相关论文: Uniformly-Damped Binomial Filters: Five-percent Ma…

Designing infinite impulse response filters to match an arbitrary magnitude response requires specialized techniques. Methods like modified Yule-Walker are relatively efficient, but may not be sufficiently accurate in matching high order…

In this paper a new method for checking the subsumption relation for the optimal-size sorting network problem is described. The new approach is based on creating a bipartite graph and modelling the subsumption test as the problem of…

Most nonlinear filters used in spacecraft navigation are based on a linear approximation of the optimal minimum mean square error estimator. The Unscented Kalman Filter (UKF) handles nonlinear dynamics through a sigma-point transform, but…

Closed queuing networks with finite capacity buffers and skip-over policies are fundamental models in the performance evaluation of computer and communication systems. This technical report presents the details of computational algorithms…

The amount of data moved over dedicated and non-dedicated network links increases much faster than the increase in the network capacity, but the current solutions fail to guarantee even the promised achievable transfer throughputs. In this…

The Gaussian Mixture Probability Hypothesis Density (GM-PHD) filter is an almost exact closed-form approximation to the Bayes-optimal multi-target tracking algorithm. Due to its optimality guarantees and ease of implementation, it has been…

Given the rapid increase in traffic, greater demands have been put on research in high-speed switching systems. Such systems have to simultaneously meet several constraints, e.g., high throughput, low delay and low complexity. This makes it…

With the unprecedented growth of signal processing and machine learning application domains, there has been a tremendous expansion of interest in distributed optimization methods to cope with the underlying large-scale problems.…

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

In this paper, we propose a direct solution method for optimal switching problems of one-dimensional diffusions. This method is free from conjectures about the form of the value function and switching strategies, or does not require the…

In this paper, we consider the integrating factor midpoint method for wave-type equations and derive optimal order a posteriori error estimates. We first introduce an integrating factor midpoint approximation defined by the piecewise linear…

In this paper, we consider the problem of reconstructing piece-wise smooth functions from their non-uniform Fourier data. We first extend the filter method for uniform Fourier data to the non-uniform setting by using the techniques of…

We study the approximation of functions which are invariant with respect to certain permutations of the input indices using flow maps of dynamical systems. Such invariant functions includes the much studied translation-invariant ones…

We introduce a new incremental preference elicitation procedure able to deal with noisy responses of a Decision Maker (DM). The originality of the contribution is to propose a Bayesian approach for determining a preferred solution in a…

In the online packet buffering problem (also known as the unweighted FIFO variant of buffer management), we focus on a single network packet switching device with several input ports and one output port. This device forwards unit-size,…

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

We consider the problem of decomposing a higher-order tensor with binary entries. Such data problems arise frequently in applications such as neuroimaging, recommendation system, topic modeling, and sensor network localization. We propose a…

In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…

Beamforming is an essential step in the ultrasound image formation pipeline and has recently attracted growing interest. An important goal of beamforming is to increase the image spatial resolution, or in other words to narrow down the…

The diffusion bridge, which is a diffusion process conditioned on hitting a specific state within a finite period, has found broad applications in various scientific and engineering fields. However, simulating diffusion bridges for modeling…