[12],"and":[13,25,101],"system":[16],"states,":[17],"which":[18,74],"are":[19],"perturbed":[20],"with":[21],"Gaussian":[22],"observation":[23],"noise":[24],"process":[26],"uncertainty,":[27],"respectively.":[28],"Employing":[29],"stochastic":[31],"model":[32],"as":[33],"prior":[34],"knowledge":[35],"for":[36,73],"parameters":[38],"unknown":[41],"map,":[43],"we":[44,75],"reconstruct":[45],"their":[46],"estimates":[47],"input/output":[49],"pairs":[50],"via":[51],"Bayesian":[53],"approach":[54],"to":[55,83],"optimize":[56],"posterior":[58],"probability":[59],"density":[60],"parameters.":[65],"The":[66,89],"resulting":[67],"is":[69,94],"non-convex":[71],"optimization,":[72],"propose":[76],"tractable":[78],"matrix":[80],"inequalities":[81],"approximation":[82],"warm-start":[84],"first-order":[86],"subsequent":[87],"method.":[88],"efficacy":[90],"our":[92],"algorithm":[93],"shown":[95],"experimentally":[96],"against":[97],"classical":[98],"Expectation":[99],"Maximization":[100],"Dual":[102],"Kalman":[103],"Smoother":[104],"approaches.":[105]},"counts_by_year":[],"updated_date":"2025-12-25T23:11:45.687758","created_date":"2025-10-10T00:00:00"}