IEEE Transactions on Signal Processing

Hidden Markov models are widely used for target tracking, where the process and measurement noises are usually modeled as independent Gaussian distributions for mathematical simplicity. However, the independence and Gaussian assumptions do not always hold in practice. For example, in a typical target tracking application, a radar is utilized to track a non-cooperative target. 

Time-frequency (TF) representations of time series are intrinsically subject to the boundary effects. As a result, the structures of signals that are highlighted by the representations are garbled when approaching the boundaries of the TF domain. In this paper, for the purpose of real-time TF information acquisition of nonstationary oscillatory time series, we propose a numerically efficient approach for the reduction of such boundary effects.

Adopting low-resolution analog-to-digital converters (ADCs) for receive antennas of a multiple-input multiple-output (MIMO) system can remarkably reduce the hardware cost, circuit power consumption as well as amount of data to be transferred from RF components and the baseband-processing unit.

In this paper, the particle filtering problem is investigated for a class of nonlinear/non-Gaussian systems with energy harvesting sensors subject to randomly occurring sensor saturations (ROSSs). The random occurrences of the sensor saturations are characterized by a series of Bernoulli distributed stochastic variables with known probability distributions.

In this paper, using the shrinkage-based approach for portfolio weights and modern results from random matrix theory we construct an effective procedure for testing the efficiency of the expected utility (EU) portfolio and discuss the asymptotic behavior of the proposed test statistic under the high-dimensional asymptotic regime, namely when the number of assets p increases at the same rate as the sample size n such that their ratio p/n approaches a positive constant c∈(0,1) as n→∞ . 

Inspired by the recent success of deep neural networks and the recent efforts to develop multi-layer dictionary models, we propose a Deep Analysis dictionary Model (DeepAM) which is optimized to address a specific regression task known as single image super-resolution. Contrary to other multi-layer dictionary models, our architecture contains L layers of analysis dictionary and soft-thresholding operators to gradually extract high-level features and a layer of synthesis dictionary which is designed to optimize the regression task at hand.

This paper is focused on simultaneous target detection and angle estimation with a multichannel phased array radar. Resorting to a linearized expression for the array steering vector around the beam pointing direction, the problem is formulated as a composite binary hypothesis test where the unknowns, under the alternative hypothesis, include the target directional cosines displacements with respect to the array nominal coarse pointing direction. 

We consider identification of linear dynamical systems comprising of high-dimensional signals, where the output noise components exhibit strong serial, and cross-sectional correlations. Although such settings occur in many modern applications, such dependency structure has not been fully incorporated in existing approaches in the literature. 

Channel estimation is of paramount importance in most communication systems in order to optimize the data rate/energy consumption tradeoff. In modern systems, the possibly large number of transmit/receive antennas and subcarriers makes this task difficult. Designing pilot sequences of reasonable size yielding good performance is thus critical. 

Speech dereverberation has been an important component of effective far-field voice interfaces in many applications. Algorithms based on multichannel linear prediction (MCLP) have been shown to be especially effective for blind speech dereverberation and numerous variants have been introduced in the literature. Most of these approaches can be derived from a common framework, where the MCLP problem for speech dereverberation is formulated as a weighted least squares problem that can be solved analytically.