Frequency domain theory for functional time series: Variance decomposition and an invariance principle
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In this paper, we derive elementary M- and optimally robust asymptotic linear (AL)-estimates for the parameters of an Ornstein-Uhlenbeck process. Simulation and estimation of the process are already well-studied, see Iacus (Simulation and inference for sto ...
A model called the linear transform network (LTN) is proposed to analyze the compression and estimation of correlated signals transmitted over directed acyclic graphs (DAGs). An LTN is a DAG network with multiple source and receiver nodes. Source nodes tra ...
Institute of Electrical and Electronics Engineers2012
In this paper we present an optimal estimator of magnitude spectrum for speech enhancement when the clean speech DFT coefficients are modeled by a Laplacian distribution and the noise DFT coefficients are modeled by a Gaussian distribution. Chen has alread ...
2010
In this thesis, we treat robust estimation for the parameters of the Ornstein–Uhlenbeck process, which are the mean, the variance, and the friction. We start by considering classical maximum likelihood estimation. For the simulation study, where we also in ...
EPFL2012
In this paper, we consider model combination methods for adaptive filtering that perform unbiased estimation. In this widely studied framework, two adaptive filters are run in parallel, each producing unbiased estimates of an underlying linear model. The o ...
IEEE2010
We study the problem of distributed least-squares estimation over ad hoc adaptive networks, where the nodes have a common objective to estimate and track a parameter vector. We consider the case where there is stationary additive colored noise on both the ...
IEEE2011
We present a diffusion-based bias-compensated recursive least squares (RLS) algorithm for distributed estimation in ad-hoc adaptive sensor networks where nodes cooperate to estimate a common deterministic parameter vector. It is assumed that both the regre ...
2011
A procedure for time-frequency analysis of time series is described, which is mainly inspired by singular-spectrum analysis, but it presents some modifications that allow checking the convergence of the results and extracting the detected spectral componen ...
Springer Verlag2011
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Motivated by the need to smooth and to summarize multiple simultaneous time series arising from networks of environmental monitors, we propose a hierarchical wavelet model for which estimation of hyperparameters can be performed by marginal maximum likelih ...
An analog source is to be transmitted across a Gaussian channel in more than one channel use per source symbol. This paper derives a lower bound on the asymptotic mean squared error for a strategy that consists of repeatedly quantizing the source, transmit ...
Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2010
