Related papers: Nonlinear Filtering with Optimal MTLL
The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…
We demonstrate an analytical method for calculating the phase sensitivity of a class of oscillators whose phase does not affect the time evolution of the other dynamic variables. We show that such oscillators possess the possibility for…
In addition to ever-present thermal noise, communication and sensor systems can contain significant amounts of interference with outlier (e.g. impulsive) characteristics. Such outlier interference (including that caused by nonlinear signal…
In this article, we discuss various implementation of L1 filtering in order to detect some properties of noisy signals. This filter consists of using a L1 penalty condition in order to obtain the filtered signal composed by a set of…
Multiplicative noise widely exists in radar images, medical images and other important fields' images. Compared to normal noises, multiplicative noise has a generally stronger effect on the visual expression of images. Aiming at the…
Phase noise (PN) is a major disturbance in MIMO systems, where the contribution of different oscillators at the transmitter and the receiver side may degrade the overall performance and offset the gains offered by MIMO techniques. This is…
The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…
The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using…
We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…
The measurement problem for the optical phase has been traditionally attacked for noiseless schemes or in the presence of amplitude or detection noise. Here we address estimation of phase in the presence of phase diffusion and evaluate the…
Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear…
The Kalman filter combines forecasts and new observations to obtain an estimation which is optimal in the sense of a minimum average quadratic error. The Kalman filter has two main restrictions: (i) the dynamical system is assumed linear…
The Best Linear Approximation (BLA) framework has already proven to be a valuable tool to analyze nonlinear systems and to start the nonlinear modeling process. The existing BLA framework is limited to systems with additive (colored) noise…
In this paper, the problem of optimal maximum likelihood detection in a single user single-input multiple-output (SIMO) channel with phase noise at the receiver is considered. The optimal detection rules under training are derived for two…
On the basis of a local-projective with nonlinear constraints (LPNC) approach (see K. Urbanowicz, J.A. Holyst, T. Stemler and H. Benner, Acta Phys. Pol B 35 (9), 2175, 2004) we develop a method of noise reduction in time series that makes…
The problem of estimating an unknown phase $ \varphi $ using two-level probes in the presence of unital phase-covariant noise and using finite resources is investigated. We introduce a simple model in which the phase-imprinting operation on…
A number of popular measures of dependence between pairs of band-limited signals rely on analytic phase. A common misconception is that the dependence revealed by these measures must be specific to the spectral range of the filtered input…
The majority of multichannel speech enhancement algorithms are two-step procedures that first apply a linear spatial filter, a so-called beamformer, and combine it with a single-channel approach for postprocessing. However, the serial…
Power line interference may severely corrupt neural recordings at 50/60 Hz and harmonic frequencies. In this paper, we present a robust and computationally efficient algorithm for removing power line interference from neural recordings. The…
This paper addresses the estimation of uncertain distributed diffusion coefficients in elliptic systems based on noisy measurements of the model output. We formulate the parameter identification problem as an infinite dimensional…