Related papers: Noise will be noise: Or phase optimized recursive …
This paper presents an LMI-based design framework for multirate steady-state Kalman filters in systems with sensors operating at different sampling rates. The multirate system is formulated as a periodic time-varying system, where the…
The reflectionless filter cell described in this article alleviates many system problems associated with excess out-of-band gain, impedance mismatches, and component interactions. The simplest filter cell exhibits a third-order Inverse…
Savitzky-Golay (SG) filters are finite impulse response (FIR) realizations of least-squares polynomial regression and they are widely used for filtering (e.g. smoothing, interpolating, predicting, differentiating) and processing (e.g.…
This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization…
The problem of phase-noise compensation for correlated phase noise in coded multichannel optical transmission is investigated. To that end, a simple multichannel phase-noise model is considered and the maximum a posteriori detector for this…
This report provides a brief historical evolution of the concepts in the Kalman filtering theory since ancient times to the present. A brief description of the filter equations its aesthetics, beauty, truth, fascinating perspectives and…
Phase retrieval has been mainly considered in the presence of Gaussian noise. However, the performance of the algorithms proposed under the Gaussian noise model severely degrades when grossly corrupted data, i.e., outliers, exist. This…
The optimal predictor for a linear dynamical system (with hidden state and Gaussian noise) takes the form of an autoregressive linear filter, namely the Kalman filter. However, a fundamental problem in reinforcement learning and control…
Perfect reconstruction filter banks can be used to generate a variety of wavelet bases. Using IIR linear phase filters one can obtain symmetry properties for the wavelet and scaling functions. In this paper we describe all possible IIR…
Filtering and smoothing algorithms for linear discrete-time state-space models with skewed and heavy-tailed measurement noise are presented. The algorithms use a variational Bayes approximation of the posterior distribution of models that…
Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise or varying system dynamics, such estimation is even more challenging. To address this challenge, this…
This paper focuses on the state estimation problem in distributed sensor networks, where intermittent packet dropouts, corrupted observations, and unknown noise covariances coexist. To tackle this challenge, we formulate the joint…
Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data is acquired sequentially. The Kalman filter plays a…
Implicit Neural Representations (INRs) have revolutionized signal processing and computer vision by modeling signals as continuous, differentiable functions parameterized by neural networks. However, INRs are prone to the spectral bias…
Using Bayesian transfer learning, we develop a particle filter approach for tracking a nonlinear dynamical model in a dual-tracking system where intensities of measurement noise for both sensors are asymmetric. The densities for Bayesian…
Plant electrical signals often contains low frequency drifts with or without the application of external stimuli. Quantification of the randomness in plant signals in a stimulus-specific way is hindered because the knowledge of vital…
This Note investigates the bias of the sampling importance resampling (SIR) filter in estimation of the state transition noise in the state space model. The SIR filter may suffer from sample impoverishment that is caused by the resampling…
In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…
Recurrent neural networks (RNNs) are effective at emulating the non-linear, stateful behavior of analog guitar amplifiers and distortion effects. Unlike the case of direct circuit simulation, RNNs have a fixed sample rate encoded in their…
In this paper we characterize and construct novel oversampled filter banks implementing fusion frames. A fusion frame is a sequence of orthogonal projection operators whose sum can be inverted in a numerically stable way. When properly…