6,334 research outputs found
Filtering Random Graph Processes Over Random Time-Varying Graphs
Graph filters play a key role in processing the graph spectra of signals
supported on the vertices of a graph. However, despite their widespread use,
graph filters have been analyzed only in the deterministic setting, ignoring
the impact of stochastic- ity in both the graph topology as well as the signal
itself. To bridge this gap, we examine the statistical behavior of the two key
filter types, finite impulse response (FIR) and autoregressive moving average
(ARMA) graph filters, when operating on random time- varying graph signals (or
random graph processes) over random time-varying graphs. Our analysis shows
that (i) in expectation, the filters behave as the same deterministic filters
operating on a deterministic graph, being the expected graph, having as input
signal a deterministic signal, being the expected signal, and (ii) there are
meaningful upper bounds for the variance of the filter output. We conclude the
paper by proposing two novel ways of exploiting randomness to improve (joint
graph-time) noise cancellation, as well as to reduce the computational
complexity of graph filtering. As demonstrated by numerical results, these
methods outperform the disjoint average and denoise algorithm, and yield a (up
to) four times complexity redution, with very little difference from the
optimal solution
A New Stochastic Inner Product Core Design for Digital FIR Filters
Stochastic computing (SC) is a computational technique with computational operations governed by probability instead of arithmetic rules. It recently found promising applications in digital and image processing areas and attracted attentions of researchers. In this paper, a new stochastic inner product (multiply and accumulate) core with an improved scaling scheme is presented for improving the accuracy and fault tolerance performance of SC based finite impulse response (FIR) digital filters. The proposed inner product core is designed using tree structured multiplexers which is capable of reducing the critical path and fault propagation in the stochastic circuitry. The designed inner product core can lead to construction of SC based light weight and multiplierless FIR digital filters. As a result, an SC based FIR digital FIR filter is implemented on Altera Cyclone V FPGA which operates on stochastic sequences of 256-bits length (8-bits precision level). Experimental results show that the developed filter has lower hardware cost, better accuracy and higher fault tolerance level compared with other stochastic implementations
Multiscale Granger causality
In the study of complex physical and biological systems represented by
multivariate stochastic processes, an issue of great relevance is the
description of the system dynamics spanning multiple temporal scales. While
methods to assess the dynamic complexity of individual processes at different
time scales are well-established, multiscale analysis of directed interactions
has never been formalized theoretically, and empirical evaluations are
complicated by practical issues such as filtering and downsampling. Here we
extend the very popular measure of Granger causality (GC), a prominent tool for
assessing directed lagged interactions between joint processes, to quantify
information transfer across multiple time scales. We show that the multiscale
processing of a vector autoregressive (AR) process introduces a moving average
(MA) component, and describe how to represent the resulting ARMA process using
state space (SS) models and to combine the SS model parameters for computing
exact GC values at arbitrarily large time scales. We exploit the theoretical
formulation to identify peculiar features of multiscale GC in basic AR
processes, and demonstrate with numerical simulations the much larger
estimation accuracy of the SS approach compared with pure AR modeling of
filtered and downsampled data. The improved computational reliability is
exploited to disclose meaningful multiscale patterns of information transfer
between global temperature and carbon dioxide concentration time series, both
in paleoclimate and in recent years
Improved Distributed Estimation Method for Environmental\ud time-variant Physical variables in Static Sensor Networks
In this paper, an improved distributed estimation scheme for static sensor networks is developed. The scheme is developed for environmental time-variant physical variables. The main contribution of this work is that the algorithm in [1]-[3] has been extended, and a filter has been designed with weights, such that the variance of the estimation errors is minimized, thereby improving the filter design considerably\ud
and characterizing the performance limit of the filter, and thereby tracking a time-varying signal. Moreover, certain parameter optimization is alleviated with the application of a particular finite impulse response (FIR) filter. Simulation results are showing the effectiveness of the developed estimation algorithm
Frequency Tracking and Parameter Estimation for Robust Quantum State-Estimation
In this paper we consider the problem of tracking the state of a quantum
system via a continuous measurement. If the system Hamiltonian is known
precisely, this merely requires integrating the appropriate stochastic master
equation. However, even a small error in the assumed Hamiltonian can render
this approach useless. The natural answer to this problem is to include the
parameters of the Hamiltonian as part of the estimation problem, and the full
Bayesian solution to this task provides a state-estimate that is robust against
uncertainties. However, this approach requires considerable computational
overhead. Here we consider a single qubit in which the Hamiltonian contains a
single unknown parameter. We show that classical frequency estimation
techniques greatly reduce the computational overhead associated with Bayesian
estimation and provide accurate estimates for the qubit frequencyComment: 6 figures, 13 page
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