Related papers: Spectral Factorization, Whitening- and Estimation …

We consider a set of M images, whose pixel intensities at a common point can be treated as the components of a M-dimensional vector. We are interested in the estimation of the modulus of such a vector associated to a compact source. For…

This work is about a slow-fast data assimilation system when only slow components are observable. First, we obtain its low dimensional reduction via an invariant slow manifold. Second, we prove that the low dimensional filter on the slow…

For Riemannian submersions, we establish some estimates for the spectrum of the total space in terms of the spectrum of the base space and the geometry of the fibers. In particular, for Riemannian submersions of complete manifolds with…

The filters work in many areas of technology. There constructions are different and substances under filtration are different. It is necessary in some cases to take into account forming of sediments on the walls of the filter since they can…

The CFIE used for solving scattering and radiation problems, although a resonance-free formulation, suffers from an ill-conditioning that strongly depends on the frequency and discretization density, both in the low- and high-frequency…

Estimating the fidelity between a desired target quantum state and an actual prepared state is essential for assessing the success of experiments. For pure target states, we use functional representations that can be measured directly and…

In the framework of statistical optics, a Wigner function represents partially coherent radiation. A Gaussian Wigner function, which is an equivalent representation of the more commonly used Gaussian Schell-model cross-spectral density, may…

We consider a Wright-Fisher diffusion (x(t)) whose current state cannot be observed directly. Instead, at times t1 < t2 < . . ., the observations y(ti) are such that, given the process (x(t)), the random variables (y(ti)) are independent…

We revisit the recently proposed ``self-Wiener" (SW) filtering method for robust deconvolution, and generalize it to the classical denoising problem. The resulting estimator, termed generalized SW (GSW) filtering, retains the nonlinear…

The microwave signal at the output of a photodiode that detects a modulated optical beam contains the phase noise phi(t) and the amplitude noise alpha(t) of the detector. Beside the white noise, which is well understood, the spectral…

We investigate the robustness of nonlinear filtering for continuous time finite state Markov chains, observed in white noise, with respect to misspecification of the model parameters. It is shown that the distance between the optimal filter…

Many signal processing applications require digital filters with variable frequency characteristics, especially the filters with variable bandwidth. Due to their linear phase and inherent stability, variable bandwidth finite impulse…

The appearence of a new type of fast nonlinear traveling wave states in binary fluid convection with increasing Soret effect is elucidated and the parameter range of their bistability with the common slower ones is evaluated numerically.…

The aim of this work is to estimate a quadratic functional of a unknown Wigner function from noisy tomographic data. The Wigner function can be seen as the representation of the quantum state of a light beam. The estimation of a quadratic…

Complex networks are powerful representations of complex systems across scales and domains, and the field is experiencing unprecedented growth in data availability. However, real-world network data often suffer from noise, biases, and…

This paper is concerned with the problem of nonlinear (stochastic) filter stability of a hidden Markov model (HMM) with white noise observations. A contribution is the variance decay property which is used to conclude filter stability. For…

Singular spectrum analysis is developed as a nonparametric spectral decomposition of a time series. It can be easily extended to the decomposition of multidimensional lattice-like data through the filtering interpretation. In this…

We present a generalization of the bilateral filter that can be applied to feature-preserving smoothing of signals on images, meshes, and other domains within a single unified framework. Our discretization is competitive with…

The standard procedure for detection of gravitational wave coalescing binaries signals is based on Wiener filtering with an appropriate bank of template filters. This is the optimal procedure in the hypothesis of addictive Gaussian and…

We prove a scattering result near certain steady states for a Hartree equation for a random field. This equation describes the evolution of a system of infinitely many particles. It is an analogous formulation of the usual Hartree equation…