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This paper analyzes the detection of a M-dimensional useful signal modeled as the output of a M xK MIMO filter driven by a K-dimensional white Gaussian noise, and corrupted by a M-dimensional Gaussian noise with mutually uncorrelated…
Human and/or asset tracking using an attached sensor units helps understand their activities. Most common indoor localization methods for human tracking technologies require expensive infrastructures, deployment and maintenance. To overcome…
Detecting auditory attention based on brain signals enables many everyday applications, and serves as part of the solution to the cocktail party effect in speech processing. Several studies leverage the correlation between brain signals and…
Excess transient noise events, or glitches, impact the data quality of ground-based ravitational-wave (GW) detectors and impair the detection of signals produced by astrophysical sources. Identification of the causes of these glitches is a…
Spectrum sensing allows cognitive radio systems to detect relevant signals in despite the presence of severe interference. Most of the existing spectrum sensing techniques use a particular signal-noise model with certain assumptions and…
A harmonic oscillator under influence of the noise is a basic model of various physical phenomena. Under Gaussian white noise the position and velocity of the oscillator are independent random variables which are distributed according to…
This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…
We present a method to identify and categorize gravitational wave candidate triggers identified by matched filtering gravitational wave searches (pipelines) caused by transient noise (glitches) in gravitational wave detectors using Support…
A new spectrum sensing detector is proposed and analytically studied, when it operates under generalized noise channels. Particularly, the McLeish distribution is used to model the underlying noise, which is suitable for both non-Gaussian…
The measurement and characterization of noise is a flourishing area of research in mesoscopic physics. In this work, we propose interaction-free measurements as a noise-detection technique, exploring two conceptually different schemes: the…
The LIGO Scientific Collaboration (LSC) is developing and running analysis pipelines to search for gravitational-wave transients emitted by astrophysical events such as compact binary mergers or core-collapse supernovae. However, because of…
We consider the nonparametric estimation problem of time-dependent multivariate functions observed in a presence of additive cylindrical Gaussian white noise of a small intensity. We derive minimax lower bounds for the $L^2$-risk in the…
We address the issue of finding an optimal detection method for a discontinuous or intermittent gravitational wave stochastic background. Such a signal might sound something like popcorn popping. We derive an appropriate version of the…
In this paper we investigate the problem of testing the assumption of stationarity in locally stationary processes. The test is based on an estimate of a Kolmogorov-Smirnov type distance between the true time varying spectral density and…
LIGO observatories in Livingston, LA and Hanford, WA may detect gravitational waves emitted from coalescing binary systems composed of two compact objects. In order to detect compact binary coalescence (CBC) events, LIGO searches utilize…
Detecting a stochastic gravitational wave background requires that we first understand and model any astrophysical foregrounds. In the millihertz frequency band, the predominate foreground signal will be from unresolved white dwarf binaries…
In this paper, we address the problem of detection, in the frequency domain, of a M-dimensional time series modeled as the output of a M x K MIMO filter driven by a K-dimensional Gaussian white noise, and disturbed by an additive…
We investigate the behavior of the Generalized Likelihood Ratio Test (GLRT) (Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193]) for time varying coefficient models where the regressors and errors are non-stationary time series and can…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
This paper presents techniques developed by the LIGO Scientific Collaboration to search for the stochastic gravitational-wave background using the co-located pair of LIGO interferometers at Hanford, WA. We use correlations between…