Related papers: An Optimal Weighting Function for the Savitzky-Gol…
We propose novel two-channel filter banks for signals on graphs. Our designs can be applied to arbitrary graphs, given a positive semi definite variation operator, while using arbitrary vertex partitions for downsampling. The proposed…
Systems in nature are stochastic as well as nonlinear. In traditional applications, engineered filters aim to minimize the stochastic effects caused by process and measurement noise. Conversely, a previous study showed that the process…
The algorithm of modified wavelet analysis is discussed. It is based on the weighted least squares approximation. Contrary to the Gaussian as a weight function, we propose to use a compact weight function. The accuracy estimates using the…
We obtain an improved finite-sample guarantee on the linear convergence of stochastic gradient descent for smooth and strongly convex objectives, improving from a quadratic dependence on the conditioning $(L/\mu)^2$ (where $L$ is a bound on…
The well-known spatial integration schemes in molecular electronic structure theory, immune to cusps and point singularities of some kind at atomic positions, use a set of weighting functions to split the integrand into a sum of…
Most nonlinear filters used in spacecraft navigation are based on a linear approximation of the optimal minimum mean square error estimator. The Unscented Kalman Filter (UKF) handles nonlinear dynamics through a sigma-point transform, but…
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…
A prevalent problem in general state space models is the approximation of the smoothing distribution of a state conditional on the observations from the past, the present, and the future. The aim of this paper is to provide a rigorous…
The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…
Supervised machine learning approaches require the formulation of a loss functional to be minimized in the training phase. Sequential data are ubiquitous across many fields of research, and are often treated with Euclidean distance-based…
The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…
Residual and solution filtering procedures are studied with respect to inhibiting the accumulation of small-scale (i.e., high wavenumber) content. Assessing each method in terms of an ``equivalent residual equation" reveals fundamental…
Nonuniform Fourier data are routinely collected in applications such as magnetic resonance imaging, synthetic aperture radar, and synthetic imaging in radio astronomy. To acquire a fast reconstruction that does not require an online inverse…
Graph signal processing (GSP) is an effective tool in dealing with data residing in irregular domains. In GSP, the optimal graph filter is one of the essential techniques, owing to its ability to recover the original signal from the…
We introduce a fluid dynamics algorithm that performs with nearly spectral accuracy, but uses finite-differences instead of FFTs to compute gradients and thus executes 10 times faster. The finite differencing is not based on a high-order…
In digital signal processing time-frequency transforms are used to analyze time-varying signals with respect to their spectral contents over time. Apart from the commonly used short-time Fourier transform, other methods exist in literature,…
The main result of this thesis is an efficient protocol to determine the frequencies of a signal $C(t)= \sum_k |a_k|^2 e^{i \omega_k t}$, which is given for a finite time, to a high degree of precision. Specifically, we develop a theorem…
The supersymmetric (SUSY) structure of coupled-mode equations that describe scattering of optical waves in one-dimensional Bragg gratings is highlighted. This property can find applications to the synthesis of special Bragg filters and…
The problem of determining the intrinsic quality of a signal processing system with respect to the inference of an unknown deterministic parameter $\theta$ is considered. While the Fisher information measure $F(\theta)$ forms a classical…
Matched filters are widely used to localise signal patterns due to their high efficiency and interpretability. However, their effectiveness deteriorates for low signal-to-noise ratio (SNR) signals, such as those recorded on edge devices,…