Related papers: Cross-Correlation Periodograms with Decaying Noise…
It is well known that if the power spectral density of a continuous time stationary stochastic process does not have a compact support, data sampled from that process at any uniform sampling rate leads to biased and inconsistent spectrum…
This paper proposes a new multi-linear projection method for denoising and estimation of high-dimensional matrix-variate factor time series. It assumes that a $p_1\times p_2$ matrix-variate time series consists of a dynamically dependent,…
Room impulse response estimation is essential for tasks like speech dereverberation, which improves automatic speech recognition. Most existing methods rely on either statistical signal processing or deep neural networks designed to…
Noise power estimation is a key issue in modern wireless communication systems. It allows resource allocation by detecting white spectral spaces effectively, and gives control over the communication process by adjusting transmission power.…
A scheme for suppressing the correlated noise in signals transmitted over the bosonic Gaussian memory channels is proposed. This is a compromise solution rather than removing the noise completely. The scheme is based on linear optical…
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…
We propose a method to obtain the equilibrium distribution for positions and velocities of a one-dimensional particle via time-averaging and Laplace transformations. We apply it to the case of a damped harmonic oscillator in contact with a…
In this paper we consider systems of weakly interacting particles driven by colored noise in a bistable potential, and we study the effect of the correlation time of the noise on the bifurcation diagram for the equilibrium states. We…
Crosscorrelation of the outputs of two Gravitational Wave (GW) detectors has recently been proposed [1] as a method for detecting statistical association between GWs and Gamma Ray Bursts (GRBs). Unfortunately, the method can be effectively…
The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…
Newtonian noise limits the low-frequency sensitivity of ground-based gravitational wave detectors. While seismometers and geophones are commonly employed to monitor ground motion for Newtonian noise cancellation, their limited spatial…
We introduce Noise Recycling, a method that enhances decoding performance of channels subject to correlated noise without joint decoding. The method can be used with any combination of codes, code-rates and decoding techniques. In the…
We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…
This paper proposes a method for estimating a surface that contains a given set of points from noisy measurements. More precisely, by assuming that the surface is described by the zero set of a function in the span of a given set of…
We consider the transmission of a memoryless bivariate Gaussian source over an average-power-constrained one-to-two Gaussian broadcast channel. The transmitter observes the source and describes it to the two receivers by means of an…
In this paper, we discuss the behavior of a linear classical parametric amplifier (PA) in the presence of white noise and give theoretical estimates of the noise spectral density based on approximate Green's functions obtained by using…
The uniform white noise assumption is one of the basic assumptions in most of the existing directional-of-arrival (DOA) estimation methods. In many applications, however, the non-uniform white noise model is more adequate. Then the noise…
Polarisation amplitude estimation is affected by a positive noise bias, particularly important in regions with low signal-to-noise ratio (SNR). We present a new approach to correct for this bias in the case there is additional information…
The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…
In this paper, a novel and robust algorithm is proposed for adaptive beamforming based on the idea of reconstructing the autocorrelation sequence (ACS) of a random process from a set of measured data. This is obtained from the first column…