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Feedback particle filter (FPF) is a Monte-Carlo (MC) algorithm to approximate the solution of a stochastic filtering problem. In contrast to conventional particle filters, the Bayesian update step in FPF is implemented via a mean-field type…
We use a numerical simulation to investigate the effectiveness of pinhole spatial filters at optical/IR interferometers and to compare them with single-mode optical fibre spatial filters and interferometers without spatial filters. We show…
This study puts forward a generalization of the short-time Fourier-based Synchrosqueezing Transform using a new local estimate of instantaneous frequency. Such a technique enables not only to achieve a highly concentrated time-frequency…
In order to efficiently image a non-absorbing sample (a phase object), dedicated phase contrast optics are required. Typically, these optics are designed with the assumption that the sample is weakly scattering, implying a linear relation…
We employ the variational formulation and the Euler-Lagrange equations to study the steady-state error in linear non-causal estimators (smoothers). We give a complete description of the steady-state error for inputs that are polynomial in…
Data assimilation combines information from physical observations and numerical simulation results to obtain better estimates of the state and parameters of a physical system. A wide class of physical systems of interest have solutions that…
A new technique for reliably identifying point sources in millimeter/sub-millimeter wavelength maps is presented. This method accounts for the frequency dependence of noise in the Fourier domain as well as non-uniformities in the coverage…
A fully implementable filtered polynomial approximation on spherical shells is considered. The method proposed is a quadrature-based version of a filtered polynomial approximation. The radial direction and the angular direction of the…
Given a time series vector, how can we efficiently compute a specified part of Fourier coefficients? Fast Fourier transform (FFT) is a widely used algorithm that computes the discrete Fourier transform in many machine learning applications.…
The FORG (Fibre Optic Resonant Gyroscope) opeeration principle uses a recirculating ring resonant cavity to get a rotation-induced Sagnac effect enhancement (cited by Ezekiel and Balsamo). It grants to a FORG a comparable sensitivity in…
In this paper we review the application of the matched filter (MF) technique and its application to detect weak, deterministic, smooth signals in a stationary, random, Gaussian noise. This is particular suitable in astronomy to detect…
The purpose of this paper is to introduce a very efficient algorithm for signal extrapolation. It can widely be used in many applications in image and video communication, e. g. for concealment of block errors caused by transmission errors…
The Gaussian Filter (GF) is one of the most widely used filtering algorithms; instances are the Extended Kalman Filter, the Unscented Kalman Filter and the Divided Difference Filter. GFs represent the belief of the current state by a…
Functional quadratic regression models postulate a polynomial relationship between a scalar response rather than a linear one. As in functional linear regression, vertical and specially high-leverage outliers may affect the classical…
Over the past few decades there has been a strong effort towards the development of Smoothness-Increasing Accuracy-Conserving (SIAC) filters for Discontinuous Galerkin (DG) methods, designed to increase the smoothness and improve the…
While filtered back projection (FBP) is still the method of choice for fast tomographic reconstruction, its performance degrades noticeably in the presence of noise, incomplete sampling, or non-standard scan geometries. We propose a…
We propose a focused weighted-average least squares (FWALS) estimator that addresses the computational burden of focused model averaging. By semi-orthogonalizing auxiliary regressors, the weighting problem is reduced from $2^{k_2}$…
Signal space models in both phase-encode, and frequency-encode directions are presented for extrapolation of 2D partial kspace. Using the boxcar representation of low-resolution spatial data, and a geometrical representation of signal space…
A new set of symmetric correction functions is presented for high-order flux reconstruction, that expands upon, while incorporating, all previous correction function sets and opens the possibility for improved performance. By considering FR…
Rational filter functions can be used to improve convergence of contour-based eigensolvers, a popular family of algorithms for the solution of the interior eigenvalue problem. We present a framework for the optimization of rational filters…