Related papers: Spectral Factorization, Whitening- and Estimation …
Perfect reconstruction filter banks can be used to generate a variety of wavelet bases. Using IIR linear phase filters one can obtain symmetry properties for the wavelet and scaling functions. In this paper we describe all possible IIR…
Normalizing flows transform a simple base distribution into a complex target distribution and have proved to be powerful models for data generation and density estimation. In this work, we propose a novel type of normalizing flow driven by…
The conventional Wien filter is a device with orthogonal static magnetic and electric fields, often used for velocity separation of charged particles. Here we describe the electromagnetic design calculations for a novel waveguide RF Wien…
Using a perturbation technique, we derive a new approximate filtering and smoothing methodology generalizing along different directions several existing approaches to robust filtering based on the score and the Hessian matrix of the…
Measurement devices always add noise to the signal of interest and it is necessary to evaluate the variance of the results. This article focuses on stationary random processes whose Power Spectrum Density is a power law of frequency. For…
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…
The complex wave representation (CWR) converts unsigned 2D distance transforms into their corresponding wave functions. Here, the distance transform S(X) appears as the phase of the wave function \phi(X)---specifically,…
A waveform channel is considered where the transmitted signal is corrupted by Wiener phase noise and additive white Gaussian noise. A discrete-time channel model that takes into account the effect of filtering on the phase noise is…
In this exploratory article, we draw attention to the common formal ground among various estimators such as the belief functions of evidence theory and their relatives, approximation quality of rough set theory, and contextual probability.…
"Particle methods" are sequential Monte Carlo algorithms, typically involving importance sampling, that are used to estimate and sample from joint and marginal densities from a collection of a, presumably increasing, number of random…
Most image smoothing filters in the literature assume a piecewise constant model of smoothed output images. However, the piecewise constant model assumption can cause artifacts such as gradient reversals in applications such as image detail…
An analytic proof is proposed of Wiener's theorem on factorization of positive definite matrix-functions.
Shape- and scale-selective digital-filters, with steerable finite/infinite impulse responses (FIR/IIRs) and non-recursive/recursive realizations, that are separable in both spatial dimensions and adequately isotropic, are derived. The…
We address the question of stability of quantum trajectories, also referred as quantum filters}. We determine the limit of the quantum fidelity between the true quantum trajectory and the {estimated one}. Under a purification assumption we…
Uncertainty in physical parameters can make the solution of forward or inverse light scattering problems in astrophysical, biological, and atmospheric sensing applications, cost prohibitive for real-time applications. For example, given a…
A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…
Smoothing algorithms for state-space models, i.e., fixed-interval smoothing, fixed-lag smoothing, and two-filter formula for smoothing, are examined using real examples. For linear and Gaussian state-space models, it is observed that…
This paper examines filtering on a sphere, by first examining the roles of spherical harmonic magnitude and phase. We show that phase is more important than magnitude in determining the structure of a spherical function. We examine the…
We present an efficient implementation of Wiener filtering of real-space linear field and optimal quadratic estimator of its power spectrum Band-powers. We first recast the field reconstruction into an optimization problem, which we solve…
In many particle physics experiments the data processing is based on the analysis of the digitized waveforms provided by the detector. While the waveform amplitude is usually correlated to the event energy, the shape may carry useful…