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A Framework of Adaptive Multiscale Wavelet Decomposition for Signals on Undirected Graphs

The state-of-the-art graph wavelet decomposition was constructed by maximum spanning tree (MST)-based downsampling and two-channel graph wavelet filter banks. In this work, we first show that: 1) the existing MST-based downsampling could become unbalanced, i.e., the sampling rate is far from 1/2, which eventually leads to low representation efficiency of the wavelet decomposition; and 2) not only low-pass components, but also some high-pass ones can be decomposed to potentially achieve better decomposition performance.

Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance

The optimal mean-reverting portfolio (MRP) design problem is an important task for statistical arbitrage, also known as pairs trading, in the financial markets. The target of the problem is to construct a portfolio of the underlying assets (possibly with an asset selection target) that can exhibit a satisfactory mean reversion property and a desirable variance property.

Multi-Snapshot Spectrum Sensing for Cognitive Radar via Block-Sparsity Exploitation

Two-dimensional (2-D) spectrum sensing is addressed in the context of a cognitive radar to gather real-time space-frequency electromagnetic awareness. Assuming a sensor equipped with multiple receive antennas, a discrete-time sensing signal model formally accounting for multiple snapshots of observations is introduced.

Parameter Estimation Based on Scale-Dependent Algebraic Expressions and Scale-Space Fitting

We present our results of applying wavelet theory to the classic problem of estimating the unknown parameters of a model function subject to noise. The model function studied in this context is a generalization of the second-order Gaussian derivative of which the Gaussian function is a special case.

Detecting Gaussian Signals Using Coprime Sensor Arrays in Spatially Correlated Gaussian Noise

Coprime sensor arrays (CSAs) can estimate the directions of arrival of O(MN) narrowband planewave sources using only O(M + N) sensors with the CSA product processor. All previous investigations on the product processed CSA's performance for detecting Gaussian signals assumed spatially white Gaussian noise.

Recursive Estimation of Dynamic RSS Fields Based on Crowdsourcing and Gaussian Processes

In this paper, we address the estimation of a time-varying spatial field of received signal strength (RSS) by relying on measurements from randomly placed and not very accurate sensors. We employ a radio propagation model where the path loss exponent and the transmitted power are unknown with Gaussian priors whose hyper-parameters are estimated by applying the empirical Bayes method.