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In this paper we revisit a non-linear filter for {\em non-Gaussian} noises that was introduced in [1]. Goggin proved that transforming the observations by the score function and then applying the Kalman Filter (KF) to the transformed…

信息论 · 计算机科学 2026-01-22 Imon Banerjee , Itai Gurvich

Systems in nature are stochastic as well as nonlinear. In traditional applications, engineered filters aim to minimize the stochastic effects caused by process and measurement noise. Conversely, a previous study showed that the process…

系统与控制 · 电气工程与系统科学 2024-07-11 Burak Boyacıoğlu , Mahnoush Babaei , Amanuel H. Mamo , Sarah Bergbreiter , Thomas L. Daniel , Kristi A. Morgansen

Radar target detection in the presence of a mixture of non-Gaussian clutter and white thermal noise is a challenging problem. This paper proposes a Rectified Flow Matching-based method for radar detection, termed D-RFM. Unlike existing…

信号处理 · 电气工程与系统科学 2026-03-20 P. Meena , Y. A. Rouzoumka , J. Pinsolle , C. Ren , M. N. El Korso , J. -P. Ovarlez

Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…

最优化与控制 · 数学 2011-10-13 C. E. A. Brett , K. F. Lam , K. J. H. Law , D. S. McCormick , M. R. Scott , A. M. Stuart

This paper presents a performance analysis framework for linear detection in fast-fading channels with possibly correlated channel and noise. The framework is both accurate and adaptable, making it well-suited for analyzing a wide range of…

信号处理 · 电气工程与系统科学 2025-07-09 Almutasem Bellah Enad , Jihad Fahs , Hadi Sarieddeen , Hakim Jemaa , Tareq Y. Al-Naffouri

A new generation of interferometric instruments is emerging which aim to use intensity mapping of redshifted $21\,$cm radiation to measure the large-scale structure of the Universe at $z\simeq 1-2$ over wide areas of sky. While these…

宇宙学与河外天体物理 · 物理学 2017-08-16 Martin White , Nikhil Padmanabhan

Signal extraction out of background noise is a common challenge in high precision physics experiments, where the measurement output is often a continuous data stream. To improve the signal to noise ratio of the detection, witness sensors…

广义相对论与量子宇宙学 · 物理学 2020-02-26 Gabriele Vajente , Yiwen Huang , Maximiliano Isi , Jenne C. Driggers , Jeffrey S. Kissel , Marek J. Szczepanczyk , Salvatore Vitale

The problem of testing whether a signal lies within a given subspace, also named matched subspace detection, has been well studied when the signal is represented as a vector. However, the matched subspace detection methods based on vectors…

数值分析 · 计算机科学 2018-04-24 Cuiping Li , Xiao-Yang Liu , Yue Sun

Understanding and dealing with inference biases in gravitational-wave (GW) parameter estimation when a plethora of signals are present in the data is one of the key challenges for the analysis of data from future GW detectors. Working…

广义相对论与量子宇宙学 · 物理学 2021-08-25 Andrea Antonelli , Ollie Burke , Jonathan R. Gair

When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from…

信号处理 · 电气工程与系统科学 2021-11-08 Alejandro J. Ordóñez-Conejo , Armin Lederer , Sandra Hirche

As two neutron stars merge, they emit gravitational waves that can potentially be detected by earth bound detectors. Matched-filtering based algorithms have traditionally been used to extract quiet signals embedded in noise. We introduce a…

高能天体物理现象 · 物理学 2020-09-29 Marlin B. Schäfer , Frank Ohme , Alexander H. Nitz

In this work, we present a new perspective on the origin and interpretation of adaptive filters. By applying Bayesian principles of recursive inference from the state-space model and using a series of simplifications regarding the structure…

信息检索 · 计算机科学 2025-07-02 Leszek Szczecinski , Jacob Benesty , Eduardo Vinicius Kuhn

In this paper we show that the knowledge of noise statistics contaminating a signal can be effectively used to choose an optimal Gaussian filter to eliminate noise. Very specifically, we show that the additive white Gaussian noise (AWGN)…

其他计算机科学 · 计算机科学 2014-06-13 Sunil Kopparapu , M Satish

A new method is proposed to get image features' geometric information. Using Gaussian as an input signal, a theoretical optimal solution to calculate feature's affine shape is proposed. Based on analytic result of a feature model, the…

计算机视觉与模式识别 · 计算机科学 2015-03-19 Xiaopeng Xu , Xiaochun Zhang

In this paper, we propose an adaptive matched detector of a signal corrupted by a non-Gaussian noise with an inverse gamma texture. The detector is formed using a set of secondary data measurements, and is analytically shown to have a…

应用统计 · 统计学 2017-05-15 Shiwen Lei , Andreas Jakobsson , Zhiqin Zhao

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…

系统与控制 · 计算机科学 2012-04-02 Marco F. Huber

In this paper, we consider the problem of detecting signals in multiple, sequentially observed data streams. For each stream, the exact distribution is unknown, but characterized by a parameter that takes values in either of two disjoint…

统计方法学 · 统计学 2025-07-30 Yiming Xing , Anamitra Chaudhuri , Yifan Chen

Many multichannel systems use a linear filter to retrieve a signal of interest corrupted by noise whose statistics are partly unknown. The optimal filter in Gaussian noise requires knowledge of the noise covariance matrix $\Sigma$ and in…

信号处理 · 电气工程与系统科学 2021-08-30 Olivier Besson

Matched filtering is a commonly used technique in gravitational wave searches for signals from compact binary systems and from rapidly rotating neutron stars. A common issue in these searches is dealing with four extrinsic parameters which…

广义相对论与量子宇宙学 · 物理学 2017-07-27 Sanjeev Dhurandhar , Badri Krishnan , Joshua L. Willis

We demonstrate a new tool for filtering technical and electronic noises from pulses of light, especially relevant for signal processing methods in quantum optics experiments as a means to achieve the shot-noise level and reduce strong…