Related papers: Random Euler Complex-Valued Nonlinear Filters
Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…
The identification of nonlinear systems is a frequent task in digital signal processing. Such nonlinear systems may be grouped into many sub-classes, whereby numerous nonlinear real-world systems can be approximated as bilinear (BL) models.…
We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…
A new class of iterated linearization-based nonlinear filters, dubbed dynamically iterated filters, is presented. Contrary to regular iterated filters such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter…
In this paper we propose a new non-linear classifier based on a combination of locally linear classifiers. A well known optimization formulation is given as we cast the problem in a $\ell_1$ Multiple Kernel Learning (MKL) problem using many…
We consider the problem of high-dimensional non-linear variable selection for supervised learning. Our approach is based on performing linear selection among exponentially many appropriately defined positive definite kernels that…
Convolutional Neural Networks (CNNs) filter the input data using spatial convolution operators with compact stencils. Commonly, the convolution operators couple features from all channels, which leads to immense computational cost in the…
We consider filtering in high-dimensional non-Gaussian state-space models with intractable transition kernels, nonlinear and possibly chaotic dynamics, and sparse observations in space and time. We propose a novel filtering methodology that…
Various methods have been proposed for the nonlinear filtering problem, including the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF), unscented Kalman filter (UKF) and iterated unscented Kalman filter (IUKF). In this…
Nonlinear adaptive filtering allows for modeling of some additional aspects of a general system and usually relies on highly complex algorithms, such as those based on the Volterra series. Through the use of the Kronecker product and some…
We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…
During the last years, Convolutional Neural Networks (CNNs) have achieved state-of-the-art performance in image classification. Their architectures have largely drawn inspiration by models of the primate visual system. However, while recent…
We compare the potential of neural network (NN)-based channel estimation with classical linear minimum mean square error (LMMSE)-based estimators, also known as Wiener filtering. For this, we propose a low-complexity recurrent neural…
The robust estimation of dynamically changing features, such as the position of prey, is one of the hallmarks of perception. On an abstract, algorithmic level, nonlinear Bayesian filtering, i.e. the estimation of temporally changing signals…
We introduce a class of convolutional neural networks (CNNs) that utilize recurrent neural networks (RNNs) as convolution filters. A convolution filter is typically implemented as a linear affine transformation followed by a non-linear…
Least squares support vector machines are a commonly used supervised learning method for nonlinear regression and classification. They can be implemented in either their primal or dual form. The latter requires solving a linear system,…
In the following article we consider the numerical approximation of the non-linear filter in continuous-time, where the observations and signal follow diffusion processes. Given access to high-frequency, but discrete-time observations, we…
Modeling non-stationary processes, where statistical properties vary across the input domain, is a critical challenge in machine learning; yet most scalable methods rely on a simplifying assumption of stationarity. This forces a difficult…
Complex networks are powerful representations of complex systems across scales and domains, and the field is experiencing unprecedented growth in data availability. However, real-world network data often suffer from noise, biases, and…
This letter shows that the following three classes of recursive state estimation filters: standard filters, such as the extended Kalman filter; iterated filters, such as the iterated unscented Kalman filter; and dynamically iterated…