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Simulation, MMSE Estimation, and Interpolation of Sampled ContinuousTime Signals Using Factor Graphs
"... Abstract—The paper proposes a factor graph representation of finitedimensional continuoustime linear systems / filters driven by white Gaussian noise. Applications of such factor graphs include (i) simulation of the output signal at arbitrary discrete instants and (ii) MAP / MMSE / LMMSE estimatio ..."
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Cited by 5 (5 self)
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Abstract—The paper proposes a factor graph representation of finitedimensional continuoustime linear systems / filters driven by white Gaussian noise. Applications of such factor graphs include (i) simulation of the output signal at arbitrary discrete instants and (ii) MAP / MMSE / LMMSE
Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise. FMG Discussion Papers 703
, 2012
"... This paper studies the estimation problem of the covariance matrices of asset returns in the presence of microstructure noise and asynchronicity between the observations across different assets. Motivated by Malliavin and Mancino (2002, 2009) we propose a new Fourier domain based estimator of multiv ..."
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Cited by 5 (0 self)
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of multivariate expost volatility, which we call the Fourier Realized Kernel (FRK). An advantage of this approach is that no explicit time alignment is required unlike the time domain based methods widely adopted in the existing literature. We derive the large sample properties and establish asymptotic nor
Amplitude of 5 Frequency of p/2 rad/sec Phase of p/4 rad Basic Signals
"... A continuoustime signal is a variable that changes with time ..."
Discrete Time Signals and Systems Discrete Time Signals
"... The basic theory of discretetime signals and systems is similar to continuoustime signals and systems. However, there are some differences: ..."
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The basic theory of discretetime signals and systems is similar to continuoustime signals and systems. However, there are some differences:
◮ Sampling theorem (continuoustime ↔ discretetime) Course syllabus Bibliography Evaluation/grading
"... Key ideas in signal processing A system acts on an input signal to produce an output signal input signal system output signal Processamento de sinais — LEA (IST) Course overview 3 / 19 Key ideas 2 Example (Continuoustime signal x(t) , t ∈ R) Electrical current, pressure, temperature, etc. t Example ..."
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Key ideas in signal processing A system acts on an input signal to produce an output signal input signal system output signal Processamento de sinais — LEA (IST) Course overview 3 / 19 Key ideas 2 Example (Continuoustime signal x(t) , t ∈ R) Electrical current, pressure, temperature, etc
Approximate Signal Processing
, 1997
"... It is increasingly important to structure signal processing algorithms and systems to allow for trading off between the accuracy of results and the utilization of resources in their implementation. In any particular context, there are typically a variety of heuristic approaches to managing these tra ..."
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Cited by 516 (2 self)
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It is increasingly important to structure signal processing algorithms and systems to allow for trading off between the accuracy of results and the utilization of resources in their implementation. In any particular context, there are typically a variety of heuristic approaches to managing
Attention and the detection of signals
 Journal of Experimental Psychology: General
, 1980
"... Detection of a visual signal requires information to reach a system capable of eliciting arbitrary responses required by the experimenter. Detection latencies are reduced when subjects receive a cue that indicates where in the visual field the signal will occur. This shift in efficiency appears to b ..."
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Cited by 532 (2 self)
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Detection of a visual signal requires information to reach a system capable of eliciting arbitrary responses required by the experimenter. Detection latencies are reduced when subjects receive a cue that indicates where in the visual field the signal will occur. This shift in efficiency appears
Blind Signal Separation: Statistical Principles
, 2003
"... Blind signal separation (BSS) and independent component analysis (ICA) are emerging techniques of array processing and data analysis, aiming at recovering unobserved signals or `sources' from observed mixtures (typically, the output of an array of sensors), exploiting only the assumption of mut ..."
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Cited by 522 (4 self)
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Blind signal separation (BSS) and independent component analysis (ICA) are emerging techniques of array processing and data analysis, aiming at recovering unobserved signals or `sources' from observed mixtures (typically, the output of an array of sensors), exploiting only the assumption
Predictive reward signal of dopamine neurons
 Journal of Neurophysiology
, 1998
"... Schultz, Wolfram. Predictive reward signal of dopamine neurons. is called rewards, which elicit and reinforce approach behavJ. Neurophysiol. 80: 1–27, 1998. The effects of lesions, receptor ior. The functions of rewards were developed further during blocking, electrical selfstimulation, and drugs ..."
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Cited by 717 (12 self)
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Schultz, Wolfram. Predictive reward signal of dopamine neurons. is called rewards, which elicit and reinforce approach behavJ. Neurophysiol. 80: 1–27, 1998. The effects of lesions, receptor ior. The functions of rewards were developed further during blocking, electrical selfstimulation, and drugs
A Signal Processing Approach To Fair Surface Design
, 1995
"... In this paper we describe a new tool for interactive freeform fair surface design. By generalizing classical discrete Fourier analysis to twodimensional discrete surface signals  functions defined on polyhedral surfaces of arbitrary topology , we reduce the problem of surface smoothing, or fai ..."
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Cited by 668 (15 self)
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, or fairing, to lowpass filtering. We describe a very simple surface signal lowpass filter algorithm that applies to surfaces of arbitrary topology. As opposed to other existing optimizationbased fairing methods, which are computationally more expensive, this is a linear time and space complexity algorithm
Results 11  20
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