Related papers: On sub-ideal causal smoothing filters
A typical problem in causal modeling is the instability of model structure learning, i.e., small changes in finite data can result in completely different optimal models. The present work introduces a novel causal modeling algorithm for…
In a communication scheme, there exist points at the transmitter and at the receiver where the wave is reduced to a finite set of functions of time which describe amplitudes and phases. For instance, the information is summarized in…
This paper focuses on devising graph signal processing tools for the treatment of data defined on the edges of a graph. We first show that conventional tools from graph signal processing may not be suitable for the analysis of such signals.…
Image processing researchers commonly assert that "median filtering is better than linear filtering for removing noise in the presence of edges." Using a straightforward large-$n$ decision-theory framework, this folk-theorem is seen to be…
We consider the problem of high-dimensional filtering of state-space models (SSMs) at discrete times. This problem is particularly challenging as analytical solutions are typically not available and many numerical approximation methods can…
We are interested in the optimal filter in a continuous time setting. We want to show that the optimal filter is stable with respect to its initial condition. We reduce the problem to a discrete time setting and apply truncation techniques…
In this paper we propose a (non-linear) smoothing algorithm for group-affine observation systems, a recently introduced class of estimation problems on Lie groups that bear a particular structure. As most non-linear smoothing methods, the…
This paper presents a time-causal analogue of the Gabor filter, as well as a both time-causal and time-recursive analogue of the Gabor transform, where the proposed time-causal representations obey both temporal scale covariance and a…
A new optimization method for the design of nearly linear-phase IIR digital filters that satisfy prescribed specifications is proposed. The group-delay deviation is minimized under the constraint that the passband ripple and stopband…
We consider the linear wave equation with the time-dependent scale-invariant damping and mass. We also treat the corresponding equation with the energy critical nonlinearity. Our aim is to show that the solution scatters to a modified…
A matched filter maximizes the signal-to-noise ratio of a signal. In the recent work of Corron et al. [Chaos 20, 023123 (2010)], a matched filter is derived for the chaotic waveforms produced by a piecewise-linear system. Motivated by these…
The probability distribution of the proper delay times during scattering on a chaotic system is derived in the framework of the random matrix approach and the supersymmetry method. The result obtained is valid for an arbitrary number of…
Causality analysis is an important problem lying at the heart of science, and is of particular importance in data science and machine learning. An endeavor during the past 16 years viewing causality as real physical notion so as to…
Competing time scales generate novelty. Here, we show that a coupling between the time scales imposed by instrument inertia and the formation of inter-particle frictional contacts in shear-thickening suspensions leads to highly asymmetric…
"Particle methods" are sequential Monte Carlo algorithms, typically involving importance sampling, that are used to estimate and sample from joint and marginal densities from a collection of a, presumably increasing, number of random…
A multivariate score-driven filter is developed to extract signals from noisy vector processes. By assuming that the conditional location vector from a multivariate Student's t distribution changes over time, we construct a robust filter…
We deal with the problem of separation of time-scales and filamentation in a linear drift-diffusion problem posed on the whole space $\mathbb{R}^2$. The passive scalar considered is stirred by an incompressible flow with radial symmetry. We…
Smoothing splines are twice differentiable by construction, so they cannot capture potential discontinuities in the underlying signal. In this work, we consider a special case of the weak rod model of Blake and Zisserman (1987) that allows…
Efficient and reliable beam alignment is a critical requirement for mmWave multiple-input multiple-output (MIMO) systems, especially in 6G and beyond, where communication must be fast, adaptive, and resilient to real-world uncertainties.…
This paper examines the impact of approximation steps that become necessary when particle filters are implemented on resource-constrained platforms. We consider particle filters that perform intermittent approximation, either by subsampling…