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## ON THE CONVERGENCE OF CONSTRAINED PARTICLE FILTERS

The power of particle filters in tracking the state of non-linear and non-Gaussian systems stems not only from their simple numerical implementation but also from their optimality and convergence properties. In particle filtering, the posterior distribution of the state is approximated by a discrete mass of samples, called particles, that stochastically evolve in time according to the dynamics of the model and the observations. Particle filters have been shown to converge almost surely toward the optimal filter as the number of particles increases.

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## ADMM Penalty Parameter Selection with Krylov Subspace Recycling Technique for Sparse Coding

The alternating direction method of multipliers (ADMM) has been widely used for a very wide variety of imaging inverse problems. One of the disadvantages of this method, however, is the need to select an algorithm parameter, the penalty parameter, that has a significant effect on the rate of convergence of the algorithm. Although a number of heuristic methods have been proposed, as yet there is no general theory providing a good choice of this parameter for all problems.

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## QUANTISATION EFFECTS IN PDMM: A FIRST STUDY FOR SYNCHRONOUS DISTRIBUTED AVERAGING

Large-scale networks of computing units, often characterised by the absence of central control, have become commonplace in many applications. To facilitate data processing in these large-scale networks, distributed signal processing is required. The iterative behaviour of distributed processing algorithms combined with energy, computational power, and bandwidth limitations imposed by such networks, place tight constraints on the transmission capacities of the individual nodes.

## Schellekens 2017 - Poster - QUANTISATION EFFECTS IN PDMM A FIRST STUDY FOR SYNCHRONOUS DISTRIBUTED AVERAGING.pdf

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The IEEE 802.11ad waveform can be used for automotive radar by exploiting the Golay complementary sequences in the preamble of a frame. The performance of radar, however, is limited by the preamble structure. In this paper, we propose an adaptive preamble design that permits a trade-off between radar parameters’ estimation accuracy and communication rate. To quantify this trade-off, we propose a minimum mean square error (MMSE) metric based on rate distortion theory.

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## Unsupervised learning of asymmetric high-order autoregressive stochastic volatility model

We introduce a new estimation algorithm specifically designed for the latent high-order autoregressive models. It implements the concept of the filter-based maximum likelihood. Our approach is fully deterministic and is less computationally demanding than the traditional Monte Carlo Markov chain techniques. The simulation experiments confirm the interest of our approach.

poster.pdf (308)
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## Energy Blowup for Truncated Stable LTI Systems

In this paper we analyze the convergence behavior of a sampling based system approximation process, where the time variable is in the argument of the signal and not in the argument of the bandlimited impulse response. We consider the Paley-Wiener space $PW_\pi^2$ of bandlimited signals with finite energy and stable linear time-invariant (LTI) systems, and show that there are signals and systems such that the approximation process diverges in the $L^2$-norm, i.e., the norm of the signal space. We prove that the sets of signals and systems creating divergence are jointly spaceable, i.e., there exists an infinite dimensional closed subspace of $PW_\pi^2$ and an infinite dimensional closed subspace of the space of all stable LTI systems, such that the approximation process diverges for any non-zero pair of signal and system from these subspaces.

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## Blind Image Deconvolution Using Student’s-t Prior With Overlapping Group Sparsity

In this paper, we solve blind image deconvolution problem that is to remove blurs form a signal degraded image without any knowledge of the blur kernel. Since the problem is ill-posed, an image prior plays a significant role in accurate blind deconvolution. Traditional image prior assumes coefficients in filtered domains are sparse. However, it is assumed here that there exist additional structures over the sparse coefficients. Accordingly, we propose new problem formulation for the blind image deconvolution, which utilize the structural

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## AN ACCURATE METHOD FOR FREQUENCY ESTIMATION OF A REAL SINUSOID

It is well known that the positive- and negative frequency components of a real sinusoid spectrally interact with each other; thus, introducing bias in frequency estimation based on the periodogram maximization. We propose to filter out the negative-frequency component. To that end, a coarse frequency estimation is obtained using the windowing approach, known to reduce the estimation bias, and then used to filter out the negative frequency component via modulation and discrete Fourier transform

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## Fast and Stable Signal Deconvolution via Compressible State-Space Models

Objective: Common biological measurements are in
the form of noisy convolutions of signals of interest with possibly
unknown and transient blurring kernels. Examples include EEG
and calcium imaging data. Thus, signal deconvolution of these
measurements is crucial in understanding the underlying biological
processes. The objective of this paper is to develop fast and
stable solutions for signal deconvolution from noisy, blurred and
undersampled data, where the signals are in the form of discrete

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## Fast Computations for Approximation and Compression in Slepian Spaces

The discrete prolate spheroidal sequences (DPSS's) provide an efficient representation for signals that are perfectly timelimited and nearly bandlimited. Unfortunately, because of the high computational complexity of projecting onto the DPSS basis -- also known as the Slepian basis -- this representation is often overlooked in favor of the fast Fourier transform (FFT). In this presentation, we show that there exist fast constructions for computing approximate projections onto the leading Slepian basis elements.

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