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The autocovariance least squares (ALS) method is a computationally efficient approach for estimating noise covariances in Kalman filters without requiring specific noise models. However, conventional ALS and its variants rely on the classic…
Most speech enhancement algorithms make use of the short-time Fourier transform (STFT), which is a simple and flexible time-frequency decomposition that estimates the short-time spectrum of a signal. However, the duration of short STFT…
Accurate state estimation requires careful consideration of uncertainty surrounding the process and measurement models; these characteristics are usually not well-known and need an experienced designer to select the covariance matrices. An…
Least absolute shrinkage and selection operator (Lasso), a popular method for high-dimensional regression, is now used widely for estimating high-dimensional time series models such as the vector autoregression (VAR). Selecting its tuning…
The research paper addresses linear decomposition of time series of non-additive metrics that allows for the identification and interpretation of contributing factors (input features) of variance. Non-additive metrics, such as ratios, are…
We address the problem of learning the parameters of a stable linear time invariant (LTI) system or linear dynamical system (LDS) with unknown latent space dimension, or order, from a single time--series of noisy input-output data. We focus…
We consider estimation of a deterministic unknown parameter vector in a linear model with non-Gaussian noise. In the Gaussian case, dimensionality reduction via a linear matched filter provides a simple low dimensional sufficient statistic…
Noise cancellation is one of the important signal processing functions of any communication system, as noise affects data integrity. In existing systems, traditional filters are used to cancel the noise from the received signals. These…
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…
Streaming Automatic Speech Recognition (ASR) in voice assistants can utilize prefetching to partially hide the latency of response generation. Prefetching involves passing a preliminary ASR hypothesis to downstream systems in order to…
When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from…
We anticipate noise from the Laser Interferometer Space Antenna (LISA) will exhibit nonstationarities throughout the duration of its mission due to factors such as antenna repointing, cyclostationarities from spacecraft motion, and glitches…
In this paper, we give a tutorial on asymptotic properties of the Least Square (LS) and Regularized Least Squares (RLS) estimators for the finite impulse response model with filtered white noise inputs. We provide three perspectives: the…
The real-life merit functions have an unimaginable complexity of an M-dimensional topography, where M is the number of the parameters. It is shown that there is an underlying noise-free merit function, called follower merit function which…
Estimating hidden processes from non-linear noisy observations is particularly difficult when the parameters of these processes are not known. This paper adopts a machine learning approach to devise variational Bayesian inference for such…
Far-field speech recognition in noisy and reverberant conditions remains a challenging problem despite recent deep learning breakthroughs. This problem is commonly addressed by acquiring a speech signal from multiple microphones and…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…
Varied sensory systems use noise in order to enhance detection of weak signals. It has been conjectured in the literature that this effect, known as stochastic resonance, may take place in central cognitive processes such as the memory…
In this report, we propose a new adaptive time filter algorithm for the unsteady Stokes/Darcy model. First we present a first order ${\theta}$-scheme with the variable time step which is one parameter family of Linear Multi-step methods and…
A non-Bayesian, regression-based or generalized least squares (GLS)-based approach is formally proposed to estimate a class of time-varying AR parameter models. This approach has partly been used by Ito et al. (2014, 2016a,b), and is proven…