相关论文: KARMA: Kalman-based autoregressive moving average …

Continuous-time autoregressive moving average (CARMA) process driven by simple semi-L\'evy process has periodically correlated property with many potential application in finance. In this paper, we study on the estimation of the parameters…

We study causal waveform estimation (tracking) of time-varying signals in a paradigmatic atomic sensor, an alkali vapor monitored by Faraday rotation probing. We use Kalman filtering, which optimally tracks known linear Gaussian stochastic…

Dynamic inference problems in autoregressive (AR/ARMA/ARIMA), exponential smoothing, and navigation are often formulated and solved using state-space models (SSM), which allow a range of statistical distributions to inform innovations and…

We present a new online approach to track human whole-body motion from motion capture data, i.e., positions of labeled markers attached to the human body. Tracking in noisy data can be effectively performed with the aid of well-established…

Utilizing millimeter-wave (mmWave) frequencies for wireless communication in \emph{mobile} systems is challenging since it requires continuous tracking of the beam direction. Recently, beam tracking techniques based on channel sparsity…

Vocoders, encoding speech signals into acoustic features and allowing for speech signal reconstruction from them, have been studied for decades. Recently, the rise of deep learning has particularly driven the development of neural vocoders…

In this article, we first propose the modified Hannan-Rissanen Method for estimating the parameters of the autoregressive moving average (ARMA) process with symmetric stable noise and symmetric stable generalized autoregressive conditional…

In this paper, we propose a novel variable selection approach in the framework of sparse high-dimensional GLARMA models. It consists in combining the estimation of the autoregressive moving average (ARMA) coefficients of these models with…

A novel approach for vehicle tracking using a hybrid adaptive Kalman filter is proposed. The filter utilizes recurrent neural networks to learn the vehicle's geometrical and kinematic features, which are then used in a supervised learning…

Semantic segmentation of structural defects in civil infrastructure remains challenging due to variable defect appearances, harsh imaging conditions, and significant class imbalance. Current deep learning methods, despite their…

Slow feature analysis (SFA), as a method for learning slowly varying features in classification and signal analysis, has attracted increasing attention in recent years. Recent probabilistic extensions to SFA learn effective representations…

Passive acoustic mapping (PAM) is a key imaging technique for characterizing cavitation activity in therapeutic ultrasound applications. Recent model-based beamforming algorithms offer high reconstruction quality and strong physical…

The detection of voiced speech, the estimation of the fundamental frequency, and the tracking of pitch values over time are crucial subtasks for a variety of speech processing techniques. Many different algorithms have been developed for…

In this paper we introduce the Kumaraswamy autoregressive moving average models (KARMA), which is a dynamic class of models for time series taking values in the double bounded interval $(a,b)$ following the Kumaraswamy distribution. The…

In this paper, we propose a new method for the accurate estimation and tracking of formants in speech signals using time-varying quasi-closed-phase (TVQCP) analysis. Conventional formant tracking methods typically adopt a two-stage…

Continuous-time autoregressive moving average (CARMA) processes have recently been used widely in the modeling of non-uniformly spaced data and as a tool for dealing with high-frequency data of the form $Y_{n\Delta}, n=0,1,2,...$, where…

mmWave radars have recently gathered significant attention as a means to track human movement within indoor environments. Widely adopted Kalman filter tracking methods experience performance degradation when the underlying movement is…

Millimeter-wave (mmWave) communication is a promising technology to meet the ever-growing data traffic of vehicular communications. Unfortunately, more frequent channel estimations are required in this spectrum due to the narrow beams…

Super-resolution ultrasound can image microvascular structure and flow at sub-wave-diffraction resolution based on localising and tracking microbubbles. Currently, tracking microbubbles accurately under limited imaging frame rates and high…

Millimeter wave (mmWave) communication links for 5G cellular technology require high beamforming gain to overcome channel impairments and achieve high throughput. While much work has focused on estimating mmWave channels and designing…