Related papers: On temporal correlations in high-resolution freque…
We derive the second-order sampling properties of certain autocovariance and autocorrelation estimators for sequences of independent and identically distributed samples. Specifically, the estimators we consider are the classic lag windowed…
In this paper, we propose a novel high-dimensional time-varying coefficient estimator for noisy high-frequency observations with a factor structure. In high-frequency finance, we often observe that noises dominate the signal of underlying…
The ability to characterize the state of dynamic systems has been a pertinent task in the time series analysis community. Traditional measures such as Lyapunov exponents are often times difficult to recover from noisy data, especially if…
Key management in wireless sensor networks faces several new challenges. The scale, resource limitations, and new threats such as node capture necessitate the use of an on-line key generation by the nodes themselves. However, the cost of…
A femtosecond pump-probe setup is described that is optimised for broadband transient reflectivity experiments on solid samples over a wide range of temperatures. By combining a temporal resolution of 45 fs and a broad detection range…
Recurrence quantification analysis (RQA) is a well established method of nonlinear data analysis. In this work we present a new strategy for an almost parameter-free RQA. The approach finally omits the choice of the threshold parameter by…
Significant efforts have been made to enhance the performance of displacement sensors limited by quantum noise, such as gravitational wave detectors. Techniques like frequency-dependent squeezing have overcome the standard quantum limit in…
Amplitude-coherent (AC) detection is an efficient detection technique that can simplify the receiver design while providing reliable symbol error rate (SER). Therefore, this work considers AC detector design and SER analysis using M-ary…
Advanced digital signal processing techniques in combination with ultra-wideband balanced coherent detection have enabled a new generation of ultra-high speed fiber-optic communication systems, by moving most of the processing…
Whilst there are a plethora of algorithms for detecting changes in mean in univariate time-series, almost all struggle in real applications where there is autocorrelated noise or where the mean fluctuates locally between the abrupt changes…
Novel industrial wireless applications require wideband, real-time channel characterization due to complex multipath propagation. Rapid machine motion leads to fast time variance of the channel's reflective behavior, which must be captured…
High-efficiency optical detectors that can determine the number of photons in a pulse of monochromatic light have applications in a variety of physics studies, including post-selection-based entanglement protocols for linear optics quantum…
We present an extension to the robust phase estimation protocol, which can identify incorrect results that would otherwise lie outside the expected statistical range. Robust phase estimation is increasingly a method of choice for…
Determination of the rate of energy loss in a reverberation chamber is fundamental to many different measurements such as absorption cross-section, antenna efficiency, radiated power, and shielding effectiveness. Determination of the energy…
Density-based and classification-based methods have ruled unsupervised anomaly detection in recent years, while reconstruction-based methods are rarely mentioned for the poor reconstruction ability and low performance. However, the latter…
We improve a phase retrieval approach that uses correlation-based measurements with compactly supported measurement masks [27]. The improved algorithm admits deterministic measurement constructions together with a robust, fast recovery…
The stability of motional-mode frequency is essential for realizing high-fidelity quantum gates in trapped-ion quantum computing. While broadband Gaussian noise has been extensively studied and mitigated using pulse shaping techniques, the…
Exquisite sensitivities are a prominent advantage of quantum sensors. Ramsey sequences allow precise measurement of direct current fields, while Hahn-echo-like sequences measure alternating current fields. However, the latter are restrained…
This paper proposes simple moment based spectrum sensing algorithm for cognitive radio networks in a flat fading channel. It is assumed that the transmitted signal samples are binary (quadrature) phase-shift keying BPSK (QPSK), Mary…
We developed a compact and easy-to-use phase meter based on a zero-crossing counting algorithm for digitized signals. Owing to the algorithm, the phase meter has low-noise and wide dynamic range. Low-noise differential phase measurements…