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

We study various combinatorial properties, and the implications between them, for filters generated by infinite-dimensional subspaces of a countable vector space. These properties are analogous to selectivity for ultrafilters on the natural…

Various physics observables can be determined from the localisation of distinct edge-like features in distributions of measurement values. In this paper, we address the observation that neither differentiating nor fitting the measured…

Discrete and continuous standard windowing are revisited and a a new taper is introduced, which is derived from the normal circular distribution by von Mises. Both the continuous-time and the discrete-time windows are considered, and their…

A prevalent problem in general state space models is the approximation of the smoothing distribution of a state conditional on the observations from the past, the present, and the future. The aim of this paper is to provide a rigorous…

The velocity of a passive particle in a one-dimensional wave field is shown to converge in law to a Wiener process, in the limit of a dense wave spectrum with independent complex amplitudes, where the random phases distribution is invariant…

In this paper the issue of filtering and smoothing in continuous discrete time is studied when the state variable evolves in some submanifold of Euclidean space, which may not have the usual Lebesgue measure. Formal expressions for…

We show how a neural network can be trained to Wiener filter masked CMB maps to high accuracy. We propose an innovative neural network architecture, the WienerNet, which guarantees linearity in the data map. Our method does not require…

Smoothing causal linear time-invariant filters are studied for continuous time processes. The paper suggests a family of causal filters with almost exponential damping of the energy on the higher frequencies. These filters are sub-ideal…

We present a theoretical study of a spectral filter, which consists of a diffraction grating, a coupling lens, and an optical fiber. As the diffracted beam is highly dispersed spatially, coupling into an optical fiber naturally creates a…

Stack filters are a special case of non-linear filters. They have a good performance for filtering images with different types of noise while preserving edges and details. A stack filter decomposes an input image into several binary images…

We define a new filtration called the Steinhaus filtration built from a single cover based on a generalized Steinhaus distance, a generalization of Jaccard distance. The homology persistence module of a Steinhaus filtration with infinitely…

We investigated the quantum state of an optomechanical suspended mirror under continuous measurement and feedback control using Wiener filtering. We focus on the impact of the two-mode theory of suspended mirror on the quantum state, which…

We present a filter stabilization technique for the mildly compressible Euler equations that relies on a linear or nonlinear indicator function to identify the regions of the domain where artificial viscosity is needed and determine its…

Stack filters are a special case of non-linear filters. They have a good performance for filtering images with different types of noise while preserving edges and details. A stack filter decomposes an input image into stacks of binary…

This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…

Smoothed Wigner transforms have been used in signal processing, as a regularized version of the Wigner transform, and have been proposed as an alternative to it in the homogenization and / or semiclassical limits of wave equations. We…

This paper studies the MINLIP estimator for the identification of Wiener systems consisting of a sequence of a linear FIR dynamical model, and a monotonically increasing (or decreasing) static function. Given $T$ observations, this…

This paper revisits the classical question of the stability of the nonlinear Wonham filter. The novel contributions of this paper are two-fold: (i) definition of the stabilizability for the (control-theoretic) dual to the nonlinear filter;…

The Savitzky-Golay FIR digital filter is based on a least-squares polynomial fit to a hypothetical sample of equally spaced data. This gives the filter the ability to preserve moments of features like peaks in the input. Descriptions of the…

The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic…