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A unified frequency domain cross-validation (FDCV) method is proposed to obtain a heteroskedasticity and autocorrelation consistent (HAC) standard error. This method enables model/tuning parameter selection across both parametric and…

Econometrics · Economics 2023-07-04 Zhihao Xu , Clifford M. Hurvich

Stochastic gradient descent in continuous time (SGDCT) provides a computationally efficient method for the statistical learning of continuous-time models, which are widely used in science, engineering, and finance. The SGDCT algorithm…

Probability · Mathematics 2019-06-18 Justin Sirignano , Konstantinos Spiliopoulos

Channel estimation is an essential part of modern communication systems as it enhances the overall performance of the system. In recent past a variety of adaptive learning methods have been designed to enhance the robustness and convergence…

Signal Processing · Electrical Eng. & Systems 2018-12-21 Alishba Sadiq , Muhammad Usman , Shujaat Khan , Imran Naseem , Muhammad Moinuddin , Ubaid M. Al-Saggaf

Distributed algorithms, particularly Diffusion Least Mean Square, are widely favored for their reliability, robustness, and fast convergence in various industries. However, limited observability of the target can compromise the integrity of…

Signal Processing · Electrical Eng. & Systems 2023-10-18 Mahdi Shamsi , Farokh Marvasti

While local basis function (LBF) estimation algorithms, commonly used for identifying/tracking systems with time-varying parameters, demonstrate good performance under the assumption of normally distributed measurement noise, the estimation…

Signal Processing · Electrical Eng. & Systems 2025-04-01 Maciej Niedźwiecki , Artur Gańcza , Wojciech Żuławiński , Agnieszka Wyłomańska

The focus of this letter is on the reduction of the large pilot overhead in orthogonal frequency division multiplexing (OFDM) based massive multiple-input multiple-output (MIMO) systems. We propose a novel joint channel estimation and…

Information Theory · Computer Science 2022-12-16 Danilo Lelin Li , Arman Farhang

In this paper, we consider a least-squares (LS)-based distributed algorithm build on a sensor network to estimate an unknown parameter vector of a dynamical system, where each sensor in the network has partial information only but is…

Systems and Control · Electrical Eng. & Systems 2022-12-19 Siyu Xie , Yaqi Zhang , Lei Guo

In this paper a new algorithm for adaptive dynamic channel estimation for frequency selective time varying fading OFDM channels is proposed. The new algorithm adopts a new strategy that successfully increases OFDM symbol rate. Instead of…

Optimization and Control · Mathematics 2010-09-23 Wessam M. Afifi , Hassan M. Elkamchouchi

This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…

Information Theory · Computer Science 2013-01-15 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

In some applications of frequency estimation, it is challenging to sample at as high as the Nyquist rate due to hardware limitations. An effective solution is to use multiple sub-Nyquist channels with coprime undersampling ratios to jointly…

Information Theory · Computer Science 2017-05-26 Shan Huang , Haijian Zhang , Hong Sun , Lei Yu

Target parameter estimation in active sensing, and particularly radar signal processing, is a long-standing problem that has been studied extensively. In this paper, we propose a novel approach for target parameter estimation in cases where…

Signal Processing · Electrical Eng. & Systems 2022-08-10 Aria Ameri , Arindam Bose , Jian Li , Mojtaba Soltanalian

Affine Frequency Division Multiplexing (AFDM), which is based on discrete affine Fourier transform (DAFT), has recently been proposed for reliable communication in high-mobility scenarios. Two low complexity detectors for AFDM are…

Information Theory · Computer Science 2022-03-08 Ali Bemani , Nassar Ksairi , Marios Kountouris

The main purpose of this paper is to study the performance of two linear channel estimators for LTE Downlink systems, the Least Square Error (LSE) and the Linear Minimum Mean Square Error (LMMSE). As LTE is a MIMO-OFDM based system, a…

Networking and Internet Architecture · Computer Science 2011-11-08 Abdelhakim Khlifi , Ridha Bouallegue

Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…

Optimization and Control · Mathematics 2023-02-06 Songyang Ge , Tsung-Hui Chang

This paper proposes a novel approach for heartbeat classification from single-lead electrocardiogram (ECG) signals based on the novel adaptive Fourier decomposition (AFD). AFD is a recently developed signal processing tool that provides…

Signal Processing · Electrical Eng. & Systems 2019-06-19 Chunyu Tan , Liming Zhang , Hau-tieng Wu , Tao Qian

We consider the problem of decentralized estimation using wireless sensor networks. Specifically, we propose a novel framework based on level-triggered sampling, a non-uniform sampling strategy, and sequential estimation. The proposed…

Applications · Statistics 2013-09-24 Yasin Yilmaz , Xiaodong Wang

We describe a method for signal parameter estimation using the signed cumulative distribution transform (SCDT), a recently introduced signal representation tool based on optimal transport theory. The method builds upon signal estimation…

Information Theory · Computer Science 2022-07-19 Sumati Thareja , Gustavo Rohde , Rocio Diaz Martin , Ivan Medri , Akram Aldroubi

This paper focuses on a newly developed transparent nADPCMB MLT speech coding algorithm. Our coder first decomposes the narrowband speech signal in subbands, a non linear ADPCM scheme is then performed in each subband. The signal subband…

Sound · Computer Science 2022-03-25 Guido D'Alessandro , Marcos Faundez Zanuy , Francesco Piazza

We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…

Systems and Control · Computer Science 2015-07-22 Reza Abdolee , Benoit Champagne , Ali H. Sayed

In a target communication system, a delicately designed frequency offset estimation scheme is required to meet certain decoding performance. In this paper, we proposed at wo-step estimation scheme, coarse and residual, with different value…

Signal Processing · Electrical Eng. & Systems 2021-07-20 Minkyeong Jeong , Sang-Won Choi , Juyeop Kim