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We study the optimal control problem of the maximum a posteriori (MAP) state sequence detection of an adversary using smart meter data. The privacy leakage is measured using the Bayesian risk and the privacy-enhancing control is achieved in real-time using an energy storage system. The control strategy is designed to minimize the expected performance of a non-causal adversary at each time instant. With a discrete-state Markov model, we study two detection problems: when the adversary is unaware or aware of the control.

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We address the problem of detection, in the frequency domain, of a M-dimensional time series modeled as the output of a M × K MIMO filter driven by a K-dimensional Gaussian white noise, and disturbed by an additive M-dimensional Gaussian col- ored noise. We consider the study of test statistics based of the Spectral Coherence Matrix (SCM) obtained as renormalization of the smoothed periodogram matrix of the observed time series over N samples, and with smoothing span B.

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The recently proposed Tensor Nuclear Norm (TNN) minimization has been widely used for tensor completion. However, previous works didn’t consider the structural difference between the observed data and missing data, which widely exists in many applications. In this paper, we propose to incorporate a constraint item on the missing values into low-tubal-rank tensor completion to promote the structural hypothesis

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In this paper, we extend previous particle filtering methods whose states were constrained to the (real) Stiefel manifold to the complex case. The method is then applied to a Bayesian formulation of the subspace tracking problem. To implement the proposed particle filter, we modify a previous MCMC algorithm so as to simulate from densities defined on the complex manifold. Also, to compute subspace estimates from particle approximations, we extend existing averaging methods to complex Grassmannians.

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93 Views

In the context of multivariate time series, a whiteness test against an MA(1)
correlation model is proposed. This test is built on the eigenvalue
distribution (spectral measure) of the non-Hermitian one-lag sample
autocovariance matrix, instead of its singular value distribution. The large
dimensional limit spectral measure of this matrix is derived. To obtain this
result, a control over the smallest singular value of a related random matrix
is provided. Numerical simulations show the excellent performance of this
test.

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Conventional approaches to matrix completion are sensitive to outliers and impulsive noise. This paper develops robust and computationally efficient M-estimation based matrix completion algorithms. By appropriately arranging the observed entries, and then applying alternating minimization, the robust matrix completion problem is converted into a set of regression M-estimation problems. Making use of differ- entiable loss functions, the proposed algorithm overcomes a weakness of the lp-loss (p ≤ 1), which easily gets stuck in an inferior point.

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