Related papers: Unbiased two-windows approach for Welch's method
We construct an adaptive asymptotically optimal in the classical norm of the space L(2) of square integrable functions non - parametrical multidimensional time defined signal regaining (adaptive filtration, noise canceller) on the…
When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from…
For classical estimation with an underlying linear model the best linear unbiased estimator (BLUE) is usually utilized for estimating the deterministic but unknown parameter vector. In the case of real valued parameter vectors but complex…
We consider the problem of reconstructing the cross--power spectrum of an unobservable multivariate stochatic process from indirect measurements of a second multivariate stochastic process, related to the first one through a linear…
Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…
We study methods for simultaneous analysis of many noisy and biased estimates, each paired with an even noisier estimate of its own bias. The analyst's goal is to construct short calibrated intervals for each parameter. The standard…
The light curves produced by all-sky monitors, such as the Rossi X-ray Timing Explorer All-Sky Monitor and the Swift Burst Alert Telescope (BAT), generally have non-uniform error bars. In searching for periodic modulation in this type of…
With the advent of the 5th generation of wireless standards and an increasing demand for higher throughput, methods to improve the spectral efficiency of wireless systems have become very important. In the context of cognitive radio, a…
Atomistic modelling of phase transitions, chemical reactions, or other rare events that involve overcoming high free energy barriers usually entails prohibitively long simulation times. Introducing a bias potential as a function of an…
In the paper we study the discrete spectrum of a pair of quantum two-dimensional waveguides having common boundary in which a window of finite length is cut out. We study the phenomenon of new eigenvalues emerging from the threshold of the…
Radio interferometric data are used to estimate the sky brightness distributions in radio frequencies. Here we focus on estimators of the large-scale structure and the power spectrum of the sky brightness distribution inferred from radio…
Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid for better integrating renewable energy sources such as wind. Whereas point forecasting provides a…
Machine learning tools have empowered a qualitatively new way to perform differential cross section measurements whereby the data are unbinned, possibly in many dimensions. Unbinned measurements can enable, improve, or at least simplify…
Win measures, including the win ratio (WR), win odds (WO), net benefit (NB), and desirability of outcome ranking (DOOR), are increasingly used in randomized clinical trials with multiple hierarchical ordinal endpoints. In practice, however,…
Knowing the geometrical and acoustical parameters of a room may benefit applications such as audio augmented reality, speech dereverberation or audio forensics. In this paper, we study the problem of jointly estimating the total surface…
A mixed integer maximization problem involving several additional constraints defined with both a lower and an upper bound is considered. It is assumed that one of such constraints is more restrictive than the others. As it can be seen as a…
In extreme value theory and other related risk analysis fields, probability weighted moments (PWM) have been frequently used to estimate the parameters of classical extreme value distributions. This method-of-moment technique can be applied…
The problem of clock offset estimation in a two-way timing exchange regime is considered when the likelihood function of the observation time stamps is exponentially distributed. In order to capture the imperfections in node oscillators,…
Spectral proper orthogonal decomposition (SPOD) is an increasingly popular modal analysis method in the field of fluid dynamics due to its specific properties: a linear system forced with white noise should have SPOD modes identical to…
Frequency estimation from measurements corrupted by noise is a fundamental challenge across numerous engineering and scientific fields. Among the pivotal factors shaping the resolution capacity of any frequency estimation technique are…