IEEE Transactions on Signal Processing

Sequential Monte Carlo (SMC) methods comprise one of the most successful approaches to approximate Bayesian filtering. However, SMC without a good proposal distribution can perform poorly, in particular in high dimensions. We propose nested sequential Monte Carlo, a methodology that generalizes the SMC framework by requiring only approximate, properly weighted, samples from the SMC proposal distribution, while still resulting in a correct SMC algorithm. 

The paper derives the stability bound of the initial mean-square deviation of an adaptive filtering algorithm based on minimizing the 2 L th moment of the estimation error, with L being an integer greater than 1. The analysis is done for a time-invariant plant with even input probability density function. Dependence of the stability bound on the algorithm step-size, type of the noise distribution, signal-to-noise ratio (SNR), and L is studied.

Although massive multiple-input multiple-output (MIMO) promises high spectral efficiency, there are several issues that significantly limit the potential gain of massive MIMO, such as severe inter-cell interference, huge channel state information (CSI) overhead/delay, high cost and power consumption of RF chains, and user fairness. 

Much effort has been devoted to recovering sparse signals from one-bit measurements in recent years. However, it is still quite challenging to recover signals with high fidelity, which is desired in practical one-bit compressive sensing (1-bit CS) applications. We introduce the notion of Schur-concavity in this paper and propose to construct signals by taking advantage of Schur-Concave functions , which are capable of enhancing sparsity.

Situation-aware technologies enabled by multitarget tracking algorithms will create new services and applications in emerging fields such as autonomous navigation and maritime surveillance. The system models underlying multitarget tracking algorithms often involve unknown parameters that are potentially time-varying.

Standard interpolation techniques are implicitly based on the assumption that the signal lies on a single homogeneous domain. In contrast, many naturally occurring signals lie on an inhomogeneous domain, such as brain activity associated to different brain tissue. We propose an interpolation method that instead exploits prior information about domain inhomogeneity, characterized by different, potentially overlapping, subdomains. 

We obtain a characterization of all wavelets leading to analytic wavelet transforms (WT). The characterization is obtained as a byproduct of the theoretical foundations of a new method for wavelet phase reconstruction from magnitude-only coefficients. The cornerstone of our analysis is an expression of the partial derivatives of the continuous WT, which results in phase-magnitude relationships similar to the short-time Fourier transform setting and valid for the generalized family of Cauchy wavelets. 

The problem of locating signals transmitted in the proximity of an antenna array has been studied extensively in the signal processing literature. In this paper, we consider the standard array manifold models used in these works and show that they differ, sometimes significantly, from the model based on electromagnetic theory.

A critical task of a radar receiver is data association, which assigns radar target detections to target filter tracks. Motivated by its importance, this paper introduces the problem of jointly designing multiple-input multiple-output (MIMO) radar transmit beam patterns and the corresponding data association schemes.

This paper reformulates adaptive filters (AFs) in the framework of geometric algebra (GA), developing a complete study of the resulting geometric-algebra adaptive filters (GAAFs). They are generated by formulating the underlying minimization problem (a deterministic cost function) from the perspective of GA, a comprehensive mathematical language well suited for the description of geometric transformations.