21,184 research outputs found
Multimodal Circular Filtering Using Fourier Series
Recursive filtering with multimodal likelihoods and transition densities on periodic manifolds is, despite the compact domain, still an open problem. We propose a novel filter for the circular case that performs well compared to other state-of-the-art filters adopted from linear domains. The filter uses a limited number of Fourier coefficients of the square root of the density. This representation is preserved throughout filter and prediction steps and allows obtaining a valid density at any point in time. Additionally, analytic formulae for calculating Fourier coefficients of the square root of some common circular densities are provided. In our evaluation, we show that this new filter performs well in both unimodal and multimodal scenarios while requiring only a reasonable number of coefficients
Fast recursive filters for simulating nonlinear dynamic systems
A fast and accurate computational scheme for simulating nonlinear dynamic
systems is presented. The scheme assumes that the system can be represented by
a combination of components of only two different types: first-order low-pass
filters and static nonlinearities. The parameters of these filters and
nonlinearities may depend on system variables, and the topology of the system
may be complex, including feedback. Several examples taken from neuroscience
are given: phototransduction, photopigment bleaching, and spike generation
according to the Hodgkin-Huxley equations. The scheme uses two slightly
different forms of autoregressive filters, with an implicit delay of zero for
feedforward control and an implicit delay of half a sample distance for
feedback control. On a fairly complex model of the macaque retinal horizontal
cell it computes, for a given level of accuracy, 1-2 orders of magnitude faster
than 4th-order Runge-Kutta. The computational scheme has minimal memory
requirements, and is also suited for computation on a stream processor, such as
a GPU (Graphical Processing Unit).Comment: 20 pages, 8 figures, 1 table. A comparison with 4th-order Runge-Kutta
integration shows that the new algorithm is 1-2 orders of magnitude faster.
The paper is in press now at Neural Computatio
Asynchronous CDMA Systems with Random Spreading-Part II: Design Criteria
Totally asynchronous code-division multiple-access (CDMA) systems are
addressed. In Part I, the fundamental limits of asynchronous CDMA systems are
analyzed in terms of spectral efficiency and SINR at the output of the optimum
linear detector. The focus of Part II is the design of low-complexity
implementations of linear multiuser detectors in systems with many users that
admit a multistage representation, e.g. reduced rank multistage Wiener filters,
polynomial expansion detectors, weighted linear parallel interference
cancellers. The effects of excess bandwidth, chip-pulse shaping, and time delay
distribution on CDMA with suboptimum linear receiver structures are
investigated. Recursive expressions for universal weight design are given. The
performance in terms of SINR is derived in the large-system limit and the
performance improvement over synchronous systems is quantified. The
considerations distinguish between two ways of forming discrete-time
statistics: chip-matched filtering and oversampling
A survey of the state of the art and focused research in range systems, task 2
Contract generated publications are compiled which describe the research activities for the reporting period. Study topics include: equivalent configurations of systolic arrays; least squares estimation algorithms with systolic array architectures; modeling and equilization of nonlinear bandlimited satellite channels; and least squares estimation and Kalman filtering by systolic arrays
Anti-aliasing with stratified B-spline filters of arbitrary degree
A simple and elegant method is presented to perform anti-aliasing in raytraced images. The method uses stratified
sampling to reduce the occurrence of artefacts in an image and features a B-spline filter to compute the final
luminous intensity at each pixel. The method is scalable through the specification of the filter degree. A B-spline
filter of degree one amounts to a simple anti-aliasing scheme with box filtering. Increasing the degree of the B-spline generates progressively smoother filters. Computation of the filter values is done in a recursive way, as part of a sequence of Newton-Raphson iterations, to obtain the optimal sample positions in screen space. The proposed method can perform both anti-aliasing in space and in time, the latter being more commonly known as motion blur. We show an application of the method to the ray casting of implicit procedural surfaces
A partially linearized sigma point filter for latent state estimation in nonlinear time series models
A new technique for the latent state estimation of a wide class of nonlinear time
series models is proposed. In particular, we develop a partially linearized sigma point filter in which random samples of possible state values are generated at the prediction step using an exact moment matching algorithm and then a linear programming-based procedure is used in the update step of the state estimation. The effectiveness of the new ¯ltering procedure is assessed via a simulation example that deals with a highly nonlinear, multivariate time series representing an interest rate process
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