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Recently, the l0-least mean square (l0-LMS) algorithm has been proposed to identify sparse linear systems by employing a sparsity-promoting continuous function as an approximation of l0 pseudonorm penalty. However, the performance of this…
In this work, decision feedback (DF) detection algorithms based on multiple processing branches for multi-input multi-output (MIMO) spatial multiplexing systems are proposed. The proposed detector employs multiple cancellation branches with…
A fast matching pursuit method using a Bayesian approach is introduced for sparse signal recovery. This method, referred to as nGpFBMP, performs Bayesian estimates of sparse signals even when the signal prior is non-Gaussian or unknown. It…
This paper proposes a novel Bayesian reciprocity calibration method that consistently ensures uplink and downlink channel reciprocity in repeater-assisted multiple-input multiple-output (MIMO) systems. The proposed algorithm is formulated…
Scanning Electron Microscopy (SEM) images often suffer from noise contamination, which degrades image quality and affects further analysis. This research presents a complete approach to estimate their Signal-to-Noise Ratio (SNR) and noise…
Mixed linear regression (MLR) model is among the most exemplary statistical tools for modeling non-linear distributions using a mixture of linear models. When the additive noise in MLR model is Gaussian, Expectation-Maximization (EM)…
This letter proposes a novel adaptive reduced-rank filtering scheme based on joint iterative optimization of adaptive filters. The novel scheme consists of a joint iterative optimization of a bank of full-rank adaptive filters that forms…
In this paper, we study the prediction of a circularly symmetric zero-mean stationary Gaussian process from a window of observations consisting of finitely many samples. This is a prevalent problem in a wide range of applications in…
The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…
In multiple-input multiple-output (MIMO) spatially multiplexing (SM) systems, achievable error rate performance is determined by signal detection strategy. The optimal maximum-likelihood detection (MLD) that exhaustively examines all symbol…
We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…
This paper presents the development of a joint optimization of an automatic gain control (AGC) algorithm and a linear \textit{minimum mean square error} (MMSE) receiver for multi-user multiple input multiple output (MU-MIMO) systems with…
The majority of multichannel speech enhancement algorithms are two-step procedures that first apply a linear spatial filter, a so-called beamformer, and combine it with a single-channel approach for postprocessing. However, the serial…
Accurate prediction of structural dynamics is imperative for preserving digital twin fidelity throughout operational lifetimes. Parametric models with fixed nominal parameters often omit critical physical effects due to simplifications in…
Adding inequality constraints (e.g. boundedness, monotonicity, convexity) into Gaussian processes (GPs) can lead to more realistic stochastic emulators. Due to the truncated Gaussianity of the posterior, its distribution has to be…
Minimizing the Mean Squared Error (MSE) is a key objective in machine learning and is commonly used for imputing missing values. While this approach provides accurate point estimates, it introduces systematic biases in downstream analyses.…
The minimum mean-squared error (MMSE) is one of the most popular criteria for Bayesian estimation. Conversely, the signal-to-noise ratio (SNR) is a typical performance criterion in communications, radar, and generally detection theory. In…
In this work, we propose low-complexity adaptive biased estimation algorithms, called group-based shrinkage estimators (GSEs), for parameter estimation and interference suppression scenarios with mechanisms to automatically adjust the…
Fueled by applications in sensor networks, these years have witnessed a surge of interest in distributed estimation and filtering. A new approach is hereby proposed for the Distributed Kalman Filter (DKF) by integrating a local covariance…
Correlation between microstructure noise and latent financial logarithmic returns is an empirically relevant phenomenon with sound theoretical justification. With few notable exceptions, all integrated variance estimators proposed in the…