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Modeling complex physical systems such as they arise in civil engineering applications requires finding a trade-off between physical fidelity and practicality. Consequently, deviations of simulation from measurements are ubiquitous even…

Computational Engineering, Finance, and Science · Computer Science 2026-03-18 Paolo Villani , Daniel Andrés Arcones , Jörg F. Unger , Martin Weiser

The matched filter (MF) is widely used to detect signals hidden within the noise. If the noise is Gaussian, its performances are well-known and describable in an elegant analytical form. The treatment of non-Gaussian noises is often…

Instrumentation and Methods for Astrophysics · Physics 2018-08-08 Roberto Vio , Paola Andreani

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…

Signal Processing · Electrical Eng. & Systems 2025-11-24 Omar A. Alotaibi , Brian L. Mark , Mohammad Reza Fasihi

Passive multi-target tracking (MTT) aims to infer the kinematic states of multiple targets from noisy sensor data in which contributions from unknown target-emitted signals are superposed. Track-before-detect (TBD) methods improve…

Audio and Speech Processing · Electrical Eng. & Systems 2026-05-26 Nobutaka Ito , Yoshiaki Bando

Multi-modal densities appear frequently in time series and practical applications. However, they cannot be represented by common state estimators, such as the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF), which…

Systems and Control · Computer Science 2014-01-03 Sanket Kamthe , Jan Peters , Marc P Deisenroth

Impulsive noise poses a significant challenge to the reliability of wireless communication systems, necessitating accurate estimation of its statistical parameters for effective mitigation. This paper introduces a multitask learning (MTL)…

Signal Processing · Electrical Eng. & Systems 2025-10-15 Abdullahi Mohammad , Bdah Eya , Bassant Selim

Multimodality and multichannel monitoring have become increasingly popular and accessible in engineering, Internet of Things, wearable devices, and biomedical applications. In these contexts, given the diverse and complex nature of data…

Information Theory · Computer Science 2023-12-29 Reza Sameni

This paper investigates a channel estimator based on Gaussian mixture models (GMMs) in the context of linear inverse problems with additive Gaussian noise. We fit a GMM to given channel samples to obtain an analytic probability density…

Signal Processing · Electrical Eng. & Systems 2022-09-14 Michael Koller , Benedikt Fesl , Nurettin Turan , Wolfgang Utschick

Generative diffusion processes are an emerging and effective tool for image and speech generation. In the existing methods, the underline noise distribution of the diffusion process is Gaussian noise. However, fitting distributions with…

Machine Learning · Computer Science 2021-06-17 Eliya Nachmani , Robin San Roman , Lior Wolf

A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…

Machine Learning · Statistics 2023-07-03 Adrian G. Wills , Johannes Hendriks , Christopher Renton , Brett Ninness

This is the second part of the two-part paper considering the communications under the bursty mixed noise composed of white Gaussian noise and colored non-Gaussian impulsive noise. In the first part, based on Gaussian distribution and…

Signal Processing · Electrical Eng. & Systems 2024-05-10 Tianfu Qi , Jun Wang , Zexue Zhao

In this paper, we consider the problems of state estimation and false data injection detection in smart grid when the measurements are corrupted by colored Gaussian noise. By modeling the noise with the autoregressive process, we estimate…

Systems and Control · Computer Science 2016-07-21 Bo Tang , Jun Yan , Steven Kay , Haibo He

This work focuses on optimizing the hybrid quantum noise model to improve the capacity of Gaussian quantum channels using Machine Learning (ML) generated clusters. The work specifically leverages Gaussian Mixture Model (GMM) and the…

Signal Processing · Electrical Eng. & Systems 2025-01-24 Mouli Chakraborty , Anshu Mukherjee , Ioannis Krikidis , Avishek Nag , Subhash Chandra

In sensing applications, sensors cannot always measure the latent quantity of interest at the required resolution, sometimes they can only acquire a blurred version of it due the sensor's transfer function. To recover latent signals when…

Machine Learning · Statistics 2017-07-20 Felipe Tobar , Gonzalo Rios , Tomás Valdivia , Pablo Guerrero

In independent component analysis it is assumed that the observed random variables are linear combinations of latent, mutually independent random variables called the independent components. Our model further assumes that only the…

Statistics Theory · Mathematics 2016-12-19 Joni Virta , Klaus Nordhausen , Hannu Oja

In this paper, we address a statistical model extension of multichannel nonnegative matrix factorization (MNMF) for blind source separation, and we propose a new parameter update algorithm used in the sub-Gaussian model. MNMF employs…

Sequential state estimation in non-linear and non-Gaussian state spaces has a wide range of applications in statistics and signal processing. One of the most effective non-linear filtering approaches, particle filtering, suffers from weight…

Methodology · Statistics 2019-05-01 Yunpeng Li , Soumyasundar Pal , Mark Coates

Monitoring networks contain monitoring nodes which observe an area of interest to detect any possible existing object and estimate its states. Each node has characteristics such as probability of detection and clutter density which may have…

Systems and Control · Computer Science 2019-04-24 Abolghasem Daeichian , Elham Honarvar

In this paper we tackle distributed detection of a non-cooperative target with a Wireless Sensor Network (WSN). When the target is present, sensors observe an unknown random signal with amplitude attenuation depending on the distance…

Information Theory · Computer Science 2016-12-20 D. Ciuonzo , P. Salvo Rossi

We consider the problem of model-based 3D-tracking of objects given dense depth images as input. Two difficulties preclude the application of a standard Gaussian filter to this problem. First of all, depth sensors are characterized by…

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