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We study here sparse recovery problems in the presence of additive noise. We analyze a thresholding version of the CoSaMP algorithm, named Thresholding Greedy Pursuit (TGP). We demonstrate that an appropriate choice of thresholding…

Signal Processing · Electrical Eng. & Systems 2021-03-23 Hai Le , Alexei Novikov

In this paper, a new nonlinear filter based on sparse-grid quadrature method has been proposed. The proposed filter is named as adaptive sparse-grid Gauss-Hermite filter (ASGHF). Ordinary sparse-grid technique treats all the dimensions…

Signal Processing · Electrical Eng. & Systems 2018-03-28 Abhinoy Kumar Singh , Rahul Radhakrishnan , Shovan Bhaumik , Paresh Date

In the classical Kalman filter(KF), the estimated state is a linear combination of the one-step predicted state and measurement state, their confidence level change when the prediction mean square error matrix and covariance matrix of…

Signal Processing · Electrical Eng. & Systems 2023-09-19 Benyang Gong , Jiacheng He , Gang Wang , Bei Peng

We consider the problem of reconstructing time sequences of spatially sparse signals (with unknown and time-varying sparsity patterns) from a limited number of linear "incoherent" measurements, in real-time. The signals are sparse in some…

Information Theory · Computer Science 2016-11-17 Namrata Vaswani

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

Passive multi-target tracking (MTT) aims to infer the kinematic states of multiple targets from noisy sensor data in which contributions from unknown target-emitted signals are superposed. Track-before-detect (TBD) methods improve…

Audio and Speech Processing · Electrical Eng. & Systems 2026-05-26 Nobutaka Ito , Yoshiaki Bando

Traditional tracking-by-detection systems typically employ Kalman filters (KF) for state estimation. However, the KF requires domain-specific design choices and it is ill-suited to handling non-linear motion patterns. To address these…

Computer Vision and Pattern Recognition · Computer Science 2024-12-20 Momir Adžemović , Predrag Tadić , Andrija Petrović , Mladen Nikolić

Sparse identification of differential equations aims to compute the analytic expressions from the observed data explicitly. However, there exist two primary challenges. Firstly, it exhibits sensitivity to the noise in the observed data,…

Numerical Analysis · Mathematics 2024-01-23 Yuhuang Meng , Yue Qiu

Advances of information-theoretic understanding of sparse sampling of continuous uncoded signals at sampling rates exceeding the Landau rate were reported in recent works. This work examines sparse sampling of coded signals at sub-Landau…

Information Theory · Computer Science 2013-03-04 Michael Peleg , Shlomo Shamai

Stochastic stability for centralized time-varying Kalman filtering over a wireles ssensor network with correlated fading channels is studied. On their route to the gateway, sensor packets, possibly aggregated with measurements from several…

Optimization and Control · Mathematics 2013-08-09 Daniel E. Quevedo , Anders Ahlen , Karl H. Johansson

Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…

Machine Learning · Statistics 2017-05-10 Yuting Ma , Tian Zheng

A framework for adaptive and non-adaptive statistical compressive sensing is developed, where a statistical model replaces the standard sparsity model of classical compressive sensing. We propose within this framework optimal task-specific…

Computer Vision and Pattern Recognition · Computer Science 2015-06-03 Julio M. Duarte-Carvajalino , Guoshen Yu , Lawrence Carin , Guillermo Sapiro

Track geometry monitoring is essential for maintaining the safety and efficiency of railway operations. While Track Recording Cars (TRCs) provide accurate measurements of track geometry indicators, their limited availability and high…

Systems and Control · Electrical Eng. & Systems 2026-05-29 Huy Truong-Ba , Jacky Chin , Michael E. Cholette , Pietro Borghesani

While data is distributed in multiple edge devices, Federated Learning (FL) is attracting more and more attention to collaboratively train a machine learning model without transferring raw data. FL generally exploits a parameter server and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-09 Juncheng Jia , Ji Liu , Chendi Zhou , Hao Tian , Mianxiong Dong , Dejing Dou

Inference tasks with time series over graphs are of importance in applications such as urban water networks, economics, and networked neuroscience. Addressing these tasks typically relies on identifying a computationally affordable model…

Machine Learning · Computer Science 2025-06-30 Mohammad Sabbaqi , Riccardo Taormina , Elvin Isufi

In radar systems, tracking targets in low signal-to-noise ratio (SNR) environments is a very important task. There are some algorithms designed for multitarget tracking. Their performances, however, are not satisfactory in low SNR…

Applications · Statistics 2015-05-30 Huisi Tong , Hao Zhang , Huadong Meng , Xiqin Wang

In this paper, we derive a new Kalman filter with probabilistic data association between measurements and states. We formulate a variational inference problem to approximate the posterior density of the state conditioned on the measurement…

Computer Vision and Pattern Recognition · Computer Science 2025-09-08 Hanwen Cao , George J. Pappas , Nikolay Atanasov

Cooperative Greedy Pursuit Strategies are considered for approximating a signal partition subjected to a global constraint on sparsity. The approach aims at producing a high quality sparse approximation of the whole signal, using highly…

Data Structures and Algorithms · Computer Science 2015-12-15 Laura Rebollo-Neira

In the first part of the series papers, we set out to answer the following question: given specific restrictions on a set of samplers, what kind of signal can be uniquely represented by the corresponding samples attained, as the foundation…

Information Theory · Computer Science 2021-08-25 Hanshen Xiao , Yaowen Zhang , Guoqiang Xiao

In this paper, we investigate the application of continuous sparse signal reconstruction algorithms for the estimation of the ranges and speeds of multiple moving targets using an FMCW radar. Conventionally, to be reconstructed, continuous…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Gilles Monnoyer de Galland , Thomas Feuillen , Luc Vandendorpe , Laurent Jacques