Related papers: Recursive and non-recursive filters for sequential…
A controller design technique for shaping the frequency response of a process is described. A general linear model (GLM) is used to define the form of a lag or lead compensator in discrete time using a prescribed set of basis functions. The…
Smoothing is essential to many oceanographic, meteorological and hydrological applications. The interval smoothing problem updates all desired states within a time interval using all available observations. The fixed-lag smoothing problem…
We consider the problem of reconstructing one-dimensional point sources from their Fourier measurements in a bounded interval $[-\Omega, \Omega]$. This problem is known to be challenging in the regime where the spacing of the sources is…
This study introduces a modified version of the Constant-in-Gain, Lead-in-Phase (CgLp) filter, which incorporates a feedthrough term in the First-Order Reset Element (FORE) to reduce the undesirable nonlinearities and achieve an almost…
This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…
We propose a framework for inversion-based estimation of certain categories of faults in discrete-time linear systems. The fault signal, as an unknown input, is reconstructed from its projections onto two subspaces. One projection is…
We propose a method to reduce non-uniform sample variance to a predetermined target level. The proposed space-variant filter can equalize variance of the non-stationary signal, or vary filtering strength based on image features, such as…
We study the feasibility of short finite impulse response (FIR) synthesis for perfect reconstruction (PR) in generic FIR filter banks. Among all PR synthesis banks, we focus on the one with the minimum filter length. For filter banks with…
We present the generalized iterative residual fitting (IRF) for the computation of the spherical harmonic transform (SHT) of band-limited signals on the sphere. The proposed method is based on the partitioning of the subspace of…
Our goal in this paper is the robust design of filters acting on signals observed over graphs subject to small perturbations of their edges. The focus is on developing a method to identify spectral and polynomial graph filters that can…
This note reveals an explicit relationship between two representative finite impulse response (FIR) filters, i.e. the newly derived and popularized Kalman-Like unbiased FIR filter (UFIR) and the receding horizon Kalman FIR filter (RHKF). It…
Signals comprised of a stream of short pulses appear in many applications including bio-imaging and radar. The recent finite rate of innovation framework, has paved the way to low rate sampling of such pulses by noticing that only a small…
We introduce Conformal Interquantile Regression (CIR), a conformal regression method that efficiently constructs near-minimal prediction intervals with guaranteed coverage. CIR leverages black-box machine learning models to estimate outcome…
An inverse source reconstruction (ISR) based 3-D near-field (NF) passive radar microwave imaging method utilizing modulated signals is presented. The modulated signals from a non-cooperative transmitter are scattered by the targets of…
Frequency-modulated continuous-wave (FMCW) lidar conventionally estimates distance and velocity from constant beat frequencies generated through interferometry. Existing FMCW implementations emphasize simple signal processing -- e.g., beat…
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…
For the purpose of maximum likelihood estimation of static parameters, we apply a kernel smoother to the particles in the standard SIR filter for non-linear state space models with additive Gaussian observation noise. This reduces the Monte…
Analyzing unsteady fluid flows often requires access to the full distribution of possible temporal states, yet conventional PDE solvers are computationally prohibitive and learned time-stepping surrogates quickly accumulate error over long…
Clipping or saturation in audio signals is a very common problem in signal processing, for which, in the severe case, there is still no satisfactory solution. In such case, there is a tremendous loss of information, and traditional methods…
Despite remarkable progress, image generation is far from solved. The dominant metric, FID, conflates sample fidelity with mode coverage and is close to being saturated. Yet a model can still exhibit mode collapse while achieving a low FID,…