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In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…

Optimization and Control · Mathematics 2017-01-23 Yosra Marnissi , Yuling Zheng , Emilie Chouzenoux , Jean-Christophe Pesquet

This paper deals with adaptive radar detection of a subspace signal competing with two sources of interference. The former is Gaussian with unknown covariance matrix and accounts for the joint presence of clutter plus thermal noise. The…

Applications · Statistics 2016-04-20 Antonio De Maio , Danilo Orlando

Accurate parameter estimation is key to maximizing the scientific impact of gravitational-wave astronomy. Parameters of a binary merger are typically estimated using Bayesian inference. It is necessary to make several assumptions when doing…

General Relativity and Quantum Cosmology · Physics 2021-06-11 Suman Kulkarni , Collin D. Capano

We consider the problem of estimating means of two Gaussians in a 2-Gaussian mixture, which is not balanced and is corrupted by noise of an arbitrary distribution. We present a robust algorithm to estimate the parameters, together with…

Statistics Theory · Mathematics 2019-07-23 Jing Xu , Jakub Marecek

We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…

Data Analysis, Statistics and Probability · Physics 2015-06-03 Wolfgang A. Rolke , Angel M. López

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

A distributed adaptive algorithm for estimation of sparse unknown parameters in the presence of nonGaussian noise is proposed in this paper based on normalized least mean fourth (NLMF) criterion. At the first step, local adaptive NLMF…

Information Theory · Computer Science 2015-12-09 Mojtaba Hajiabadi

The problem of parameter estimation by the continuous time observations of a deterministic signal in white gaussian noise is considered. The asymptotic properties of the maximul likelihood estimator are described in the asymptotics of small…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Yury Kutoyants , Andrei Trifonov

This paper addresses the problem of detecting a moving target embedded in Gaussian noise with an unknown covariance matrix for frequency diverse array multiple-input multiple-output (FDA-MIMO) radar. To end it, assume that obtaining a set…

Signal Processing · Electrical Eng. & Systems 2024-03-22 Ping Li , Bang Huang , Wen-Qin Wang

Based on the technique of generalized likelihood ratio test, we address detection schemes for Doppler-shifted range-spread targets in Gaussian noise. First, a detection scheme is derived by solving the maximization associated with the…

Signal Processing · Electrical Eng. & Systems 2017-10-10 Mai. P. T. Nguyen , I. Song , S. Lee , S. Yoon

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…

General Relativity and Quantum Cosmology · Physics 2016-11-03 Soichiro Morisaki , Jun'ichi Yokoyama , Kazunari Eda , Yousuke Itoh

In this paper we establish a general first-order statistical framework for the detection of a common signal impinging on spatially distributed receivers. We consider three types of channel models: 1) the propagation channel is completely…

Signal Processing · Electrical Eng. & Systems 2023-02-15 Todd McWhorter , Louis Scharf , Margaret Cheney

This paper deals with the problem of adaptive multidimensional/multichannel signal detection in homogeneous Gaussian disturbance with unknown covariance matrix and structured (unknown) deterministic interference. The aforementioned problem…

Information Theory · Computer Science 2016-06-23 Domenico Ciuonzo , Antonio De Maio , Danilo Orlando

We consider estimation of a deterministic unknown parameter vector in a linear model with non-Gaussian noise. In the Gaussian case, dimensionality reduction via a linear matched filter provides a simple low dimensional sufficient statistic…

Applications · Statistics 2013-11-05 Jakob Vovnoboy , Ami Wiesel

We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…

Information Theory · Computer Science 2013-11-15 Shouvik Ganguly , K Sahasranand , Vinod Sharma

This paper investigates system identification problems with Gaussian inputs and quantized observations under fixed thresholds. By reinterpreting the nonlinear effects induced by quantization as the product of the unknown parameter and an…

Optimization and Control · Mathematics 2025-10-20 Xingrui Liu , Ying Wang , Yanlong Zhao

In a recent paper we described a novel approach to the detection and parameter estimation of a non-Gaussian stochastic background of gravitational waves. In this work we propose an improved version of the detection procedure, preserving…

General Relativity and Quantum Cosmology · Physics 2023-08-22 Matteo Ballelli , Riccardo Buscicchio , Barbara Patricelli , Anirban Ain , Giancarlo Cella

The problem of fast point-to-point MIMO channel mutual information estimation is addressed, in the situation where the receiver undergoes unknown colored interference, whereas the channel with the transmitter is perfectly known. The…

Probability · Mathematics 2012-03-14 Abla Kammoun , Romain Couillet , Jamal Najim , Merouane Debbah

We consider the problem of estimating a smooth functional of an unknown signal with discontinuity from Gaussian observations. The signal is a known function that depends on an unknown parameter. This problem is closely related to the famous…

Statistics Theory · Mathematics 2011-12-19 Farida Enikeeva