Publications related to On the Unique Identification of Continuous-Time Autoregressive Models From Sampled Data

Shapes from Pixels

In today's digital world, sampling is at the heart of any signal acquisition device. Imaging devices are ubiquitous examples that capture two-dimensional visual signals and store them as the pixels of discrete images. The main concern is whether and how th ...

EPFL2016

Simultaneous estimation of phase derivative and phase using parallel Kalman filter implementation

Pramod Rastogi, Rishikesh Dilip Kulkarni

This paper proposes a technique for the simultaneous estimation of interference phase derivative and phase from a complex interferogram recorded in an optical interferometric setup. The complex interferogram is represented as a spatially varying autoregres ...

2016

Riemannian Optimization For High-Dimensional Tensor Completion

Michael Maximilian Steinlechner

Tensor completion aims to reconstruct a high-dimensional data set where the vast majority of entries is missing. The assumption of low-rank structure in the underlying original data allows us to cast the completion problem into an optimization problem rest ...

Siam Publications2016

Random sampling of bandlimited signals on graphs

Pierre Vandergheynst, Rémi Gribonval, Gilles Puy, Nicolas Tremblay

We study the problem of sampling

k

-bandlimited signals on graphs. We propose two sampling strategies that consist in selecting a small subset of nodes at random. The first strategy is non-adaptive, \ie, independent of the graph structure, and its perform ...

2015

Interpretation of Continuous-Time Autoregressive Processes as Random Exponential Splines

Michaël Unser, Julien René Pierre Fageot, John Paul Ward

We consider the class of continuous-time autoregressive (CAR) processes driven by (possibly non-Gaussian) Lévy white noises. When the excitation is an impulsive noise, also known as compound Poisson noise, the associated CAR process is a random non-uniform ...

IEEE2015

Identification of Rational Transfer Functions from Sampled Data

Michaël Unser, John Paul Ward, Hagay Kirshner

We consider the task of estimating an operator from sampled data. The operator, which is described by a rational transfer function, is applied to continuous-time white noise and the resulting continuous-time process is sampled uniformly. The main question ...

SampTA2013

Development of a low-cost wireless controller for flexible sampling strategies based on real-time flow monitoring

Andrea Rinaldo, Pierre Claude Jean Queloz, Jonathan Besuchet

Even if models are able to predict more and more accurately pollutant discharge in streams, surface water sampling remains a very common practice to monitor substance concentrations and loads in streams and to calibrate models. However, as this method is t ...

2013

Role of sampling in evaluating classical time autocorrelation functions

Jiri Vanicek, Tomas Zimmermann

We analyze how the choice of the sampling weight affects efficiency of the Monte Carlo evaluation of classical time autocorrelation functions. Assuming uncorrelated sampling or sampling with constant correlation length, we propose a sampling weight for whi ...

American Institute of Physics2013

Metropolis-Hastings sampling of paths

Michel Bierlaire, Gunnar Flötteröd

We consider the previously unsolved problem of sampling paths according to a given distribution from a general network. The problem is difficult because of the combinatorial number of alternatives, which prohibits a complete enumeration of all paths and he ...

2013

Is Uniqueness Lost for Under-Sampled Continuous-Time Auto-Regressive Processes?

Michaël Unser, John Paul Ward, Hagay Kirshner

We consider the problem of sampling continuous-time auto-regressive processes on a uniform grid. We investigate whether a given sampled process originates from a single continuous-time model, and address this uniqueness problem by introducing an alternativ ...

IEEE2012

On the Unique Identification of Continuous-Time Autoregressive Models From Sampled Data

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Shapes from Pixels

Simultaneous estimation of phase derivative and phase using parallel Kalman filter implementation

Riemannian Optimization For High-Dimensional Tensor Completion

Random sampling of bandlimited signals on graphs

Interpretation of Continuous-Time Autoregressive Processes as Random Exponential Splines

Identification of Rational Transfer Functions from Sampled Data

Development of a low-cost wireless controller for flexible sampling strategies based on real-time flow monitoring

Role of sampling in evaluating classical time autocorrelation functions

Metropolis-Hastings sampling of paths

Is Uniqueness Lost for Under-Sampled Continuous-Time Auto-Regressive Processes?

Random sampling of bandlimited signals on graphs

Interpretation of Continuous-Time Autoregressive Processes as Random Exponential Splines

Development of a low-cost wireless controller for flexible sampling strategies based on real-time flow monitoring

Is Uniqueness Lost for Under-Sampled Continuous-Time Auto-Regressive Processes?

Shapes from Pixels

Riemannian Optimization For High-Dimensional Tensor Completion

Identification of Rational Transfer Functions from Sampled Data

Simultaneous estimation of phase derivative and phase using parallel Kalman filter implementation

Metropolis-Hastings sampling of paths

Role of sampling in evaluating classical time autocorrelation functions