相关论文: On the Decomposition of Multivariate Nonstationary…
Modern time series are usually composed of multiple oscillatory components, with time-varying frequency and amplitude contaminated by noise. The signal processing mission is further challenged if each component has an oscillatory pattern,…
The interdependence and high dimensionality of multivariate signals present significant challenges for denoising, as conventional univariate methods often struggle to capture the complex interactions between variables. A successful approach…
The characterization of multicomponent signals with a particular emphasis on musical and communication signals is one of the problems studied in the dissertation. In order to provide an efficient analysis of the multicomponent signals, the…
This paper is concerned with the analysis of convergent sequential and parallel overlapping domain decomposition methods for the minimization of functionals formed by a discrepancy term with respect to data and a total variation constraint.…
Signal decomposition is a classical problem in signal processing, which aims to separate an observed signal into two or more components each with its own property. Usually each component is described by its own subspace or dictionary.…
We extend classical time-frequency limiting analysis, historically applied to one-dimensional finite signals, to the multidimensional discrete setting. This extension is relevant for images, videos, and other multidimensional signals, as it…
The signal demixing problem seeks to separate a superposition of multiple signals into its constituent components. This paper studies a two-stage approach that first decompresses and subsequently deconvolves the noisy and undersampled…
In this paper, we consider multivariate response regression models with high dimensional predictor variables. One way to model the correlation among the response variables is through the low rank decomposition of the coefficient matrix,…
Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…
Component separation is one of the key stages of any modern, cosmic microwave background (CMB) data analysis pipeline. It is an inherently non-linear procedure and typically involves a series of sequential solutions of linear systems with…
We study the classical problem of recovering a multidimensional source signal from observations of nonlinear mixtures of this signal. We show that this recovery is possible (up to a permutation and monotone scaling of the source's original…
In this work, we present a new technique for the decomposition of multivariate data, which we call Multivariate Fast Iterative Filtering (MvFIF) algorithm. We study its properties, proving rigorously that it converges in finite time when…
The decomposition of non-stationary signals is an important and challenging task in the field of signal time-frequency analysis. In the recent two decades, many signal decomposition methods led by the empirical mode decomposition, which was…
We introduce Contrastive Multivariate Singular Spectrum Analysis, a novel unsupervised method for dimensionality reduction and signal decomposition of time series data. By utilizing an appropriate background dataset, the method transforms a…
This paper considers the deconvolution problem in the case where the target signal is multidimensional and no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples…
Eigenvalue-based detectors are considered as an important method of spectrum sensing since they do not require the information about the primary user (PU) signal. In this paper we propose a method to improve the performance of the…
Damped sinusoidal oscillations are widely observed in many physical systems, and their analysis provides access to underlying physical properties. However, parameter estimation becomes difficult when the signal decays rapidly, multiple…
A waveform channel is considered where the transmitted signal is corrupted by Wiener phase noise and additive white Gaussian noise (AWGN). A discrete-time channel model is introduced that is based on a multi-sample receiver. Tight lower…
The analysis of multivariate time series data is challenging due to the various frequencies of signal changes that can occur over both short and long terms. Furthermore, standard deep learning models are often unsuitable for such datasets,…
The decomposition of a stochastic time series into three component series representing a dual signal - namely, the mean and dispersion - while isolating noise is presented. The decomposition is performed by applying machine learning…