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Implicit particle filtering is a sequential Monte Carlo method for data assim- ilation, designed to keep the number of particles manageable by focussing attention on regions of large probability. These regions are found by min- imizing, for…

Numerical Analysis · Mathematics 2015-05-30 Matthias Morzfeld , Alexandre J. Chorin

In many practical applications, signals and environments are time- varying, which makes fixed filters unreliable. Adaptive filtering, on the other hand, updates in real time to suppress noise, track nonstationary signals, and identify…

General Mathematics · Mathematics 2026-03-12 Keshav Raj Acharya , Pitambar Acharya

In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-domain samples. We model the output of this "compressive…

Information Theory · Computer Science 2016-11-17 Armin Eftekhari , Justin Romberg , Michael B. Wakin

This article explains phase noise, jitter, and some slower phenomena in digital integrated circuits, focusing on high-demanding, noise-critical applications. We introduce the concept of phase type and time type phase noise. The rules for…

Instrumentation and Detectors · Physics 2017-01-03 Claudio E. Calosso , Enrico Rubiola

The discrete Fourier transform (DFT) is widely employed for multi-beam digital beamforming. The DFT can be efficiently implemented through the use of fast Fourier transform (FFT) algorithms, thus reducing chip area, power consumption,…

Signal Processing · Electrical Eng. & Systems 2022-07-14 A. Madanayake , R. J. Cintra , N. Akram , V. Ariyarathna , S. Mandal , V. A. Coutinho , F. M. Bayer , D. Coelho , T. S. Rappaport

Affine frequency division multiplexing (AFDM) has emerged as a promising modulation scheme for doubly selective channels, but its canonical continuous-time realization, referred to herein as piecewise continuous AFDM (PC-AFDM), has been…

Signal Processing · Electrical Eng. & Systems 2026-05-13 Yewen Cao , Yulin Shao

Time-frequency analysis for non-linear and non-stationary signals is extraordinarily challenging. To capture features in these signals, it is necessary for the analysis methods to be local, adaptive and stable. In recent years,…

Numerical Analysis · Mathematics 2015-10-26 Antonio Cicone , Jingfang Liu , Haomin Zhou

The FFT algorithm that implements the discrete Fourier transform is considered one of the top ten algorithms of the $20$th century. Its main strengths are the low computational cost of $\mathcal{O}(n \log n$) and its stability. It is one of…

Numerical Analysis · Mathematics 2017-06-15 Matteo Briani , Annie Cuyt , Wen-shin Lee

Robust online estimation of oscillation frequency belongs to classical problems of system identification and adaptive control. The given harmonic signal can be noisy and with varying amplitude at the same time, as in the case of damped…

Systems and Control · Electrical Eng. & Systems 2022-01-26 Michael Ruderman

Many astronomical sources produce transient phenomena at radio frequencies, but the transient sky at low frequencies (<300 MHz) remains relatively unexplored. Blind surveys with new widefield radio instruments are setting increasingly…

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

Data Analysis, Statistics and Probability · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia , Martin Rypdal

Seismic attributes calculated by conventional methods are susceptible to noise. Conventional filtering reduces the noise in the cost of losing the spectral bandwidth. The challenge of having a high-resolution and robust signal processing…

Geophysics · Physics 2020-12-02 M. Kazemnia Kakhki , W. J. Mansur , K. Aghazadeh

In this article, a new category of soft-input soft-output (SISO) minimum-mean square error (MMSE) finite-impulse response (FIR) decision feedback equalizers (DFEs) with iteration-wise static filters (i.e. iteration variant) is investigated.…

Signal Processing · Electrical Eng. & Systems 2020-01-29 Serdar Şahin , Antonio Maria Cipriano , Charly Poulliat , Marie-Laure Boucheret

Motivated by the need for accurate frequency information, a novel algorithm for estimating the fundamental frequency and its rate of change in three-phase power systems is developed. This is achieved through two stages of Kalman filtering.…

Machine Learning · Statistics 2016-03-10 Sayed Pouria Talebi , Danilo P. Mandic

The analysis of signals created by a variety of instruments involves calculating the phase of a sinusoidal type signal. One widely used method to extract this information is through the use of Fourier transforms, but it is known that…

Optics · Physics 2018-11-02 Andrew John Henning , Dawei Tang , Xiangqian , Jiang

The increased temporal and spectral resolution of oversampled systems allows many sensor-signal analysis tasks to be performed (e.g. detection, classification and tracking) using a filterbank of low-pass digital differentiators. Such…

Systems and Control · Electrical Eng. & Systems 2021-10-04 Hugh L. Kennedy

We describe the performance of our latest generations of sensitive wide-band high-resolution digital Fast Fourier Transform Spectrometer (FFTS). Their design, optimized for a wide range of radio astronomical applications, is presented.…

Instrumentation and Methods for Astrophysics · Physics 2015-06-04 Bernd Klein , Stefan Hochgürtel , Ingo Krämer , Andreas Bell , Klaus Meyer , Rolf Güsten

The Gaussian phase noise of intensity time series is demonstrated to be drastically reduced when the raw voltage data are digitally filtered through an arbitrarily large number $n$ of orthornormal bandpass profiles (eigen-filters) sharing…

Instrumentation and Methods for Astrophysics · Physics 2020-08-26 Richard Lieu , Kristen Lackeos

The noise of a device under test (DUT) is measured simultaneously with two instruments, each of which contributes its own background. The average cross power spectral density converges to the DUT power spectral density. This method enables…

Instrumentation and Detectors · Physics 2010-03-02 Enrico Rubiola , Francois Vernotte

Adaptive Local Iterative Filtering (ALIF) is a currently proposed novel time-frequency analysis tool. It has been empirically shown that ALIF is able to separate components and overcome the mode-mixing problem. However, so far its…

Numerical Analysis · Mathematics 2020-05-12 Antonio Cicone , Hau-Tieng Wu