Approximation of L\"owdin Orthogonalization to a Spectrally Efficient Orthogonal Overlapping PPM Design for UWB Impulse Radio

In this paper we consider the design of spectrally efficient time-limited pulses for ultrawideband (UWB) systems using an overlapping pulse position modulation scheme. For this we investigate an orthogonalization method, which was developed in 1950 by Per-Olov L\"owdin. Our objective is to obtain a set of N orthogonal (L\"owdin) pulses, which remain time-limited and spectrally efficient for UWB systems, from a set of N equidistant translates of a time-limited optimal spectral designed UWB pulse. We derive an approximate L\"owdin orthogonalization (ALO) by using circulant approximations for the Gram matrix to obtain a practical filter implementation. We show that the centered ALO and L\"owdin pulses converge pointwise to the same Nyquist pulse as N tends to infinity. The set of translates of the Nyquist pulse forms an orthonormal basis or the shift-invariant space generated by the initial spectral optimal pulse. The ALO transform provides a closed-form approximation of the L\"owdin transform, which can be implemented in an analog fashion without the need of analog to digital conversions. Furthermore, we investigate the interplay between the optimization and the orthogonalization procedure by using methods from the theory of shift-invariant spaces. Finally we develop a connection between our results and wavelet and frame theory.Comment: 33 pages, 11 figures. Accepted for publication 9 Sep 201

A Unification of Ensemble Square Root Kalman Filters

In recent years, several ensemble-based Kalman filter algorithms have been developed that have been classified as ensemble square-root Kalman filters. Parallel to this development, the SEIK (Singular ``Evolutive'' Interpolated Kalman) filter has been introduced and applied in several studies. Some publications note that the SEIK filter is an ensemble Kalman filter or even an ensemble square-root Kalman filter. This study examines the relation of the SEIK filter to ensemble square-root filters in detail. It shows that the SEIK filter is indeed an ensemble-square root Kalman filter. Furthermore, a variant of the SEIK filter, the Error Subspace Transform Kalman Filter (ESTKF), is presented that results in identical ensemble transformations to those of the Ensemble Transform Kalman Filter (ETKF) while having a slightly lower computational cost. Numerical experiments are conducted to compare the performance of three filters (SEIK, ETKF, and ESTKF) using deterministic and random ensemble transformations. The results show better performance for the ETKF and ESTKF methods over the SEIK filter as long as this filter is not applied with a symmetric square root. The findings unify the separate developments that have been performed for the SEIK filter and the other ensemble square-root Kalman filters

Range filtering for sequential GPS receivers with external sensor augmentation

The filtering of the satellite range and range-rate measurements from single channel sequential Global Positioning System receivers is usually done with an extended Kalman filter which has state variables defined in terms of an orthogonal navigation reference frame. An attractive suboptimal alternative is range-domain filtering, in which the individual satellite measurements are filtered separately before they are combined for the navigation solution. The main advantages of range-domain filtering are decreased processing and storage requirements and simplified tuning. Several range filter mechanization alternatives are presented, along with an innovative approach for combining the filtered range-domain quantities to determine the navigation state estimate. In addition, a method is outlined for incorporating measurements from auxiliary sensors such as altimeters into the navigation state estimation scheme similarly to the satellite measurements. A method is also described for incorporating inertial measurements into the navigation state estimator as a process driver

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

Data Unfolding with Wiener-SVD Method

Data unfolding is a common analysis technique used in HEP data analysis. Inspired by the deconvolution technique in the digital signal processing, a new unfolding technique based on the SVD technique and the well-known Wiener filter is introduced. The Wiener-SVD unfolding approach achieves the unfolding by maximizing the signal to noise ratios in the effective frequency domain given expectations of signal and noise and is free from regularization parameter. Through a couple examples, the pros and cons of the Wiener-SVD approach as well as the nature of the unfolded results are discussed.Comment: 26 pages, 12 figures, match the accepted version by JINS