相关论文: A Sequential Variational Mode Decomposition Method

Dynamic Mode Decomposition (DMD) is a powerful data-driven method used to extract spatio-temporal coherent structures that dictate a given dynamical system. The method consists of stacking collected temporal snapshots into a matrix and…

Nonstationary and nonlinear signals are ubiquitous in real life. Their decomposition and analysis is an important topic of research in signal processing. Recently a new technique, called Iterative Filtering, has been developed with the goal…

In this paper we present a mathematical model of the Empirical Mode Decomposition (EMD). Although EMD is a powerful tool for signal processing, the algorithm itself lacks an appropriate theoretical basis. The interpolation and iteration…

Scientific research and engineering practice often require the modeling and decomposition of nonlinear systems. The Dynamic Mode Decomposition (DMD) is a novel Koopman-based technique that effectively dissects high-dimensional nonlinear…

In this article we introduce the notion of Split Variational Autoencoder (SVAE), whose output $\hat{x}$ is obtained as a weighted sum $\sigma \odot \hat{x_1} + (1-\sigma) \odot \hat{x_2}$ of two generated images $\hat{x_1},\hat{x_2}$, and…

Integrated multimode quantum optics is a promising platform for scalable continuous-variable quantum technologies leveraging multimode squeezing in both the spatial and spectral domains. However, on-chip measurement, routing and processing…

For reliable transmission across a noisy communication channel, classical results from information theory show that it is asymptotically optimal to separate out the source and channel coding processes. However, this decomposition can fall…

Non-negative matrix factorization (NMF) is an important tool in signal processing and widely used to separate mixed sources into their components. Algorithms for NMF require that the user choose the number of components in advance, and if…

Time-varying graph signals are alternative representation of multivariate (or multichannel) signals in which a single time-series is associated with each of the nodes or vertex of a graph. Aided by the graph-theoretic tools, time-varying…

We consider a separation problem where the observation consists of the sum of a high amplitude smooth signal and a low amplitude transient signal. We propose a method for decomposition that relies on solving instances of a `constrained…

Blind source separation (BSS) techniques aims at joint estimation of source signals and a mixing matrix from observations of mixtures. This paper addresses a doubly nonstationary BSS problem, where the mixing matrix is time dependent and…

We present a new and easy-to-implement sequential sampling method for CGMY processes with either finite or infinite variation, exploiting the time change representation of the CGMY model and a decomposition of its time change. We find that…

Beamforming techniques that employ Singular Value Decomposition (SVD) are commonly used in Multi-Input Multi-Output (MIMO) wireless communication systems. In the absence of channel coding, when a single symbol is transmitted, these systems…

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…

Iterative Filtering (IF) is an alternative technique to the Empirical Mode Decomposition (EMD) algorithm for the decomposition of non-stationary and non-linear signals. Recently in [1] IF has been proved to be convergent for any $L^2$…

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Dynamic mode decomposition (DMD) and its variants have emerged as popular methods for the post-processing of fluid dynamics' simulations in order to visualize dominant coherent structures and to reduce the practical degrees of freedom to a…

In spatial blind source separation the observed multivariate random fields are assumed to be mixtures of latent spatially dependent random fields. The objective is to recover latent random fields by estimating the unmixing transformation.…

We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…

This work proposes convolutional-sparse-coded dynamic mode decomposition (CSC-DMD) by unifying extended dynamic mode decomposition (EDMD) and convolutional sparse coding. EDMD is a data driven analysis method for describing a nonlinear…