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Consider a waveform channel where the transmitted signal is corrupted by Wiener phase noise and additive white Gaussian noise (AWGN). A discrete-time channel model that takes into account the effect of filtering on the phase noise is…
We introduce a wavelet-based model of local stationarity. This model enlarges the class of locally stationary wavelet processes and contains processes whose spectral density function may change very suddenly in time. A notion of…
Finite difference methods are traditionally used for modelling the time domain in numerical weather prediction (NWP). Time-spectral solution is an attractive alternative for reasons of accuracy and efficiency and because time step…
Resonant scattering of weak coherent laser pulses on a single two-level system (TLS) realized in a semiconductor quantum dot is investigated with respect to a time delay between incoming and scattered light. This type of time delay was…
This paper deals with determination of turbulent convection velocities from particle image velocimetry (PIV). Turbulent convection velocities are of interest because they can be used to map temporal information into space. Convection…
Particle based communication using diffusion and advection has emerged as an alternative signaling paradigm recently. While most existing studies assume constant flow conditions, real macro scale environments such as atmospheric winds…
Many real-world systems modeled using partial differential equations (PDEs) involve unknown parameters that must be estimated from limited, noisy system observations. While typically assumed to be constants, some of these unobserved…
This work presents a fully-digital high-accuracy real-time calibration procedure for frequency and time alignment of open-loop wirelessly coordinated coherent distributed antenna array (CDA) modems, enabling radio frequency (RF) phase…
Optimal wavelength assignment in dense-wavelength-division-multiplexing (DWDM) systems that integrate both quantum and classical channels is studied. In such systems, weak quantum key distribution (QKD) signals travel alongside intense…
Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a…
A phase space formulation of the filtering process upon an incident quantum state is developed. This formulation can explain the results of both quantum interference and delayed-choice experiments without making use of the controversial…
A high-speed Gaussian modulated continuous-variable quantum key distribution (CVQKD) with a local local oscillator (LLO) is experimentally demonstrated based on pilot-tone-assisted phase compensation. In the proposed scheme, the…
We consider the estimation of integrated covariance (ICV) matrices of high dimensional diffusion processes based on high frequency observations. We start by studying the most commonly used estimator, the realized covariance (RCV) matrix. We…
We consider the Cauchy-problem for a class of scalar linear dispersive equations with rapidly oscillating initial data. The problem of high-frequency asymptotics of such models is reviewed,in particular we highlight the difficulties in…
Forecasting non-stationary time series is a challenging task because their statistical properties often change over time, making it hard for deep models to generalize well. Instance-level normalization techniques can help address shifts in…
In this paper, we consider a problem of sampling a Wiener process, with samples forwarded to a remote estimator via a channel that consists of a queue with random delay. The estimator reconstructs a real-time estimate of the signal from…
Wind speed modelling and prediction has been gaining importance because of its significant roles in various stages of wind energy management. In this paper, we propose a hybrid model, based on wavelet transform to improve the accuracy of…
Wavelet thresholding generally assumes independent, identically distributed normal errors when estimating functions in a nonparametric regression setting. VisuShrink and SureShrink are just two of the many common thresholding methods based…
This paper considers a distributed wave-based sensing system that probes a scene consisting of multiple interacting idealized targets. Each sensor is a collocated transmit-receive pair that is capable of transmitting arbitrary wideband…
We discuss a fast cross-Wigner transform based technique for detecting gravitational wave bursts, and estimating the direction of arrival, using a network of (three) non co-located interferometric detectors. The performances of the detector…