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IEEE TSP Article

In this paper, we develop a kernel adaptive filter for quaternion data, using stochastic information gradient (SIG) cost function based on the information theoretic learning (ITL) approach. The new algorithm (QKSIG) is useful for quaternion-based kernel applications of nonlinear filtering. Adaptive filtering in quaterion domain intrinsically incorporates component-wise real valued cross-correlation or the coupling within the dimensions of the quaternion input.

With the increasing scale of antenna arrays in wideband millimeter-wave (mmWave) communications, the physical propagation delays of electromagnetic waves traveling across the whole array will become large and comparable to the time-domain sample period, which is known as the spatial-wideband effect. In this case, different subcarriers in an orthogonal frequency division multiplexing (OFDM) system will “see” distinct angles of arrival (AoAs) for the same path.

Learning optimal dictionaries for sparse coding has exposed characteristic sparse features of many natural signals. However, universal guarantees of the stability of such features in the presence of noise are lacking. Here, we provide very general conditions guaranteeing when dictionaries yielding the sparsest encodings are unique and stable with respect to measurement or modeling error. We demonstrate that some or all original dictionary elements are recoverable...

Over the decades, multiple approaches have been proposed to solve convex programs. The development of interior-point methods allowed solving a more general set of convex programs known as semi-definite and second-order cone programs. However, these methods are excessively slow for high dimensions.

This paper presents the probability hypothesis density filter (PHD) and the cardinality PHD (CPHD) filter for sets of trajectories, which are referred to as the trajectory PHD (TPHD) and trajectory CPHD (TCPHD) filters. Contrary to the PHD/CPHD filters, the TPHD/TCPHD filters are able to produce trajectory estimates from first principles. 

Polar codes have gained extensive attention during the past few years and recently they have been selected for the next generation of wireless communications standards (5G). Successive-cancellation-based (SC-based) decoders, such as SC list (SCL) and SC flip (SCF), provide a reasonable error performance for polar codes at the cost of low decoding speed.

In this paper, we design and implement a new on-line portfolio selection strategy based on reversion mechanism and weighted on-line learning. Our strategy, called “Gaussian Weighting Reversion” (GWR), improves the reversion estimator to form optimal portfolios and effectively overcomes the shortcomings of existing on-line portfolio selection strategies.

Recently, a novel method for developing filtering algorithms, based on the interconnection of two Bayesian filters and called double Bayesian filtering, has been proposed. In this manuscript we show that the same conceptual approach can be exploited to devise a new smoothing method, called double Bayesian smoothing.

In this work, we propose a non-parametric sequential hypothesis test based on random distortion testing (RDT). RDT addresses the problem of testing whether or not a random signal, Ξ , observed in independent and identically distributed (i.i.d) additive noise deviates by more than a specified tolerance, τ , from a fixed model, ξ0 .

Structural equation models (SEMs) and vector autoregressive models (VARMs) are two broad families of approaches that have been shown useful in effective brain connectivity studies. While VARMs postulate that a given region of interest in the brain is directionally connected to another one by virtue of time-lagged influences, SEMs assert that directed dependencies arise due to instantaneous effects...

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