22,596 research outputs found
Non-linear minimum variance estimation for discrete-time multi-channel systems
A nonlinear operator approach to estimation in discrete-time systems is described. It involves inferential estimation of a signal which enters a communications channel involving both nonlinearities and transport delays. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The system model may also include a communications channel involving either static or dynamic nonlinearities. The signal channel is represented in a very general nonlinear operator form. The algorithm is relatively simple to derive and to implement
Distributed Regression in Sensor Networks: Training Distributively with Alternating Projections
Wireless sensor networks (WSNs) have attracted considerable attention in
recent years and motivate a host of new challenges for distributed signal
processing. The problem of distributed or decentralized estimation has often
been considered in the context of parametric models. However, the success of
parametric methods is limited by the appropriateness of the strong statistical
assumptions made by the models. In this paper, a more flexible nonparametric
model for distributed regression is considered that is applicable in a variety
of WSN applications including field estimation. Here, starting with the
standard regularized kernel least-squares estimator, a message-passing
algorithm for distributed estimation in WSNs is derived. The algorithm can be
viewed as an instantiation of the successive orthogonal projection (SOP)
algorithm. Various practical aspects of the algorithm are discussed and several
numerical simulations validate the potential of the approach.Comment: To appear in the Proceedings of the SPIE Conference on Advanced
Signal Processing Algorithms, Architectures and Implementations XV, San
Diego, CA, July 31 - August 4, 200
Detecting Outliers in Data with Correlated Measures
Advances in sensor technology have enabled the collection of large-scale
datasets. Such datasets can be extremely noisy and often contain a significant
amount of outliers that result from sensor malfunction or human operation
faults. In order to utilize such data for real-world applications, it is
critical to detect outliers so that models built from these datasets will not
be skewed by outliers.
In this paper, we propose a new outlier detection method that utilizes the
correlations in the data (e.g., taxi trip distance vs. trip time). Different
from existing outlier detection methods, we build a robust regression model
that explicitly models the outliers and detects outliers simultaneously with
the model fitting.
We validate our approach on real-world datasets against methods specifically
designed for each dataset as well as the state of the art outlier detectors.
Our outlier detection method achieves better performances, demonstrating the
robustness and generality of our method. Last, we report interesting case
studies on some outliers that result from atypical events.Comment: 10 page
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