61,410 research outputs found
Integrated Pre-Processing for Bayesian Nonlinear System Identification with Gaussian Processes
We introduce GP-FNARX: a new model for nonlinear system identification based
on a nonlinear autoregressive exogenous model (NARX) with filtered regressors
(F) where the nonlinear regression problem is tackled using sparse Gaussian
processes (GP). We integrate data pre-processing with system identification
into a fully automated procedure that goes from raw data to an identified
model. Both pre-processing parameters and GP hyper-parameters are tuned by
maximizing the marginal likelihood of the probabilistic model. We obtain a
Bayesian model of the system's dynamics which is able to report its uncertainty
in regions where the data is scarce. The automated approach, the modeling of
uncertainty and its relatively low computational cost make of GP-FNARX a good
candidate for applications in robotics and adaptive control.Comment: Proceedings of the 52th IEEE International Conference on Decision and
Control (CDC), Firenze, Italy, December 201
Array signal processing for maximum likelihood direction-of-arrival estimation
Emitter Direction-of-Arrival (DOA) estimation is a fundamental problem in a variety of applications including radar, sonar, and wireless communications. The research has received considerable attention in literature and numerous methods have been proposed. Maximum Likelihood (ML) is a nearly optimal technique producing superior estimates compared to other methods especially in unfavourable conditions, and thus is of significant practical interest. This paper discusses in details the techniques for ML DOA estimation in either white Gaussian noise or unknown noise environment. Their performances are analysed and compared, and evaluated against the theoretical lower bounds
Aperture synthesis for gravitational-wave data analysis: Deterministic Sources
Gravitational wave detectors now under construction are sensitive to the
phase of the incident gravitational waves. Correspondingly, the signals from
the different detectors can be combined, in the analysis, to simulate a single
detector of greater amplitude and directional sensitivity: in short, aperture
synthesis. Here we consider the problem of aperture synthesis in the special
case of a search for a source whose waveform is known in detail: \textit{e.g.,}
compact binary inspiral. We derive the likelihood function for joint output of
several detectors as a function of the parameters that describe the signal and
find the optimal matched filter for the detection of the known signal. Our
results allow for the presence of noise that is correlated between the several
detectors. While their derivation is specialized to the case of Gaussian noise
we show that the results obtained are, in fact, appropriate in a well-defined,
information-theoretic sense even when the noise is non-Gaussian in character.
The analysis described here stands in distinction to ``coincidence
analyses'', wherein the data from each of several detectors is studied in
isolation to produce a list of candidate events, which are then compared to
search for coincidences that might indicate common origin in a gravitational
wave signal. We compare these two analyses --- optimal filtering and
coincidence --- in a series of numerical examples, showing that the optimal
filtering analysis always yields a greater detection efficiency for given false
alarm rate, even when the detector noise is strongly non-Gaussian.Comment: 39 pages, 4 figures, submitted to Phys. Rev.
Spectral analysis for nonstationary audio
A new approach for the analysis of nonstationary signals is proposed, with a
focus on audio applications. Following earlier contributions, nonstationarity
is modeled via stationarity-breaking operators acting on Gaussian stationary
random signals. The focus is on time warping and amplitude modulation, and an
approximate maximum-likelihood approach based on suitable approximations in the
wavelet transform domain is developed. This paper provides theoretical analysis
of the approximations, and introduces JEFAS, a corresponding estimation
algorithm. The latter is tested and validated on synthetic as well as real
audio signal.Comment: IEEE/ACM Transactions on Audio, Speech and Language Processing,
Institute of Electrical and Electronics Engineers, In pres
Spherical deconvolution of multichannel diffusion MRI data with non-Gaussian noise models and spatial regularization
Spherical deconvolution (SD) methods are widely used to estimate the
intra-voxel white-matter fiber orientations from diffusion MRI data. However,
while some of these methods assume a zero-mean Gaussian distribution for the
underlying noise, its real distribution is known to be non-Gaussian and to
depend on the methodology used to combine multichannel signals. Indeed, the two
prevailing methods for multichannel signal combination lead to Rician and
noncentral Chi noise distributions. Here we develop a Robust and Unbiased
Model-BAsed Spherical Deconvolution (RUMBA-SD) technique, intended to deal with
realistic MRI noise, based on a Richardson-Lucy (RL) algorithm adapted to
Rician and noncentral Chi likelihood models. To quantify the benefits of using
proper noise models, RUMBA-SD was compared with dRL-SD, a well-established
method based on the RL algorithm for Gaussian noise. Another aim of the study
was to quantify the impact of including a total variation (TV) spatial
regularization term in the estimation framework. To do this, we developed TV
spatially-regularized versions of both RUMBA-SD and dRL-SD algorithms. The
evaluation was performed by comparing various quality metrics on 132
three-dimensional synthetic phantoms involving different inter-fiber angles and
volume fractions, which were contaminated with noise mimicking patterns
generated by data processing in multichannel scanners. The results demonstrate
that the inclusion of proper likelihood models leads to an increased ability to
resolve fiber crossings with smaller inter-fiber angles and to better detect
non-dominant fibers. The inclusion of TV regularization dramatically improved
the resolution power of both techniques. The above findings were also verified
in brain data
Separating Gravitational Wave Signals from Instrument Artifacts
Central to the gravitational wave detection problem is the challenge of
separating features in the data produced by astrophysical sources from features
produced by the detector. Matched filtering provides an optimal solution for
Gaussian noise, but in practice, transient noise excursions or ``glitches''
complicate the analysis. Detector diagnostics and coincidence tests can be used
to veto many glitches which may otherwise be misinterpreted as gravitational
wave signals. The glitches that remain can lead to long tails in the matched
filter search statistics and drive up the detection threshold. Here we describe
a Bayesian approach that incorporates a more realistic model for the instrument
noise allowing for fluctuating noise levels that vary independently across
frequency bands, and deterministic ``glitch fitting'' using wavelets as
``glitch templates'', the number of which is determined by a trans-dimensional
Markov chain Monte Carlo algorithm. We demonstrate the method's effectiveness
on simulated data containing low amplitude gravitational wave signals from
inspiraling binary black hole systems, and simulated non-stationary and
non-Gaussian noise comprised of a Gaussian component with the standard
LIGO/Virgo spectrum, and injected glitches of various amplitude, prevalence,
and variety. Glitch fitting allows us to detect significantly weaker signals
than standard techniques.Comment: 21 pages, 18 figure
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