相关论文: Dimensional reduction in nonlinear filtering: A ho…
In this paper we suggest a moment matching method for quadratic-bilinear dynamical systems. Most system-theoretic reduction methods for nonlinear systems rely on multivariate frequency representations. Our approach instead uses univariate…
In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…
Nonlinear adaptive filters often show some sparse behavior due to the fact that not all the coefficients are equally useful for the modeling of any nonlinearity. Recently, a class of proportionate algorithms has been proposed for nonlinear…
A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…
The work concerns about multiscale McKean-Vlasov stochastic systems. First of all, we prove an average principle for these systems in the $L^2$ sense. Moreover, a convergence rate is presented. Then we define the nonlinear filtering of…
The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…
A novel method for correcting the effect of nonlinear distortion in orthogonal frequency division multiplexing signals is proposed. The method depends on adaptively selecting the distortion over a subset of the data carriers, and then using…
This work deals with the homogenization of an initial- and boundary-value problem for the doubly-nonlinear system $$ D_t w -\nabla\cdot \vec z = \nabla\cdot \vec h(x,t,x/\varepsilon), \qquad w\in \alpha(u,x/\varepsilon), \qquad \vec z\in…
The compressive sensing (CS) and 1-bit CS demonstrate superior efficiency in signal acquisition and resource conservation, while 1-bit CS achieves maximum resource efficiency through sign-only measurements. With the emergence of massive…
Homogenization is studied for a nonlinear elliptic boundary-value problem with a large nonlinear potential. More specifically we are interested in the asymptotic behavior of a sequence of p-Laplacians of the form $$…
In this paper, it is shown how a combination of approximate symmetries of a nonlinear wave equation with small dissipations and singularity analysis provides exact analytic solutions. We perform the analysis using the Lie symmetry algebra…
Recursive, causal and non-causal, multidimensional digital filters, with infinite impulse responses and maximally flat magnitude and delay responses in the low-frequency region, are designed to negate correlated clutter and interference in…
We consider a nonlinear convex stochastic homogenization problem, in a stationary setting. In practice, the deterministic homogenized energy density can only be approximated by a random apparent energy density, obtained by solving the…
Convergence of the solutions of nonhomogeneous linear singularly perturbed systems to that of the corresponding reduced singular system on the half-line [0, $\infty $) is considered. To include the situation on a neighborhood of initial…
Dimension reduction plays a pivotal role in analysing high-dimensional data. However, observations with missing values present serious difficulties in directly applying standard dimension reduction techniques. As a large number of dimension…
A numerical scheme for approximating the nonlinear filtering density is introduced and its convergence rate is established, theoretically under a parabolic H\"{o}rmander condition, and empirically in numerical examples. In a prediction…
We consider reduction of dimension for nonlinear dynamical systems. We demonstrate that in some cases, one can reduce a nonlinear system of equations into a single equation for one of the state variables, and this can be useful for…
The success of nonlinear noise reduction applied to a single channel recording of human voice is measured in terms of the recognition rate of a commercial speech recognition program in comparison to the optimal linear filter. The overall…
In this paper a semilinear elliptic PDE with rapidly oscillating coefficients is homogenized. The novetly of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some portion of…
This work is about low dimensional reduction for a slow-fast data assimilation system with non-Gaussian $\alpha-$stable L\'evy noise via stochastic averaging. When the observations are only available for slow components, we show that the…