Related papers: Spectral Factorization, Whitening- and Estimation …
We apply a Wiener filter to the two-year COBE DMR data. The resulting sky map has significantly reduced noise levels compared to the raw data: the most prominent hot and cold spots are significant at the 4-sigma level. Furthermore, the…
The Wiener-Hopf equations are a Toeplitz system of linear equations that naturally arise in several applications in time series. These include the update and prediction step of the stationary Kalman filter equations and the prediction of…
We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
Defect detection by ultrasonic method is limited by the pulse width. Resolution can be improved through a deconvolution process with a priori information of the pulse or by its estimation. In this paper a regularization of the Wiener filter…
The spatial Fourier spectrum of the electron density distribution in a finite 1D system and the distribution function of electrons over single-particle states are studied in detail to show that there are two universal features in their…
Cellular signaling involves the transmission of environmental information through cascades of stochastic biochemical reactions, inevitably introducing noise that compromises signal fidelity. Each stage of the cascade often takes the form of…
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…
SAR (Synthetic Aperture Radar) imaging plays a central role in Remote Sensing due to, among other important features, its ability to provide high-resolution, day-and-night and almost weather-independent images. SAR images are affected from…
A common assumption in signal processing is that underlying data numerically conforms to a Gaussian distribution. It is commonly utilized in signal processing to describe unknown additive noise in a system and is often justified by citing…
This paper concerns a spectral estimation problem in which we want to find a spectral density function that is consistent with estimated second-order statistics. It is an inverse problem admitting multiple solutions, and selection of a…
The aim of this paper to give a multidimensional version of the classical one-dimensional case of smooth spectral density. A smooth spectral density gives an explicit method to factorize the spectral density and compute the constituents of…
Large catalogs of shear-selected peaks have recently become a reality. In order to properly interpret the abundance and properties of these peaks, it is necessary to take into account the effects of the clustering of source galaxies, among…
There are two distinct regimes commonly used to model traveling waves in stratified water: continuous stratification, where the density is smooth throughout the fluid, and layer-wise continuous stratification, where the fluid consists of…
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…
We give necessary and sufficient criteria for a distribution to be smooth or uniformly H\"{o}lder continuous in terms of approximation sequences by smooth functions; in particular, in terms of those arising as regularizations…
This papers shows that nonlinear filter in the case of deterministic dynamics is stable with respect to the initial conditions under the conditions that observations are sufficiently rich, both in the context of continuous and discrete time…
By combining the definition of the Wigner distribution function (WDF) and the matrix method of optical system modeling, we can evaluate the transformation of the former in centered systems with great complexity. The effect of stops and lens…
The one-dimensional PDE model of the wave equation with a state feedback controller at its boundary, which describes wave dynamics of a wide-range of controlled mechanical systems, has exponentially stable solutions. However, it is known…
In paper I (Yu et al. [1]), we show through N-body simulation that a local monotonic Gaussian transformation can significantly reduce non-Gaussianity in a noise-free lensing convergence field. This makes the Gaussianization a promising…
Savitzky-Golay (SG) filters are finite impulse response (FIR) realizations of least-squares polynomial regression and they are widely used for filtering (e.g. smoothing, interpolating, predicting, differentiating) and processing (e.g.…