相关论文: Generalized chi-squared detector for LTI systems w…
A linear transmitter with correlated Gaussian white additive and multiplicative noises and a periodic signal coupled either additively or multiplicatively is considered. The correlations have a weak destructive effect in case of the…
Fault detection is crucial to ensure the reliability of navigation systems. However, mainstream fault detection methods are developed based on Gaussian assumptions on nominal errors, while current attempts at non-Gaussian fault detection…
Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…
Causal discovery methods are intrinsically constrained by the set of assumptions needed to ensure structure identifiability. Moreover additional restrictions are often imposed in order to simplify the inference task: this is the case for…
This paper deals with the parametric inference for integrated signals embedded in an additive Gaussian noise and observed at deterministic discrete instants which are not necessarily equidistant. The unknown parameter is multidimensional…
Multivariate time-series anomaly detection is essential for reliable industrial control, telemetry, and service monitoring. However, the evolving inter-variable dependencies and inevitable noise render it challenging. Existing methods often…
This paper considers the problem of transmitting the difference of two jointly Gaussian sources over a two-user additive Gaussian noise multiple access channel (MAC). The goal is to recover this difference within an average mean squared…
The most common way of estimating the anomalous diffusion exponent from single-particle trajectories consists in a linear fitting of the dependence of the time averaged mean square displacement on the lag time at the log-log scale. However,…
Gaussian mixtures are a common density representation in nonlinear, non-Gaussian Bayesian state estimation. Selecting an appropriate number of Gaussian components, however, is difficult as one has to trade of computational complexity…
In this paper we show that the conditional distribution of perturbed chi-quare risks can be approximated by certain distributions including the Gaussian ones. Our results are of interest for conditional extreme value models and multivariate…
Gravitational-wave parameter estimation for compact binary signals typically relies on sequential estimation of the properties of the detector Gaussian noise and of the binary parameters. This procedure assumes that the noise variance,…
A new method for secure information transmission based on generalized synchronization is proposed. The principal advantage of it is a remarkable stability to noise. To reveal this peculiarity of the proposed method the effectiveness of the…
A continuous-variable quantum key distribution protocol based on squeezed states and heterodyne detection is introduced and shown to attain higher secret key rates over a noisy line than any other one-way Gaussian protocol. This increased…
Most existing works on optimal filtering of linear time-invariant (LTI) stochastic systems with arbitrary unknown inputs assume perfect knowledge of the covariances of the noises in the filter design. This is impractical and raises the…
We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…
The modeling of intrinsic noise in pulsar timing residual data is of crucial importance for Gravitational Wave (GW) detection and pulsar timing (astro)physics in general. The noise budget in pulsars is a collection of several well studied…
In this paper, the consensus problems of the continuous-time integrator systems under noisy measurements are considered. The measurement noises, which appear when agents measure their neighbors' states, are modeled to be multiplicative. By…
The increasing sensitivity of gravitational-wave detectors has brought about an increase in the rate of astrophysical signal detections as well as the rate of "glitches"; transient and non-Gaussian detector noise. Temporal overlap of…
Most existing image denoising algorithms can only deal with a single type of noise, which violates the fact that the noisy observed images in practice are often suffered from more than one type of noise during the process of acquisition and…
As quantum key distribution becomes a mature technology, it appears clearly that some assumptions made in the security proofs cannot be justified in practical implementations. This might open the door to possible side-channel attacks. We…