IEEE TSP Article

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...

We address a robust detection problem for MIMO radars in Gaussian noise with unknown covariance matrix, for the mismatched case where the nominal transmit (or receive) steering vector may not be aligned with the true transmit (or receive) steering vector. Subspace models are adopted for taking into account these mismatches.

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization algorithms due to their susceptibility to spurious local minima, simple iterative methods such as gradient descent have been remarkably successful in practice. 

Nonlinear static multiple-input multiple-output (MIMO) systems are analyzed. The matrix formulation of Bussgang's theorem for complex Gaussian signals is rederived and put in the context of the multivariate cumulant series expansion. The attenuation matrix is a function of the input signals’ covariance and the covariance of the input and output signals.

We consider the problem of decentralized consensus optimization, where the sum of n smooth and strongly convex functions are minimized over n distributed agents that form a connected network. In particular, we consider the case that the communicated local decision variables among nodes are quantized in order to alleviate the communication bottleneck in distributed optimization.