相关论文: An Extension of the Iterated Moving Average

We develop the Akhiezer iteration, a generalization of the classical Chebyshev iteration, for the inner product-free, iterative solution of indefinite linear systems using orthogonal polynomials for measures supported on multiple, disjoint…

Compton scattering of the cosmic microwave background (CMB) from hot ionized gas produces a range of effects, and the leading order effects are the kinetic and thermal Sunyaev Zel'dovich (kSZ and tSZ) effects. In the near future, CMB…

Among algorithms used for sensor fusion for attitude estimation in unmanned aerial vehicles, the Extended Kalman Filter (EKF) is the most commonly used for estimation. In this paper, we propose a new version of H2 estimation called extended…

The Ensemble Score Filter (EnSF) has emerged as a promising approach to leverage score-based diffusion models for solving high-dimensional and nonlinear data assimilation problems. While initial applications of EnSF to the Lorenz-96 model…

We present a practical implementation of the ensemble Kalman (EnKF) filter based on an iterative Sherman-Morrison formula. The new direct method exploits the special structure of the ensemble-estimated error covariance matrices in order to…

An extended Kolmogorov-Avrami-Ishibashi (EKAI) model is proposed, which represents dynamic characteristics in polycrystalline ferroelectric films consisting of grains under time-dependent electric fields. The original…

We study the coherence in time and space of electromagnetic fields propagated through complex media. Whether for localization, imaging or telecommunication, the development of dedicated numerical techniques is generally based on the…

The Kaczmarz algorithm is an iterative method that solves linear systems of equations. It stands out among iterative algorithms when dealing with large systems for two reasons. First, at each iteration, the Kaczmarz algorithm uses a single…

Electric Network Frequency (ENF) fluctuations constitute a powerful tool in multimedia forensics. An efficient approach for ENF estimation is introduced with temporal windowing based on the filter-bank Capon spectral estimator. A type of…

The mixture of factor analyzers (MFA) model provides a powerful tool for analyzing high-dimensional data as it can reduce the number of free parameters through its factor-analytic representation of the component covariance matrices. This…

Future cellular networks that utilize millimeter wave signals provide new opportunities in positioning and situational awareness. Large bandwidths combined with large antenna arrays provide unparalleled delay and angle resolution, allowing…

We analyze the question whether sliding window time averages applied to stationary increment processes converge to a limit in probability. The question centers on averages, correlations, and densities constructed via time averages of the…

Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior…

The kinematic Sunyaev-Zel'dovich (kSZ) signal is a powerful probe of the cosmic baryon distribution. The kSZ signal is proportional to the integrated free electron momentum rather than the electron pressure (which sources the thermal SZ…

Functional time series have become an integral part of both functional data and time series analysis. Important contributions to methodology, theory and application for the prediction of future trajectories and the estimation of functional…

The Ensemble Kalman Filter method can be used as an iterative particle numerical scheme for state dynamics estimation and control--to--observable identification problems. In applications it may be required to enforce the solution to satisfy…

We study a multivariate version of trend filtering, called Kronecker trend filtering or KTF, for the case in which the design points form a lattice in $d$ dimensions. KTF is a natural extension of univariate trend filtering (Steidl et al.,…

Zak-Orthogonal Time Frequency Space (Zak-OTFS) modulation has been shown to achieve significantly better performance compared to the standardized Cyclic-Prefix Orthogonal Frequency Division Multiplexing (CP-OFDM), in high delay/Doppler…

Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms that use sub-sampling ideas to reduce this computational…

This paper derives a Minimum Message Length (MML) criterion for the model selection of the Autoregressive Moving Average (ARMA) time series model. The MML87 performances on the ARMA model compared with other well known model selection…