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New results in linear filtering and prediction theory
 TRANS. ASME, SER. D, J. BASIC ENG
, 1961
"... A nonlinear differential equation of the Riccati type is derived for the covariance matrix of the optimal filtering error. The solution of this "variance equation " completely specifies the optimal filter for either finite or infinite smoothing intervals and stationary or nonstationary sta ..."
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Cited by 607 (0 self)
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A nonlinear differential equation of the Riccati type is derived for the covariance matrix of the optimal filtering error. The solution of this "variance equation " completely specifies the optimal filter for either finite or infinite smoothing intervals and stationary or nonstationary
Factoring wavelet transforms into lifting steps
 J. FOURIER ANAL. APPL
, 1998
"... This paper is essentially tutorial in nature. We show how any discrete wavelet transform or two band subband filtering with finite filters can be decomposed into a finite sequence of simple filtering steps, which we call lifting steps but that are also known as ladder structures. This decompositio ..."
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Cited by 584 (8 self)
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This paper is essentially tutorial in nature. We show how any discrete wavelet transform or two band subband filtering with finite filters can be decomposed into a finite sequence of simple filtering steps, which we call lifting steps but that are also known as ladder structures
A Practical Guide to Wavelet Analysis
, 1998
"... A practical stepbystep guide to wavelet analysis is given, with examples taken from time series of the El Nio Southern Oscillation (ENSO). The guide includes a comparison to the windowed Fourier transform, the choice of an appropriate wavelet basis function, edge effects due to finitelength t ..."
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Cited by 869 (3 self)
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A practical stepbystep guide to wavelet analysis is given, with examples taken from time series of the El Nio Southern Oscillation (ENSO). The guide includes a comparison to the windowed Fourier transform, the choice of an appropriate wavelet basis function, edge effects due to finite
Latent dirichlet allocation
 Journal of Machine Learning Research
, 2003
"... We describe latent Dirichlet allocation (LDA), a generative probabilistic model for collections of discrete data such as text corpora. LDA is a threelevel hierarchical Bayesian model, in which each item of a collection is modeled as a finite mixture over an underlying set of topics. Each topic is, ..."
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Cited by 4365 (92 self)
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We describe latent Dirichlet allocation (LDA), a generative probabilistic model for collections of discrete data such as text corpora. LDA is a threelevel hierarchical Bayesian model, in which each item of a collection is modeled as a finite mixture over an underlying set of topics. Each topic is
Surface Reconstruction by Voronoi Filtering
 Discrete and Computational Geometry
, 1998
"... We give a simple combinatorial algorithm that computes a piecewiselinear approximation of a smooth surface from a finite set of sample points. The algorithm uses Voronoi vertices to remove triangles from the Delaunay triangulation. We prove the algorithm correct by showing that for densely sampled ..."
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Cited by 405 (11 self)
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We give a simple combinatorial algorithm that computes a piecewiselinear approximation of a smooth surface from a finite set of sample points. The algorithm uses Voronoi vertices to remove triangles from the Delaunay triangulation. We prove the algorithm correct by showing that for densely sampled
Sampling signals with finite rate of innovation
 IEEE Transactions on Signal Processing
, 2002
"... Abstract—Consider classes of signals that have a finite number of degrees of freedom per unit of time and call this number the rate of innovation. Examples of signals with a finite rate of innovation include streams of Diracs (e.g., the Poisson process), nonuniform splines, and piecewise polynomials ..."
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Cited by 350 (67 self)
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Abstract—Consider classes of signals that have a finite number of degrees of freedom per unit of time and call this number the rate of innovation. Examples of signals with a finite rate of innovation include streams of Diracs (e.g., the Poisson process), nonuniform splines, and piecewise
RaoBlackwellised Particle Filtering for Dynamic Bayesian Networks
"... Particle filters (PFs) are powerful samplingbased inference/learning algorithms for dynamic Bayesian networks (DBNs). They allow us to treat, in a principled way, any type of probability distribution, nonlinearity and nonstationarity. They have appeared in several fields under such names as “conde ..."
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Cited by 348 (11 self)
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the rest exactly, using the Kalman filter, HMM filter, junction tree algorithm, or any other finite dimensional optimal filter. We show that RaoBlackwellised particle filters (RBPFs) lead to more accurate estimates than standard PFs. We demonstrate RBPFs on two problems, namely nonstationary online
SIZE PROPERTIES OF WAVELET PACKETS GENERATED USING FINITE FILTERS
"... Abstract. We show that asymptotic estimates for the growth in Lp(R)norm of a certain subsequence of the basic wavelet packets associated with a finite filter can be obtained in terms of the spectral radius of a subdivision operator associated with the filter. We obtain lower bounds for this growth ..."
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Abstract. We show that asymptotic estimates for the growth in Lp(R)norm of a certain subsequence of the basic wavelet packets associated with a finite filter can be obtained in terms of the spectral radius of a subdivision operator associated with the filter. We obtain lower bounds
Speech Analysis
, 1998
"... Contents 1 Introduction 4 1.1 What is Speech Analysis? . . . . . . . . . . . . . . . . . . . . 4 1.1.1 So what is an acoustic vector? . . . . . . . . . . . . . . 4 1.2 Why Speech Analysis? . . . . . . . . . . . . . . . . . . . . . . 4 1.3 The problems of speech analysis . . . . . . . . . . . . . . ..."
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Cited by 359 (0 self)
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2.2 Linear filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 2.2.1 Finite Impulse Response filters . . . . . . . . . . . . . 8 2.2.2 Infinite Impulse Response filters . . . . . . . . . . . . . 11 2.3 The source filter model of speech . . . . . . . . . . . . . . . . 12 3 Filter bank
Mutual information and minimum meansquare error in Gaussian channels
 IEEE TRANS. INFORM. THEORY
, 2005
"... This paper deals with arbitrarily distributed finitepower input signals observed through an additive Gaussian noise channel. It shows a new formula that connects the inputoutput mutual information and the minimum meansquare error (MMSE) achievable by optimal estimation of the input given the out ..."
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Cited by 288 (34 self)
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estimation. This fundamental informationtheoretic result has an unexpected consequence in continuoustime nonlinear estimation: For any input signal with finite power, the causal filtering MMSE achieved at SNR is equal to the average value of the noncausal smoothing MMSE achieved with a channel whose signal
Results 1  10
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