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Auxiliary particle filters (APFs) are a class of sequential Monte Carlo (SMC) methods for Bayesian inference in state-space models. In their original derivation, APFs operate in an extended state space using an auxiliary variable to improve…

统计计算 · 统计学 2021-06-17 Nicola Branchini , Víctor Elvira

In this paper, we present a unified optimal and exponentially stable filter for linear discrete-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense, without making any…

最优化与控制 · 数学 2014-06-17 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…

机器学习 · 统计学 2016-04-11 Jesus Fernandez-Bes , Víctor Elvira , Steven Van Vaerenbergh

This paper proposes a robust reduced-rank scheme for adaptive beamforming based on joint iterative optimization (JIO) of adaptive filters. The scheme provides an efficient way to deal with filters with large number of elements. It consists…

信息论 · 计算机科学 2013-03-18 Lei Wang , Rodrigo C. de Lamare

We present an efficient implementation of Wiener filtering of real-space linear field and optimal quadratic estimator of its power spectrum Band-powers. We first recast the field reconstruction into an optimization problem, which we solve…

宇宙学与河外天体物理 · 物理学 2019-10-16 Benjamin Horowitz , Uros Seljak , Grigor Aslanyan

The least-mean-squares (LMS) algorithm is the most popular algorithm in adaptive filtering. Several variable step-size strategies have been suggested to improve the performance of the LMS algorithm. These strategies enhance the performance…

数据结构与算法 · 计算机科学 2017-03-22 Muhammad Omer Bin Saeed

Safety filters provide modular techniques to augment potentially unsafe control inputs (e.g. from learning-based controllers or humans) with safety guarantees in the form of constraint satisfaction. In this paper, we present an improved…

系统与控制 · 电气工程与系统科学 2023-06-12 Antoine P. Leeman , Johannes Köhler , Samir Benanni , Melanie N. Zeilinger

In many practical applications, signals and environments are time- varying, which makes fixed filters unreliable. Adaptive filtering, on the other hand, updates in real time to suppress noise, track nonstationary signals, and identify…

综合数学 · 数学 2026-03-12 Keshav Raj Acharya , Pitambar Acharya

Adaptive filters are applied in several electronic and communication devices like smartphones, advanced headphones, DSP chips, smart antenna, and teleconference systems. Also, they have application in many areas such as system…

信号处理 · 电气工程与系统科学 2019-09-10 Hamed Yazdanpanah

The increased temporal and spectral resolution of oversampled systems allows many sensor-signal analysis tasks to be performed (e.g. detection, classification and tracking) using a filterbank of low-pass digital differentiators. Such…

系统与控制 · 电气工程与系统科学 2021-10-04 Hugh L. Kennedy

Decomposing discrete signals such as images into components is vital in many applications, and this paper propose a framework to produce filtering banks to accomplish this task. The framework is an equation set which is ill-posed, and thus…

图像与视频处理 · 电气工程与系统科学 2018-04-05 Yiguang Liu

Permutation synchronization is an important problem in computer science that constitutes the key step of many computer vision tasks. The goal is to recover $n$ latent permutations from their noisy and incomplete pairwise measurements. In…

统计理论 · 数学 2024-05-13 Duc Nguyen , Anderson Ye Zhang

Recently, a new framework to compute the photoionization rate in streamer discharges accurately and efficiently using the integral form and the fast multipole method (FMM) was presented. This paper further improves the efficiency of this…

等离子体物理 · 物理学 2021-12-21 Bo Lin , Chijie Zhuang

The performance of fault detection filters relies on a high sensitivity to faults and a low sensitivity to disturbances. The aim of this paper is to develop an approach to directly shape these sensitivities, expressed in terms of minimum…

系统与控制 · 电气工程与系统科学 2023-05-15 Koen Classens , W. P. M. H. Heemels , Tom Oomen

In this paper, adaptive hybrid beamforming methods are proposed for millimeter-wave range massive multiple-input-multiple-output (MIMO) systems considering single carrier wideband transmission in uplink data mode. A statistical analog…

信息论 · 计算机科学 2020-07-02 Anil Kurt , Gokhan Muzaffer Guvensen

We present a novel adaptive filtering approach to the dynamic characterisation of waves of varying frequency and amplitude embedded in arbitrary noise backgrounds. This method, known as IWAVE, possesses critical advantages over conventional…

仪器与探测器 · 物理学 2024-06-19 Edward J. Daw , Ian J. Hollows , Elliot L. Jones , Ross Kennedy , Timesh Mistry , Tega B. Edo , Maxime Fays , Lilli Sun

In this paper, we propose the construction of critically sampled perfect reconstruction two-channel filterbanks on arbitrary undirected graphs.Inspired by the design of graphQMF proposed in the literature, we propose a general ``spectral…

信号处理 · 电气工程与系统科学 2024-10-28 Junxia You , Lihua Yang

The method of filtered back projection (FBP) is a widely used reconstruction technique in X-ray computerized tomography (CT), which is particularly important in clinical diagnostics. To reduce scanning times and radiation doses in medical…

数值分析 · 数学 2024-08-14 Matthias Beckmann , Judith Nickel

The ensemble Gaussian mixture filter combines the simplicity and power of Gaussian mixture models with the provable convergence and power of particle filters. The quality of the ensemble Gaussian mixture filter heavily depends on the choice…

最优化与控制 · 数学 2022-12-21 Andrey A Popov , Renato Zanetti

Advancements in quantum computing underscore the critical need for sophisticated qubit readout techniques to accurately discern quantum states. This abstract presents our research intended for optimizing readout pulse fidelity for 2D and 3D…