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In this paper, sensor selection problems for target tracking in large sensor networks with linear equality or inequality constraints are considered. First, we derive an equivalent Kalman filter for sensor selection, i.e., generalized…
Practical Bayes filters often assume the state distribution of each time step to be Gaussian for computational tractability, resulting in the so-called Gaussian filters. When facing nonlinear systems, Gaussian filters such as extended…
In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…
This paper analyzes the impact of spatially correlated additive noise on the minimum mean-square error (MMSE) estimation of multiple-input multiple-output (MIMO) channels from one-bit quantized observations. Although additive noise can be…
In this work we study the non-parametric reconstruction of spatio-temporal dynamical Gaussian processes (GPs) via GP regression from sparse and noisy data. GPs have been mainly applied to spatial regression where they represent one of the…
Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data is acquired sequentially. The Kalman filter plays a…
Integrated sensing and communication is regarded as a key enabler for next-generation wireless networks. To optimize the transmitted waveform for both sensing and communication, various performance metrics must be considered. This work…
This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…
The scalar additive Gaussian noise channel has the "single crossing point" property between the minimum-mean square error (MMSE) in the estimation of the input given the channel output, assuming a Gaussian input to the channel, and the MMSE…
Sparsity constraints on the control inputs of a linear dynamical system naturally arise in several practical applications such as networked control, computer vision, seismic signal processing, and cyber-physical systems. In this work, we…
State estimation of dynamical systems in real-time is a fundamental task in signal processing. For systems that are well-represented by a fully known linear Gaussian state space (SS) model, the celebrated Kalman filter (KF) is a low…
In this paper, an approximation recursive formula of the mean-square error lower bound for the discrete-time nonlinear filtering problem when noises of dynamic systems are temporally correlated is derived based on the Van Trees (posterior)…
In this article, we propose a tractable nonlinear fault isolation filter along with explicit performance bounds for a class of nonlinear dynamical systems. We consider the presence of additive and multiplicative faults, occurring…
Bayesian filtering is a cornerstone of state estimation in complex systems such as aerospace systems, yet exact solutions are available only for linear Gaussian models. In practice,nonlinear systems are handled through tractable…
Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state is high dimensional, ensemble Kalman filters are often the method of choice. This paper…
Kalman filters constitute a scalable and robust methodology for approximate Bayesian inference, matching first and second order moments of the target posterior. To improve the accuracy in nonlinear and non-Gaussian settings, we extend this…
One of the most common misconceptions made about the Kalman filter when applied to linear systems is that it requires an assumption that all error and noise processes are Gaussian. This misconception has frequently led to the Kalman filter…
The mean square error (MSE)-optimal estimator is known to be the conditional mean estimator (CME). This paper introduces a parametric channel estimation technique based on Bayesian estimation. This technique uses the estimated channel…
When the input signal is correlated input signals, and the input and output signal is contaminated by Gaussian noise, the total least squares normalized subband adaptive filter (TLS-NSAF) algorithm shows good performance. However, when it…
This work presents distributed algorithms for estimation of time-varying random fields over multi-agent/sensor networks. A network of sensors makes sparse and noisy local measurements of the dynamic field. Each sensor aims to obtain…