Related papers: KARMA: Kalman-based autoregressive moving average …

We present a single-channel phase-sensitive speech enhancement algorithm that is based on modulation-domain Kalman filtering and on tracking the speech phase using circular statistics. With Kalman filtering, using that speech and noise are…

In this paper we address the problem of predicting a time series using the ARMA (autoregressive moving average) model, under minimal assumptions on the noise terms. Using regret minimization techniques, we develop effective online learning…

In the field of multi-object tracking (MOT), traditional methods often rely on the Kalman filter for motion prediction, leveraging its strengths in linear motion scenarios. However, the inherent limitations of these methods become evident…

Threshold autoregressive moving-average (TARMA) models are popular in time series analysis due to their ability to parsimoniously describe several complex dynamical features. However, neither theory nor estimation methods are currently…

State-space language models such as Mamba and gated linear attention (GLA) offer efficient alternatives to transformers due to their linear complexity and parallel training, but often lack the expressivity and robust state-tracking needed…

In millimeter-wave (mmWave) systems, beamforming is needed to overcome harsh channel environments. As a promising beamforming solution, lens antenna array (LAA) implementation can provide a cost-effective solution without notable…

Precise user localization and tracking enhances energy-efficient and ultra-reliable low latency applications in the next generation wireless networks. In addition to computational complexity and data association challenges with…

This work proposes a resilient and adaptive state estimation framework for robots operating in perceptually-degraded environments. The approach, called Adaptive Maximum Correntropy Criterion Kalman Filtering (AMCCKF), is inherently robust…

We use information from higher order moments to achieve identification of non-Gaussian structural vector autoregressive moving average (SVARMA) models, possibly non-fundamental or non-causal, through a frequency domain criterion based on a…

State estimation is a fundamental problem in control and signal processing, for which the Kalman Filter provides an optimal solution under linear dynamics, Gaussian noise, and known noise covariances. However, these assumptions often fail…

In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our approach consists in iteratively combining the estimation of…

Indoor tracking and pose estimation, i.e., determining the position and orientation of a moving target, are increasingly important due to their numerous applications. While Inertial Navigation Systems (INS) provide high update rates, their…

Existing models for high-dimensional time series are overwhelmingly developed within the finite-order vector autoregressive (VAR) framework. However, the more flexible vector autoregressive moving averages (VARMA) have been much less…

The optimal predictor for a linear dynamical system (with hidden state and Gaussian noise) takes the form of an autoregressive linear filter, namely the Kalman filter. However, a fundamental problem in reinforcement learning and control…

We present the signal processing framework and some results for the IEEE AASP challenge on acoustic source localization and tracking (LOCATA). The system is designed for the direction of arrival (DOA) estimation in single-source scenarios.…

Accurate estimation and prediction of trajectory is essential for the capture of any high speed target. In this paper, an extended Kalman filter (EKF) is used to track the target in the first loop of the trajectory to collect data points…

In the field of sensor fusion and state estimation for object detection and localization, ensuring accurate tracking in dynamic environments poses significant challenges. Traditional methods like the Kalman Filter (KF) often fail when…

Tracking algorithms such as the Kalman filter aim to improve inference performance by leveraging the temporal dynamics in streaming observations. However, the tracking regularizers are often based on the $\ell_p$-norm which cannot account…

This paper proposes a simple yet effective convolutional module for long-term time series forecasting. The proposed block, inspired by the Auto-Regressive Integrated Moving Average (ARIMA) model, consists of two convolutional components:…

This work presents cost-effective low-rank techniques for designing robust adaptive beamforming (RAB) algorithms. The proposed algorithms are based on the exploitation of the cross-correlation between the array observation data and the…