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We derive the second-order sampling properties of certain autocovariance and autocorrelation estimators for sequences of independent and identically distributed samples. Specifically, the estimators we consider are the classic lag windowed…

数据分析、统计与概率 · 物理学 2007-05-23 T. D. Carozzi , A. M. Buckley

In this paper, we propose a novel high-dimensional time-varying coefficient estimator for noisy high-frequency observations with a factor structure. In high-frequency finance, we often observe that noises dominate the signal of underlying…

统计方法学 · 统计学 2026-05-12 Minseok Shin , Donggyu Kim

The ability to characterize the state of dynamic systems has been a pertinent task in the time series analysis community. Traditional measures such as Lyapunov exponents are often times difficult to recover from noisy data, especially if…

信号处理 · 电气工程与系统科学 2020-12-21 Joshua Tempelman , Audun Myers , Jeffrey Scruggs , Firas Khasawneh

Key management in wireless sensor networks faces several new challenges. The scale, resource limitations, and new threats such as node capture necessitate the use of an on-line key generation by the nodes themselves. However, the cost of…

密码学与安全 · 计算机科学 2013-09-23 Matthias Wilhelm , Ivan Martinovic , Jens B. Schmitt

A femtosecond pump-probe setup is described that is optimised for broadband transient reflectivity experiments on solid samples over a wide range of temperatures. By combining a temporal resolution of 45 fs and a broad detection range…

Recurrence quantification analysis (RQA) is a well established method of nonlinear data analysis. In this work we present a new strategy for an almost parameter-free RQA. The approach finally omits the choice of the threshold parameter by…

数据分析、统计与概率 · 物理学 2022-11-02 Radim Pánis , Karel Adámek , Norbert Marwan

Significant efforts have been made to enhance the performance of displacement sensors limited by quantum noise, such as gravitational wave detectors. Techniques like frequency-dependent squeezing have overcome the standard quantum limit in…

量子物理 · 物理学 2024-10-23 Haodong Xu , Zijun Shu , Nianqin Li , Yang Shen , Bo Ji , Yongjun Yang , Tengfei Wu , Mingliang Long , Guangqiang He

Amplitude-coherent (AC) detection is an efficient detection technique that can simplify the receiver design while providing reliable symbol error rate (SER). Therefore, this work considers AC detector design and SER analysis using M-ary…

信息论 · 计算机科学 2019-02-06 Mohammad Al-Jarrah , Ki-Hong Park , Arafat Al-Dweik , Mohamed-Slim Alouini

Advanced digital signal processing techniques in combination with ultra-wideband balanced coherent detection have enabled a new generation of ultra-high speed fiber-optic communication systems, by moving most of the processing…

Whilst there are a plethora of algorithms for detecting changes in mean in univariate time-series, almost all struggle in real applications where there is autocorrelated noise or where the mean fluctuates locally between the abrupt changes…

统计方法学 · 统计学 2021-10-18 Gaetano Romano , Guillem Rigaill , Vincent Runge , Paul Fearnhead

Novel industrial wireless applications require wideband, real-time channel characterization due to complex multipath propagation. Rapid machine motion leads to fast time variance of the channel's reflective behavior, which must be captured…

信号处理 · 电气工程与系统科学 2018-05-04 Niels Hendrik Fliedner , Dimitri Block , Uwe Meier

High-efficiency optical detectors that can determine the number of photons in a pulse of monochromatic light have applications in a variety of physics studies, including post-selection-based entanglement protocols for linear optics quantum…

量子物理 · 物理学 2009-11-11 Danna Rosenberg , Adriana E. Lita , Aaron J. Miller , Sae Woo Nam

We present an extension to the robust phase estimation protocol, which can identify incorrect results that would otherwise lie outside the expected statistical range. Robust phase estimation is increasingly a method of choice for…

Determination of the rate of energy loss in a reverberation chamber is fundamental to many different measurements such as absorption cross-section, antenna efficiency, radiated power, and shielding effectiveness. Determination of the energy…

经典物理 · 物理学 2017-11-22 Xiaotian Zhang , Martin P. Robinson , Ian D. Flintoft , John F. Dawson

Density-based and classification-based methods have ruled unsupervised anomaly detection in recent years, while reconstruction-based methods are rarely mentioned for the poor reconstruction ability and low performance. However, the latter…

计算机视觉与模式识别 · 计算机科学 2023-08-16 Yufei Liang , Jiangning Zhang , Shiwei Zhao , Runze Wu , Yong Liu , Shuwen Pan

We improve a phase retrieval approach that uses correlation-based measurements with compactly supported measurement masks [27]. The improved algorithm admits deterministic measurement constructions together with a robust, fast recovery…

数值分析 · 数学 2016-12-07 Mark A. Iwen , Brian Preskitt , Rayan Saab , Aditya Viswanathan

The stability of motional-mode frequency is essential for realizing high-fidelity quantum gates in trapped-ion quantum computing. While broadband Gaussian noise has been extensively studied and mitigated using pulse shaping techniques, the…

量子物理 · 物理学 2026-02-24 Jaehun You , Jiyong Kang , Kyunghye Kim , Wonhyeong Choi , Taehyun Kim

Exquisite sensitivities are a prominent advantage of quantum sensors. Ramsey sequences allow precise measurement of direct current fields, while Hahn-echo-like sequences measure alternating current fields. However, the latter are restrained…

量子物理 · 物理学 2022-09-29 E. D. Herbschleb , I. Ohki , K. Morita , Y. Yoshii , H. Kato , T. Makino , S. Yamasaki , N. Mizuochi

This paper proposes simple moment based spectrum sensing algorithm for cognitive radio networks in a flat fading channel. It is assumed that the transmitted signal samples are binary (quadrature) phase-shift keying BPSK (QPSK), Mary…

应用统计 · 统计学 2013-11-26 Tadilo Endeshaw Bogale , Luc Vandendorpe

We developed a compact and easy-to-use phase meter based on a zero-crossing counting algorithm for digitized signals. Owing to the algorithm, the phase meter has low-noise and wide dynamic range. Low-noise differential phase measurements…

仪器与探测器 · 物理学 2020-09-18 Wataru Kokuyama , Hideaki Nozato , Thomas R. Schibli