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Conditional local independence is an asymmetric independence relation among continuous time stochastic processes. It describes whether the evolution of one process is directly influenced by another process given the histories of additional…
Given two unidirectionally coupled nonlinear systems, we speak of generalized synchronization when the responder \textquotedblleft follows\textquotedblright\ the driver. Mathematically, this situation is implemented by a map from the driver…
This letter proposes a new time domain absorption approach designed to reduce masking components of speech signals under noisy-reverberant conditions. In this method, the non-stationarity of corrupted signal segments is used to detect…
Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to…
We propose a new omnibus test for vector white noise using the maximum absolute auto-correlations and cross-correlations of the component series. Based on the newly established approximation by the $L_\infty$-norm of a normal random vector,…
Spectrum sensing is a fundamental component in cognitive radio. A major challenge in this area is the requirement of a high sampling rate in the sensing of a wideband signal. In this paper a wideband spectrum sensing model is presented that…
We present a new likelihood-ratio ranking statistic for use in searches for gravitational waves from the inspiral and merger of compact object binaries. Expanding on previous work, the ranking statistic incorporates a model for the…
The LIGO observatories detect gravitational waves through monitoring changes in the detectors' length down to below $10^{-19}$\,$m/\sqrt{Hz}$ variation---a small fraction of the size of the atoms that make up the detector. To achieve this…
Methods for parameter estimation of gravitational-wave data assume that detector noise is stationary and Gaussian. Real data deviates from these assumptions, which causes bias in the inferred parameters and incorrect estimates of the…
This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a…
Searches for unknown physics and decisions between competing astrophysical models to explain data both rely on statistical hypothesis testing. The usual approach in searches for new physical phenomena is based on the statistical Likelihood…
The factor graph approach to discrete-time linear Gaussian state space models is well developed. The paper extends this approach to continuous-time linear systems/filters that are driven by white Gaussian noise. By Gaussian message passing,…
This paper investigates the signal detection problem in colored Gaussian noise with an unknown covariance matrix. To be specific, we consider a sample deficient scenario in which the number of signal bearing samples ($n$) is strictly…
Techniques have been proposed to estimate unknown antenna impedance due to time-varying near-field loading conditions at multiple-input single-output (MISO) receivers. However, it remains unclear when a change occurs and impedance…
We consider signal source localization from range-difference measurements. First, we give some readily-checked conditions on measurement noises and sensor deployment to guarantee the asymptotic identifiability of the model and show the…
We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…
This paper studies the classical problem of detecting the locations of signal occurrences in a one-dimensional noisy measurement. Assuming the signal occurrences do not overlap, we formulate the detection task as a constrained likelihood…
The observation of gravitational waves is hindered by the presence of transient noise (glitches). We study data from the third observing run of the Advanced LIGO detectors, and identify new glitch classes. Using training sets assembled by…
Locating a target is key in many applications, namely in high-stakes real-world scenarios, like detecting humans or obstacles in vehicular networks. In scenarios where precise statistics of the measurement noise are unavailable,…
This paper addresses the problem of detecting multidimensional subspace signals, which model range-spread targets, in noise of unknown covariance. It is assumed that a primary channel of measurements, possibly consisting of signal plus…