613 research outputs found
Bibliographic Review on Distributed Kalman Filtering
In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud
The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area
Weighted Measurement Fusion White Noise Deconvolution Filter with Correlated Noise for Multisensor Stochastic Systems
For the multisensor linear discrete time-invariant stochastic control systems with different measurement matrices and correlated noises, the centralized measurement fusion white noise estimators are presented by the linear minimum variance criterion under the condition that noise input matrix is full column rank. They have the expensive computing burden due to the high-dimension extended measurement matrix. To reduce the computing burden, the weighted measurement fusion white noise estimators are presented. It is proved that weighted measurement fusion white noise estimators have the same accuracy as the centralized measurement fusion white noise estimators, so it has global optimality. It can be applied to signal processing in oil seismic exploration. A simulation example for Bernoulli-Gaussian white noise deconvolution filter verifies the effectiveness
Robust filtering by fictitious noises
Author name used in this publication: David ZhangVersion of RecordPublishe
Recent Progress in Image Deblurring
This paper comprehensively reviews the recent development of image
deblurring, including non-blind/blind, spatially invariant/variant deblurring
techniques. Indeed, these techniques share the same objective of inferring a
latent sharp image from one or several corresponding blurry images, while the
blind deblurring techniques are also required to derive an accurate blur
kernel. Considering the critical role of image restoration in modern imaging
systems to provide high-quality images under complex environments such as
motion, undesirable lighting conditions, and imperfect system components, image
deblurring has attracted growing attention in recent years. From the viewpoint
of how to handle the ill-posedness which is a crucial issue in deblurring
tasks, existing methods can be grouped into five categories: Bayesian inference
framework, variational methods, sparse representation-based methods,
homography-based modeling, and region-based methods. In spite of achieving a
certain level of development, image deblurring, especially the blind case, is
limited in its success by complex application conditions which make the blur
kernel hard to obtain and be spatially variant. We provide a holistic
understanding and deep insight into image deblurring in this review. An
analysis of the empirical evidence for representative methods, practical
issues, as well as a discussion of promising future directions are also
presented.Comment: 53 pages, 17 figure
Periodic Splines and Gaussian Processes for the Resolution of Linear Inverse Problems
This paper deals with the resolution of inverse problems in a periodic
setting or, in other terms, the reconstruction of periodic continuous-domain
signals from their noisy measurements. We focus on two reconstruction
paradigms: variational and statistical. In the variational approach, the
reconstructed signal is solution to an optimization problem that establishes a
tradeoff between fidelity to the data and smoothness conditions via a quadratic
regularization associated to a linear operator. In the statistical approach,
the signal is modeled as a stationary random process defined from a Gaussian
white noise and a whitening operator; one then looks for the optimal estimator
in the mean-square sense. We give a generic form of the reconstructed signals
for both approaches, allowing for a rigorous comparison of the two.We fully
characterize the conditions under which the two formulations yield the same
solution, which is a periodic spline in the case of sampling measurements. We
also show that this equivalence between the two approaches remains valid on
simulations for a broad class of problems. This extends the practical range of
applicability of the variational method
Sharp Oracle Inequalities for Aggregation of Affine Estimators
We consider the problem of combining a (possibly uncountably infinite) set of
affine estimators in non-parametric regression model with heteroscedastic
Gaussian noise. Focusing on the exponentially weighted aggregate, we prove a
PAC-Bayesian type inequality that leads to sharp oracle inequalities in
discrete but also in continuous settings. The framework is general enough to
cover the combinations of various procedures such as least square regression,
kernel ridge regression, shrinking estimators and many other estimators used in
the literature on statistical inverse problems. As a consequence, we show that
the proposed aggregate provides an adaptive estimator in the exact minimax
sense without neither discretizing the range of tuning parameters nor splitting
the set of observations. We also illustrate numerically the good performance
achieved by the exponentially weighted aggregate
Necessary and sufficient condition for finite horizon H[sub ∞] estimation of time delay systems
Author name used in this publication: David ZhangVersion of RecordPublishe
Image Restoration for Remote Sensing: Overview and Toolbox
Remote sensing provides valuable information about objects or areas from a
distance in either active (e.g., RADAR and LiDAR) or passive (e.g.,
multispectral and hyperspectral) modes. The quality of data acquired by
remotely sensed imaging sensors (both active and passive) is often degraded by
a variety of noise types and artifacts. Image restoration, which is a vibrant
field of research in the remote sensing community, is the task of recovering
the true unknown image from the degraded observed image. Each imaging sensor
induces unique noise types and artifacts into the observed image. This fact has
led to the expansion of restoration techniques in different paths according to
each sensor type. This review paper brings together the advances of image
restoration techniques with particular focuses on synthetic aperture radar and
hyperspectral images as the most active sub-fields of image restoration in the
remote sensing community. We, therefore, provide a comprehensive,
discipline-specific starting point for researchers at different levels (i.e.,
students, researchers, and senior researchers) willing to investigate the
vibrant topic of data restoration by supplying sufficient detail and
references. Additionally, this review paper accompanies a toolbox to provide a
platform to encourage interested students and researchers in the field to
further explore the restoration techniques and fast-forward the community. The
toolboxes are provided in https://github.com/ImageRestorationToolbox.Comment: This paper is under review in GRS
Very High Dimensional Semiparametric Models
Very high dimensional semiparametric models play a major role in many areas, in particular in signal detection problems when sparse signals or sparse events are hidden among high dimensional noise. Concrete examples are genomic studies in biostatistics or imaging problems. In a broad context all kind of statistical inference and model selection problems were discussed for high dimensional data
- …