Related papers: H-Infinity-Optimal Fractional Delay Filters
This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…
- In this paper we introduce a new method to solve fixed-delay optimal control problems which exploits numerical homotopy procedures. It is known that solving this kind of problems via indirect methods is complex and computationally…
Real life signals are in general non--stationary and non--linear. The development of methods able to extract their hidden features in a fast and reliable way is of high importance in many research fields. In this work we tackle the problem…
This paper investigates stable suboptimal H-infinity controllers for a class of single-input single-output time-delay systems. For a given plant and weighting functions, the optimal controller minimizing the mixed sensitivity (and the…
Time-encoding of continuous-time signals is an alternative sampling paradigm to conventional methods such as Shannon's sampling. In time-encoding, the signal is encoded using a sequence of time instants where an event occurs, and hence fall…
This paper studies the problem of fault detection and estimation (FDE) for linear time-invariant (LTI) systems with a particular focus on frequency content information of faults, possibly as multiple disjoint continuum ranges, and under…
A discrete-time end-to-end fiber-optical channel model is derived based on the first-order perturbation approach. The model relates the discrete-time input symbol sequences of co-propagating wavelength channels to the received symbol…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…
In this paper, we propose a time-frequency analysis method to obtain instantaneous frequencies and the corresponding decomposition by solving an optimization problem. In this optimization problem, the basis to decompose the signal is not…
We derive closed-form expressions for the poles and zeros of approximate fractional integrator/differentiator filters, which correspond to spectral roll-off filters having any desired log-log slope to a controllable degree of accuracy over…
The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions.…
Finite impulse response (FIR) graph filters play a crucial role in the field of signal processing on graphs. However, when the graph signal is time-varying, the state of the art FIR graph filters do not capture the time variations of the…
While the recent theory of compressed sensing provides an opportunity to overcome the Nyquist limit in recovering sparse signals, a solution approach usually takes a form of inverse problem of the unknown signal, which is crucially…
Fractional order (FO) filters have been investigated in this paper, with band-pass (BP) and band-stop (BS) characteristics, which can not be achieved with conventional integer order filters with orders lesser then two. The quality factors…
This paper seeks an efficient algorithm for stochastic precoding to maximize the long-term average weighted sum rates throughout a multiple-input multiple-output (MIMO) network. Unlike many existing works that assume a particular…
This paper focuses on designing a particle filter for randomly delayed measurements with an unknown latency probability. A generalized measurement model is adopted which includes measurements that are delayed randomly by an arbitrary but…
Optimal sampling of non band-limited functions is an issue of great importance that has attracted considerable attention. We propose to tackle this problem through the use of a frequency warping: First, by a nonlinear shrinking of…
Interval approaches for the reachability analysis of initial value problems for sets of classical ordinary differential equations have been investigated and implemented by many researchers during the last decades. However, there exist…
Time-frequency analysis is an important and challenging task in many applications. Fourier and wavelet analysis are two classic methods that have achieved remarkable success in many fields. However, they also exhibit limitations when…
The problem of the optimal allocation (in the expected mean square error sense) of a measurement budget for particle filtering is addressed. We propose three different optimal intermittent filters, whose optimality criteria depend on the…