Results 1  10
of
195
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 ..."
Abstract

Cited by 585 (0 self)
 Add to MetaCart
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 statistics. The variance equation is closely related to the Hamiltonian (canonical) differential equations of the calculus of variations. Analytic solutions are available in some cases. The significance of the variance equation is illustrated by examples which duplicate, simplify, or extend earlier results in this field. The Duality Principle relating stochastic estimation and deterministic control problems plays an important role in the proof of theoretical results. In several examples, the estimation problem and its dual are discussed sidebyside. Properties of the variance equation are of great interest in the theory of adaptive systems. Some aspects of this are considered briefly.
Stability of Phase Information
, 1993
"... This paper concerns the robustness of local phase information for measuring image velocity and binocular disparity. It addresses the dependence of phase behaviour on the initial filters as well as the image variations that exist between different views of a 3d scene. We are particularly interested i ..."
Abstract

Cited by 93 (15 self)
 Add to MetaCart
This paper concerns the robustness of local phase information for measuring image velocity and binocular disparity. It addresses the dependence of phase behaviour on the initial filters as well as the image variations that exist between different views of a 3d scene. We are particularly interested in the stability of phase with respect to geometric deformations, and its linearity as a function of spatial position. These properties are important to the use of phase information, and are shown to depend on the form of the filters as well as their frequency bandwidths. Phase instabilities are also discussed using the model of phase singularities described by Jepson and Fleet [14]. In addition to phasebased methods, these results are directly relevant to differential optical flow methods and zerocrossing tracking. 1 Introduction An important class of image matching techniques has emerged based on phase information; that is, the phase behaviour in bandpass filtered versions of different ...
PowerLaw Shot Noise
, 1990
"... We explore the behavior of powerlaw shot noise, for which the associated impulse response functions assume a decaying powerlaw form. We obtain expressions for the moments, moment generating functions, amplitude probability density functions, autocorrelation functions, and power spectral densities ..."
Abstract

Cited by 64 (6 self)
 Add to MetaCart
We explore the behavior of powerlaw shot noise, for which the associated impulse response functions assume a decaying powerlaw form. We obtain expressions for the moments, moment generating functions, amplitude probability density functions, autocorrelation functions, and power spectral densities for a variety of parameters of the process. For certain parameters the power spectral density exhibits 1=ftype behavior over a substantial range of frequencies, so that the process serves as a source of 1=f ff shot noise for ff in the range 0 ! ff ! 2. For other parameters the amplitude probability density function is a L'evystable random variable with dimension less than unity. This process then behaves as a fractal shot noise that does not converge to a Gaussian amplitude distribution as the driving rate increases without limit. Fractal shot noise is a stationary continuoustime process that is fundamentally different from fractional Brownian motion. We consider several physical processes that are well described by powerlaw shot noise in certain domains: 1=f shot noise, Cherenkov radiation from a random stream of charged particles, diffusion of randomly injected concentration packets, the electric field at the growing edge of a quantum wire, and the mass distribution of solidparticle aggregates. I.
Estimation of the MagnitudeSquared Coherence Function via Overlapped Fast Fourier Transform Processing
 IEEE Trans, on Audio Electroacoustics
, 1973
"... NATIONAL TECHNICAL ..."
On the Entropy of DNA: Algorithms and Measurements based on Memory and Rapid Convergence
 In Proceedings of the Sixth Annual ACMSIAM Symposium on Discrete Algorithms
, 1994
"... We have applied the information theoretic notion of entropy to characterize DNA sequences. We consider a genetic sequence signal that is too small for asymptotic entropy estimates to be accurate, and for which similar approaches have previously failed. We prove that the match length entropy estimato ..."
Abstract

Cited by 38 (4 self)
 Add to MetaCart
(Show Context)
We have applied the information theoretic notion of entropy to characterize DNA sequences. We consider a genetic sequence signal that is too small for asymptotic entropy estimates to be accurate, and for which similar approaches have previously failed. We prove that the match length entropy estimator has a relatively fast converge rate and demonstrate experimentally that by using this entropy estimator, we can indeed extract a meaningful signal from segments of DNA. Further, we derive a method for detecting certain signals within DNA  known as splice junctions  with significantly better performance than previously known methods. The main result of this paper is that we find that the entropy of genetic material which is ultimately expressed in protein sequences is higher than that which is discarded. This is an unexpected result, since current biological theory holds that the discarded sequences ("introns") are capable of tolerating random changes to a greater dey farach@cs.rutge...
A theory of interactive parallel processing: new capacity measures and predictions for a response time inequality series
, 2004
"... The authors present a theory of stochastic interactive parallel processing with special emphasis on channel interactions and their relation to system capacity. The approach is based both on linear systems theory augmented with stochastic elements and decisional operators and on a metatheory of paral ..."
Abstract

Cited by 36 (11 self)
 Add to MetaCart
The authors present a theory of stochastic interactive parallel processing with special emphasis on channel interactions and their relation to system capacity. The approach is based both on linear systems theory augmented with stochastic elements and decisional operators and on a metatheory of parallel channels ’ dependencies that incorporates standard independent and coactive parallel models as special cases. The metatheory is applied to OR and AND experimental paradigms, and the authors establish new theorems relating response time performance in these designs to earlier and novel issues. One notable outcome is the remarkable processing efficiency associated with linear parallelchannel systems that include mutually positive interactions. The results may offer insight into perceptual and cognitive configural–holistic processing systems.
1 Vehicle Speed Estimation using Acoustic Wave Patterns
"... Abstract — We estimate a vehicle’s speed, its wheelbase length, and tire track length by jointly estimating its acoustic wave pattern with a single passive acoustic sensor that records the vehicle’s driveby noise. The acoustic wave pattern is determined using the vehicle’s speed, the Doppler shift ..."
Abstract

Cited by 24 (1 self)
 Add to MetaCart
(Show Context)
Abstract — We estimate a vehicle’s speed, its wheelbase length, and tire track length by jointly estimating its acoustic wave pattern with a single passive acoustic sensor that records the vehicle’s driveby noise. The acoustic wave pattern is determined using the vehicle’s speed, the Doppler shift factor, the sensor’s distance to the vehicle’s closestpointofapproach, and three envelope shape (ES) components, which approximate the shape variations of the received signal’s power envelope. We incorporate the parameters of the ES components along with estimates of the vehicle engine RPM, the number of cylinders, and the vehicle’s initial bearing, loudness and speed to form a vehicle profile vector. This vector provides a fingerprint that can be used for vehicle identification and classification. We also provide possible reasons why some of the existing methods are unable to provide unbiased vehicle speed estimates using the same framework. The approach is illustrated using vehicle speed estimation and classification results obtained with field data. I.
Analysis of hybrid selection/maximalratio diversity combiners with Gaussian errors
 IEEE Trans. Wireless Commun
, 2002
"... Abstract—The paper examines the impact of Gaussian distributed weighting errors (in the channel gain estimates used for coherent combination) on both the output statistics of a hybrid selection/maximalratio (SC/MRC) receiver and the degradation of the average symbolerror rate (ASER) performance a ..."
Abstract

Cited by 23 (0 self)
 Add to MetaCart
(Show Context)
Abstract—The paper examines the impact of Gaussian distributed weighting errors (in the channel gain estimates used for coherent combination) on both the output statistics of a hybrid selection/maximalratio (SC/MRC) receiver and the degradation of the average symbolerror rate (ASER) performance as compared with the ideal case. New expressions are derived for the probability density function, cumulative distribution function and moment generating function (MGF) of the coherent hybrid SC/MRC combiner output signaltonoise ratio (SNR). The MGF is then used to derive exact, closedform, ASER expressions for binary and Mary modulations in conjunction a nonideal hybrid SC/MRC receiver in a Rayleigh fading environment. Results for both selection combining (SC) and maximalratio combining (MRC) are obtained as limiting cases. Additionally, the effect of the weighting errors on both the outage rate of error probability and the average combined SNR is investigated. These analytical results provide insights into the tradeoff between diversity gain and combination losses, in concert with increasing orders of diversity branches in an energysharing communication system. Index Terms—Binary and Mary signaling, coherent combiner with weighting errors, diversity methods, hybrid diversity receivers. I.
Analysis of musical instrument sounds by source–filter–decay model
 In International conference of acoustics, speech and signal processing
, 2007
"... This paper proposes a way of modelling the timevarying spectral energy distribution of musical instrument sounds. The model consists of an excitation signal, a body response filter, and a loss filter which implements a frequencydependent decay. The three parts are further represented with a linear ..."
Abstract

Cited by 12 (4 self)
 Add to MetaCart
This paper proposes a way of modelling the timevarying spectral energy distribution of musical instrument sounds. The model consists of an excitation signal, a body response filter, and a loss filter which implements a frequencydependent decay. The three parts are further represented with a linear model which allows controlling the number of parameters involved. A method is proposed for estimating all the model parameters jointly, taking into account additive noise. The method is evaluated by measuring its accuracy in representing 33 musical instruments and by testing its usefulness in extracting the melodic line of one instrument from a polyphonic audio signal. Index Terms — Music, modeling, least square methods, Viterbi decoding.
The EDOP radar system on the high altitude NASA ER2 aircraft
 J. Atmos. Oceanic Tech
, 1996
"... The NASA ER2 highaltitude (20 km) aircraft that emulates a satellite view of precipitation systems carries a variety of passive and active (lidar) remote sensing instruments. A new Doppler weather radar system at X band (9.6 GHz) called the ER2 Doppler radar (EDOP) has been developed and flown on ..."
Abstract

Cited by 12 (2 self)
 Add to MetaCart
(Show Context)
The NASA ER2 highaltitude (20 km) aircraft that emulates a satellite view of precipitation systems carries a variety of passive and active (lidar) remote sensing instruments. A new Doppler weather radar system at X band (9.6 GHz) called the ER2 Doppler radar (EDOP) has been developed and flown on the ER2 aircraft. EDOP is a fully coherent Doppler weather radar with fixed nadir and forward pointing (337 off nadir) beams that map out Doppler winds and reflectivities in the vertical plane along the aircraft motion vector. Doppler winds from the two beams can be used to derive vertical and alongtrack air motions. In addition, the forward beam provides linear depolarization measurements that are useful in discriminating microphysical characteristics of the precipitation. This paper deals with a general description of the EDOP instrument including the measurement concept, the system configuration and hardware, and recently obtained data examples from the instrument. The combined remote sensing package on the ER2, along with EDOP, provides a unique platform for simulating spaceborne remote sensing of precipitation. 1.