Related papers: Nonlinear projective filtering I: Application to r…

In order to reach the sensitivity required to detect gravitational waves, pulsar timing array experiments need to mitigate as much noise as possible in timing data. A dominant amount of noise is likely due to variations in the dispersion…

In the paper, we consider nonlinear filtering problems of multiscale systems in two cases-correlated sensor L\'evy noises and correlated L\'evy noises. First of all, we prove that the slow part of the origin system converges to the…

For time series data observed at non-random and possibly non-equidistant time points, we estimate the trend function nonparametrically. Under the assumption of a bounded total variation of the function and low-order moment conditions on the…

In this article, we study the continuous-discrete projection filter for exponential-family manifolds with conjugate likelihoods. We first derive the local projection error of the prediction step of the continuous-discrete projection filter.…

In this paper, we present a framework for assessing the effect of non-stationary Gaussian noise and radio frequency interference (RFI) on the signal to noise ratio, the number of false positives detected per true positive and the…

We consider multiscale stochastic systems that are partially observed at discrete points of the slow time scale. We introduce a particle filter that takes advantage of the multiscale structure of the system to efficiently approximate the…

Spatio-temporal forecasting has numerous applications in analyzing wireless, traffic, and financial networks. Many classical statistical models often fall short in handling the complexity and high non-linearity present in time-series data.…

Image sequences filtering have recently become a very important technical problem especially with the advent of new technology in multimedia and video systems applications. Often image sequences are corrupted by some amount of noise…

We address the exploitation of an optical parametric oscillator (OPO) in the task of mitigating, at least partially, phase noise produced by phase diffusion. In particular, we analyze two scenarios where phase diffusion is typically…

We consider the discrete-time filtering problem in scenarios where the observation noise is low or degenerate. We focus on the case where the observation equation is a linear function of the state and the data involve additive noise.…

This paper presents a novel data-driven, direct filtering approach for unknown linear time-invariant systems affected by unknown-but-bounded measurement noise. The proposed technique combines independent multistep prediction models,…

The paper introduces a novel topological method for prediction and modeling for a nonlinear time--series that exhibit recurring patterns. According to the model, global manifold of the reconstructed state--space can be approximated by a few…

The target of many astronomical studies is the recovery of tiny astrophysical signals living in a sea of uninteresting (but usually dominant) noise. In many contexts (i.e., stellar time-series, or high-contrast imaging, or stellar…

The nonlinear filter for an ergodic signal observed in white noise is said to achieve maximal accuracy if the stationary filtering error vanishes as the signal to noise ratio diverges. We give a general characterization of the maximal…

The problem of measuring the best linear approximation of a nonlinear system by means of multilevel excitation sequences is analyzed. A comparison between different types of sequences applied at the input of Wiener systems is provided by…

Linear mechanical oscillators have been applied to measure very small forces, mostly with the help of noise suppression. In contrast, adding noise to non-linear oscillators can improve the measurement conditions. Here, this effect of…

Both in classical and quantum stochastic control theory a major role is played by the filtering equation, which recursively updates the information state of the system under observation. Unfortunately, the theory is plagued by…

In this paper, we establish convergence theorems for the Non-Local Means Filter in removing the additive Gaussian noise. We employ the techniques of "Oracle" estimation to determine the order of the widths of the similarity patches and…

This paper presents a performance analysis framework for linear detection in fast-fading channels with possibly correlated channel and noise. The framework is both accurate and adaptable, making it well-suited for analyzing a wide range of…

We consider a troublesome form of non-isoplanatism in synthesis radio telescopes: non-coplanar baselines. We present a novel interpretation of the non-coplanar baselines effect as being due to differential Fresnel diffraction in the…