NDLI: Sample-efficiency-optimized auxiliary particle filter

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2014 IEEE Workshop on Statistical Signal Processing (SSP)

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2011 IEEE Statistical Signal Processing Workshop (SSP)

2009 IEEE/SP 15th Workshop on Statistical Signal Processing

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IEEE/SP 13th Workshop on Statistical Signal Processing, 2005

2005 IEEE/SP 13th Workshop on Statistical Signal Processing - Book of Abstracts

Table of contents

Opportunities for statistical signal processing in high energy physics

Filtering, robust and adaptive methods for track reconstruction

Signal reconstruction in a high rate environment for scintillator calorimeters

Track identification in high energy physics

2 - Special Session: Student Paper Contest 1

Simulation of postive normal variables using several proposal distributions

PHD filtering for tracking an unknown number of sources using an array of sensors

Composite likelihood estimation for multivariate mixed poisson distributions

Parametric estimation of multi-dimensional affine transformations in the presence of noise: a linear solution

3 - Special Session: Student Paper Contest 2

Robust independent component analysis

Robust linear receiver design for multi-access space-time block coded MIMO systems using stochastic optimization

A new family of approximate QR-LS algorithms for adaptive filtering

Multi-channel mono-path periodic signal extraction with global amplitude and phase modulation for music and speech signal analysis

Alamouti space-time coded relay strategy for wireless networks

Particle filtering under communications constraints

4 - Adaptive Filters

An efficient model for the convergence behavior of the FXLMS algorithm with gaussian inputs

Robustness analysis of a gradient indentification method for a nonlinear wiener system

Tracking properties of a convex combination of two adaptive filters

A new proportionate fast LMS/Newton algorithm for adaptive filtering

Comparative analysis of importance sampling techniques to estimate error functions for training neural networks

Geometric analysis of filtered-X LMS algorithms

A robust general normalised gradient descent algorithm

An improved recursive least squares algorithm robust to input power variation

Bayesian adaptive filtering at linear cost

5 - Adaptive Equalization

An Iterative Method for Blind Equalization of Multiple FIR Channels

CCA based algorithms for blind equalization of FIR MIMO systems

Using LMS weighting values as the channel state information for OFDM based systems

Tracking analysis of some space-time blind equalization algorithms

Adaptive precoding in MIMO wireless communication systems using blind channel prediction over frequency selective fading channels

Rapid equalisation for a high integrity bluetooth receiver

Flexible MMSE DFE using length and LAG adaptation

Functional link equaliser with decision selection for combatting cochannel interference

High fractionally spaced constant modulus blind equalization for high order-QAM signalling

Concurrent constant modulus algorithm and decision directed scheme for synchronous DS_CDMA equalisation

6 - Adaptive Estimation

Autocorrelation-based algorithm for ARMA model order selection in colored gaussian noise

Parameter estimation in a class of nonlinear state - space models

Error whitening non-parametric maximum likelihood channel estimator

On the efficient frequency estimation of a single tone

Spectral Symmetry Iterative Frequency Estimation Algorithm

Structural breaks estimation for non-stationary time series signals

Fast algorithms for minor component analysis

Adaptive linear estimators, using biased cramer-RAO bound

Non-Stationary Time-Series Segmentation Based on the Schur Prediction Error Analysis

7 - Adaptive Array Processing

Real-time implementation of an adaptive bayesian beamformer

Wideband robust beamforming based on worst-case performance optimization

A state space approach to robust adaptive beamforming

Robust wideband DOA estimation

Constant beamwidth generalised sidelobe canceller

Fast adaptive esprit algorithm

Sufficient condition for an adaptive system to approximate the neyman-pearson detector

A Partially Adaptive Beamforming with Slepian-Based Quiescent Response

Multi-Rank Adaptive Beamforming

8 - Adaptive Estimation

Simultaneous segmentation, compression, and denoising of signals using polyharmonic local sine transform and minimum description length criterion

Lattice filter with adjustable gains and its application in optical signal processing

An algorithm for minimum bandpass sampling frequency for multiple RF signals in SDR systems

AM-FM decomposition of speech signals: an asymptotically exact approach based on the iterated hilbert transform

FIR Adaptive filters based on hirschman optimal transform

A signal processing application of randomized low-rank approximations

A novel blind deconvolution method VIA maximum entropy

Rank reduction for rapid timing acquisition in multiple access communications

9 - Computer Intensive Statistical Inference

A Bayesian provedure to recognize independent signals

Change-point detection in astronomical data by using a hierarchical model and a bayesian sampling approach

Deterministic particle filters for joint blind equalization and decoding on frequency selective channels

Particle filtering with alpha-stable distributions

Inference for probabilistic unsupervised text clustering

Sample-efficiency-optimized auxiliary particle filter

Optimal recursive filtering using gaussian mixture model

Approximate conditional mean particle filter

Convex surrogates and stable message-passing: joint parameter estimation and prediction in coupled gaussian mixture models

Estimating Local Intrinsic Dimension with k-Nearest Neighbor Graphs

10 - Image Analysis and Applications

Geometric harmonics as a statistical image processing tool for images on irregularly-shaped domains

Minimum Eigenvalue Based 3-D AR Model Order Selection

Multiscale object features from clustered complex wavelet coefficients

Providing sample shape statistics with FCA and ISA approaches

Classification of images using spatial random trees

New features extraction and application based on Gaussian-Hermite moments in figerprint classification

A combined multiresolution approach for faint source extraction from inrared astronomical raw images sequence

Application of a two-stage algorithm for adaptive detection in hyperspectral imaging

Asymptotic global confidence regions for 3-D parametric shape estimation in inverse problems

A Bayesian approach to nonlinear diffusion based on a Laplacian prior for ideal image gradient

11 - Direction-of-Arrival Estimation and Tracking

Comparison of two IMM tracking and classifier architectures based on Extended and Unscented Kalman Filter with CRLB

Analysis and Design of (non-)Isotropic Arrays for 3D Direction Finding

An algorithm for tracking multiple wideband cyclostationary sources

Application of linear discriminant functions to location estimation

An acoustic multiple target tracker

Bayesian model selection for multisensor track-to-track association and track fusion

Analysis of Direct Position Determination Approach in the Presence of Model Errors

Localization of wideband sources in colored noise VIA generalized least squares (GLS)

12 - Estimation Theory

MSE bounds dominating the cramer-RAO bound

A data-driven HAAR-FISZ transform for multiscale variance stabilization

Blind minimax estimators: improving on least-squares estimation

A kullback's symmetric divergence criterion with application to linear regression and time series model

Non-central quadratic forms on complex random matrices and applications

ZIV-ZAKAI bound for harmonic retrieval in multiplicative and additive gaussian noise

A new derivation of the bayesian bounds for parameter estimation

Adaptive M-estimators for use in structured and unstructured robust covariance estimation

Asymptotic normality of the sample convariances of evanescent fields in noise

13 - Detection and Classification

Detection of signals in nonstationary random noise VIA stationarization and stationarity test

Ionizing radiation detection using jump markov linear systems

Activity detection of a PSK in unknown white gaussian noise: optimal and suboptimal invariant detectors

Estimation of the number of sources with DOA priors

Computationally efficient method for estimation of the number of signals in multipath environment

On signal detection using the bengamini-hochberg procedure

Scale-invariant detection by a ratio of generalized variances

Sequential design of experiments for a rayleigh inverse scattering problem

Minimum expected risk probability estimates for nonparametric neighborhood classifiers

Transformation of adaptive thresholds by significance invariance for change detection

14 - Channel Estimation and Synchronization

On the Effects of Nonuniform Sampling for Interferometric Phase Estimation in the Presence of Layover

A Bernoulli-Gaussian model for multipath channel estimation in downlink WCDMA

A Fast Blind Channel Estimation Method For ZP-OFDM Systems

Multipath delay estimation using the magnitude spectrum

Diamond contour-based phase recovery for (CROSS)-QAM constellations

Kalman filter for channel tracking in wireless MC-CDMA systems

Semi-blind parameters and symbols joint estimation for a hammerstein type channel using precoding

Frequency offset estimation for galileo/GPS receivers based on differential correlation

Blind MIMO system estimation based on PARAFAC decomposition of HOS tensors

Two new approaches to channel prediction based on sinusoidal modelling

15 - Hidden Markov Models

Recursive computation of the score and observed information matrix in hidden markov models

Restoring hidden non stationary process using triplet partially markov chain with long memory noise

Modeling temporal dependence of spherically invariant random vectors with triplet markov chains

Bayesian smoothing algorithms in pairwise and triplet markov chains

Modeling non stationary hidden semi-markov chains with triplet markov chains and theory of evidence

16 - Signal Restoration, Reconstruction and Enhancement

Building a bayesian framework to analyse measurements from the ligne d'intefration laser facility

Sparseness Via l 2 - Norm Minimization?

Non parametric inference for pile-up correction in nuclear spectrometry

Parallel deflation with alphabet-based criteria for blind source extraction

Enforcing sparsity, shift-invariance and positivity in a bayesian model of polyphonic piano music

Reconstruction of unequally-sampled random processes

Kernel wiener filter using canonical correlation analysis framework

Texture segmentation with diffusions on arbitrary graphs

Speech enhancement using nullspace-based sound field control for barge-in free spoken dialogue interface

A minimax approach for mean square denoising

Robust video analysis: which statistics to use?

17 - System Identification and Spectrum Estimation

Semiparametric model selection with applications to regression

An efficient finite positivity test algorithm for statistical signal processing applications

Bernoulli-Gaussian spectral analysis of unevenly spaced astrophysical data

A Class of Quadratic FIR Filters with Applications to Spectral Shaping and Narrow Band Generation

Synthesis models for N-dimensional discrete-space self-similar signals

Enhanced line search applied to blind channel identification identifiability conditions

An exact solution for incorporating boundary continuity constraints in subband all-pole modelling

Message passing expectation-maximization algorithms

Asymptotics for linear predictors of strongly dependent time series

Noisy speech dereverberation as a SIMO system identification issue

18 - Time-Frequency and Time-Scale analysis

Adaptive minimum entropy decomposition on the time-frequency plane

Sparse representations of images using overcomplete complex wavelets

Robust quadratic time-frequency distributions for the analysis of mulicomponent FM signals in heavy-tailed noise

Diffused distribution reassignment

Modified EZW coding for the M-band wavelet transform and its application to image compression

Time-frequency and dual-frequency representation of fractional brownian motion

Maximum likelihood parameter estimation of short-time multicomponent signals with nonlinear AM/FM modulation

Adaptive coherence analysis of nonstationary time series using the adaptive lomb spectrum

Image compression with best local cosine bases

Linear methods for TFARNA parameter estimation and system approximation

19 - Radar Array Signal Processing

High resolution vector-sensor array processing using quaternions

The noncentral wishart distribution: properties and application to speckle imaging

The RSMI algorithm for airborne MTI radar

Robust adaptive beamforming using probability-constrained optimization

Reducing Excess Variance in Beamspace Methods for Uniform Circular Array

Buried objects localization in presence of correlated signals

Application of the fractional fourier transform to ISAR range profile compensation of fast-moving target

On DOA estimation in unknown colored noise-fields using an imperfect estimate of the noise covariance

Quasi-parabolic ionosphere modeling to track with Over-The-Horizon Radar

A STAP algorithm for radar target detection in heterogeneous environments

20 - Biomedical Signal Processing

Negentropy analysis of surface electromyogram signal

Soft/hard focalization in the EEG inverse problem

Robust biclustering algorithm (ROBA) for DNA microarray data analysis

Finding transcription factor binding sites in DNA sequences: a template based approach

Noise estimation in panoramic x-ray images: an application analysis approach

Estimating the number of clusters in microarray data sets based on an information theoretic criterion

A new approach for HMM based protein sequence family modeling and its application to remote homology classification

A Hybrid Algorithm for Removal of Eye Blinking Artifacts from Electroencephalograms

Scoring of coding regions in DNA sequences based on position asymmetry

21 - Signal Processing for Wireless Communications

Joint compression, detection, and routing in capacity contrained wireless sensor networks

Complex singular wishart matrices and multiple-atenna systems

Cyclostationarity-based parameter estimation of wide-band signals in mobile communications

Statistical analysis of local features in network traffic processes

Robust decorrelating multiuser detection in the presence of alpha-stable channel noise

Rate distortion of stationary and nonstationary vector gauaaian sources

The use of Probability Control in CDMA systems

Parallel interference cancellation technique applied to DS-OCDMA systems

An approximation of eigenvalue distribution in I.I.D MIMO channels under rayleigh fading

22 - Special Session: Independent Component Analysis

A generalized least squares approach to blind separation of sources which have variance dependencies

Asymptotic performance of the fastica algorithm for independent component analysis and its iprovements

Efficient variant of algorithm fastica for independent component analysis attaining the cramer-RAO lower bound

An LMS viewpoint on the local stability of second order blind source separation

Bayesian noisy ICA for source switching environments

On approximate joint "biagonalization" - a tool for noisy blind source separation

Non-negative source separation using the maximum likelihood approach

Combined non-orthogonal joint zero-diagonalization and joint diagonalization for sources separation

Separation of polynomial post non-linear mixtures of discrete sources

Shifted non-negative matrix factorisation for sound source separation

Generalized contrast functions for blind separation of overdetermined linear mixtures with unknown numbers of sources

23 - Special Session: Sensor Networks 1

Cooperative time-reversal communication in wireless sensor networks

Sensor network particle filters: motes as particles

Sleeping policies for energy-efficient tracking in sensor networks

A first look at the hidden cost of random node placement in wireless sensor networks

On optimal parametric field estimation in sensor networks

A lower bound to the AWGN remote rate-distortion function

Signal reconstruction from noisy randomized projections with applications to wireless sensing

Distributed Inference in Wireless Sensor Networks: Some Recent Results

Distributed tracking in multi-hop networks with communication delays and packet losses

Distributed wavelet transform for irregular sensor network grids

An approximate dynamic programming approach for communication constrained inference

24 - Special Session: Sensor Networks 2

Simple and high-performing DOA estimation by a field of blind beepers

APOCS: a rapidly convergent source localization algorithm for sensor networks

A communication architecture for reaching consensus in decision for a large network

Distributed tracking in AD-HOC sensor networks

Sensor scheduling and target tracking using expectation propagation

Energy-aware date-centric MAC for application-specific sensor networks

Non-cooperative localization of binary sensors

Distributed kalman filtering based on severely quantized WSN data

Sensor localization using acoustic doppler shift with a mobile access point

25 - Special Session: Computer Intensive Statistical

A study on multitarget tracking with adaptive local linearisation particle filters

Using the Particle Filter as Mitigation to GPS Vulnerability for Navigation at Sea

An alternative approach for the resampling in the bootstrap filter

Variable rate particle filters for tracking applications

Tracking variable number of targets using sequential monte carlo methods

Harmonic tracking using sequential monte carlo

A particle filter to mitigate jamming for GPS navigation

Multisensor fusion for target tracking using sequential monte carlo methods

Bootstrap based spectral analysis

26 - Special Session: Optimal Training Design for Channel Estimation

Exploiting hidden pilots for carrier frequency offset estimation for generalized MC-CDMA systems

Improved synchronisation for superimposed training based channel estimation

On superimposed-training power allocation for time-varying channel estimation

Performance analysis of an mimo channel esimator based on superimposed training and first-order statistics

Recursive MMSE estimation of wireless channels based on training data and structured correlation learning

Optimal training designs for bayesian channel estimators with application in CDMA systems

Optimal training for ML and LMMSE channel estimation in MIMO systems

Optimal training for affine-precoded and cyclic-prefized block transmissions

Bandwidth and power efficiency considerations for optimal training in OFDM

Extraction of attributes for visual object recognition and DNA microarray analysis

27 - Special Session: Biomedical Signal Processing

An overview of the role of context-sensitive HMMS in the prediction of NCRNA genes

Level set estimation in medical imaging

A fourier product method for detecting approximate TANDEM repeats in DNA

Constrained, globally optimal, multi-frame motion estimation

Optimization criteria for DNA repair

Feature extraction for DNA base-calling using NNLS

Probabilistic-based Circuit Design for Bio-Medical Applications

Identifying differentially expressed genes from probe level intensities in longitudinal affymetrix microarray experiments

28 - Plenary Session:

Statistical signal processing for automotive safety systems

QUASI-separability and hierarchical QUASI-separability in stochastic signal processing

IEEE Workshop on Statistical Signal Processing, 2003

Proceedings of the 11th IEEE Signal Processing Workshop on Statistical Signal Processing (Cat. No.01TH8563)

Sample-efficiency-optimized auxiliary particle filter

Content Provider	IEEE Xplore Digital Library
Author	Feng Guo Qian, G.
Copyright Year	2002
Description	Author affiliation: Dept. of Electr. Eng., Arizona State Univ., Tempe, AZ (Feng Guo; Qian, G.)
Abstract	In this paper, we present a sample-efficiency-optimized auxiliary particle filter. We show that by computing the weights of the auxiliary variable through a simple optimization procedure, the variance of the resulting importance weights can be considerably reduced, in fact, minimized. In turn, the effective sample size and therefore the efficiency of the overall sampling both increase. Experiments have been extensively conducted using the bearings-only model. The experimental results fully support the theoretical conclusions that the proposed sample-efficiency-optimized auxiliary particle filter outperforms the nonoptimized auxiliary particle filtering, producing smaller tracking errors and larger effective sample sizes
Starting Page	393
Ending Page	398
File Size	220924
Page Count	6
File Format	PDF
ISBN	0780394038
DOI	10.1109/SSP.2005.1628627
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2005-07-17
Publisher Place	Russia
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Particle filters Sampling methods Monte Carlo methods Proposals Filtering Current measurement Art Particle tracking Power smoothing Nonlinear dynamical systems
Content Type	Text
Resource Type	Article

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