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Any measurement in condition monitoring applications is associated with disturbing noise. Till now, most of the diagnostic procedures have assumed the Gaussian distribution for the noise. This paper shares a novel perspective to the problem…

The problem of parameter estimation by the observations of the two-state telegraph process in the presence of white Gaussian noise is considered. The properties of estimator of the method of moments are described in the asymptotics of large…

Statistics Theory · Mathematics 2015-09-10 Rafail Khasminskii , Yury Kutoyants

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Econometrics · Economics 2023-02-14 Abhishek K. Umrawal , Joshua C. C. Chan

In this paper, we consider the problems of state estimation and false data injection detection in smart grid when the measurements are corrupted by colored Gaussian noise. By modeling the noise with the autoregressive process, we estimate…

Systems and Control · Computer Science 2016-07-21 Bo Tang , Jun Yan , Steven Kay , Haibo He

This paper considers a special case of the problem of identifying a static scalar signal, depending on the location, using a planar network of sensors in a distributed fashion. Motivated by the application to monitoring wild-fires spreading…

Optimization and Control · Mathematics 2011-07-25 Paolo Frasca , Paolo Mason , Benedetto Piccoli

Gaussian mixtures are a common density representation in nonlinear, non-Gaussian Bayesian state estimation. Selecting an appropriate number of Gaussian components, however, is difficult as one has to trade of computational complexity…

Systems and Control · Computer Science 2012-04-02 Marco F. Huber

Spectrum sensing is of critical importance in any cognitive radio system. When the primary user's signal has uncertain parameters, the likelihood ratio test, which is the theoretically optimal detector, generally has no closed-form…

Signal Processing · Electrical Eng. & Systems 2019-08-07 Ziyu Ye , Qihang Peng , Kelly Levick , Hui Rong , Andrew Gilman , Pamela Cosman , Larry Milstein

In continuation of an earlier study, we explore a Neymann-Pearson hypothesis testing scenario where, under the null hypothesis ($\cal{H}_0$), the received signal is a white noise process $N_t$, which is not Gaussian in general, and under…

Information Theory · Computer Science 2024-05-07 Yossi Marciano , Neri Merhav

The method of location and spectral estimation of weak signals on a noise background is being considered. The method is based on the optimized on order and noise dispersion autoregressive model of a sought signal. A new approach of model…

Computational Engineering, Finance, and Science · Computer Science 2007-07-03 Yu. Bunyak , O. Bunyak

We consider the problem of frequency estimation of the periodic signal multiplied by a stationary Gaussian process (Ornstein-Uhlenbeck) and observed in the presence of the white Gaussian noise. We show the consistency and asymptotic…

Statistics Theory · Mathematics 2017-10-10 O. V. Chernoyarov , Yu. A. Kutoyants

With the growing number of gravitational-wave detections, particularly from binary black hole mergers, there is increasing anticipation that an astrophysical background, formed by an ensemble of faint, high-redshift events, will be observed…

General Relativity and Quantum Cosmology · Physics 2026-01-16 Xiaolin Liu , Sachiko Kuroyanagi

We consider the problem of pointwise estimation of multi-dimensional signals $s$, from noisy observations $(y_\tau)$ on the regular grid $\bZd$. Our focus is on the adaptive estimation in the case when the signal can be well recovered using…

Statistics Theory · Mathematics 2008-09-05 Anatoli Juditsky , Arkadii S. Nemirovski

We consider the problem of detecting signals in the rank-one signal-plus-noise data matrix models that generalize the spiked Wishart matrices. We show that the principal component analysis can be improved by pre-transforming the matrix…

Statistics Theory · Mathematics 2021-04-29 Ji Hyung Jung , Hye Won Chung , Ji Oon Lee

Contemporary approaches frame the color constancy problem as learning camera specific illuminant mappings. While high accuracy can be achieved on camera specific data, these models depend on camera spectral sensitivity and typically exhibit…

Computer Vision and Pattern Recognition · Computer Science 2020-03-03 Daniel Hernandez-Juarez , Sarah Parisot , Benjamin Busam , Ales Leonardis , Gregory Slabaugh , Steven McDonagh

We consider the problem of estimating a signal corrupted by independent interference with the assistance of a cost-constrained helper who knows the interference causally or noncausally. When the interference is known causally, we…

Information Theory · Computer Science 2012-03-21 Yeow-Khiang Chia , Rajiv Soundararajan , Tsachy Weissman

We consider the change detection problem where the pre-change observation vectors are purely noise and the post-change observation vectors are noise-corrupted compressive measurements of sparse signals with a common support, measured using…

Signal Processing · Electrical Eng. & Systems 2019-01-25 Aditi Jain , Pradeep Sarvepalli , Srikrishna Bhashyam , Arun Pachai Kannu

The novel approach was developed for multilevel signal detection in channels with impulsive non-Gaussian noise. This approach consists of using morphological nonlinear image filtration principles for two dimensional signals. It is a new…

Information Theory · Computer Science 2015-03-04 Sander Stepanov , Anastasios Venetsanopoulos

To be robust to illumination changes when detecting objects in images, the current trend is to train a Deep Network with training images captured under many different lighting conditions. Unfortunately, creating such a training set is very…

Computer Vision and Pattern Recognition · Computer Science 2017-09-01 Mahdi Rad , Peter M. Roth , Vincent Lepetit

We consider the problem of recovering a signal observed in Gaussian noise. If the set of signals is convex and compact, and can be specified beforehand, one can use classical linear estimators that achieve a risk within a constant factor of…

Statistics Theory · Mathematics 2017-06-05 Dmitry Ostrovsky , Zaid Harchaoui , Anatoli Juditsky , Arkadi Nemirovski

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…

Applications · Statistics 2013-11-26 Tadilo Endeshaw Bogale , Luc Vandendorpe