相关论文: Spectral Factorization, Whitening- and Estimation …

A stable filter has the property that it asymptotically `forgets' initial perturbations. As a result of this property, it is possible to construct approximations of such filters whose errors remain small in time, in other words…

Block-Oriented Nonlinear (BONL) models, particularly Wiener models, are widely used for their computational efficiency and practicality in modeling nonlinear behaviors in physical systems. Filtering and smoothing methods for Wiener systems,…

We investigate solutions of the 2d incompressible Euler equations, linearized around steady states which are radially decreasing vortices. Our main goal is to understand the smoothness of what we call the spectral density function…

A seismic array has been deployed at the Sanford Underground Research Facility in the former Homestake mine, South Dakota, to study the underground seismic environment. This includes exploring the advantages of constructing a…

When is a nonlinear filter stable with respect to its initial condition? In spite of the recent progress, this question still lacks a complete answer in general. Currently available results indicate that stability of the filter depends on…

The paper deals with kernel density estimates of filtering densities in the particle filter. The convergence of the estimates is investigated by means of Fourier analysis. It is shown that the estimates converge to the theoretical filtering…

We prove that the fidelity between the quantum state governed by a continuous time stochastic master equation driven by a Wiener process and its associated quantum-filter state is a sub-martingale. This result is a generalization to…

This paper develops a connection between the asymptotic stability of nonlinear filters and a notion of observability. We consider a general class of hidden Markov models in continuous time with compact signal state space, and call such a…

The formalism of Wiener filtering is developed here for the purpose of reconstructing the large scale structure of the universe from noisy, sparse and incomplete data. The method is based on a linear minimum variance solution, given data…

Analytic expressions are derived for the Wiener filter (WF), also known as the linear minimum mean square error (LMMSE) estimator, for an intensity-modulation/direct-detection (IM/DD) short-haul fiber-optic communication system. The link is…

We study a regression characterization for the quadratic estimator of weak lensing, developed by Hu and Okamoto (2001,2002), for cosmic microwave background observations. This characterization motivates a modification of the quadratic…

For challenging state estimation problems arising in domains like vision and robotics, particle-based representations attractively enable temporal reasoning about multiple posterior modes. Particle smoothers offer the potential for more…

In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper…

Computationally-efficient wave-front reconstruction techniques for astronomical adaptive optics systems have seen a great development in the past decade. Algorithms developed in the spatial-frequency (Fourier) domain have gathered large…

Graph-structured data arise in a variety of real-world context ranging from sensor and transportation to biological and social networks. As a ubiquitous tool to process graph-structured data, spectral graph filters have been used to solve…

A simple procedure for the design of recursive digital filters with an infinite impulse response (IIR) and non-recursive digital filters with a finite impulse response (FIR) is described. The fixed-lag smoothing filters are designed to…

This paper offers a new regard on compactly supported wavelets derived from FIR filters. Although being continuous wavelets, analytical formulation are lacking for such wavelets. Close approximations for daublets (Daubechies wavelets) and…

One major challenge for living cells is the measurement and prediction of signals corrupted by noise. In general, cells need to make decisions based on their compressed representation of noisy, time-varying signals. Strategies for signal…

This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in the fact that the eigenvectors can be interpreted as the…

In Persistent Homology and Topology, filtrations are usually given by introducing an ordered collection of sets or a continuous function from a topological space to $\R^n$. A natural question arises, whether these approaches are equivalent…