Delta Optical Thin Film has lifted the application range of variable filters to new levels by introducing a new powerful type of linear variable filter (LVF) Since Delta Optical Thin Film A/S offered ...

Abstract: In this work a general discrete-time dynamical not necessarily linear system with additive not necessarily Gaussian noises is considered and the problem of estimating the unknown states ...

Image processing researchers commonly assert that "median filtering is better than linear filtering for removing noise in the presence of edges." Using a straightforward large-n decision-theory ...

This paper considers the problem of jointly decomposing a set of time series variables into cyclical and trend components, subject to sets of stochastic linear restrictions among these cyclical and ...

Abstract: Flexible spatial sound capturing and reproduction can be achieved with multiple microphones by using linear spatial filtering or non-linear parametric processing. The non-linear approaches ...

ABSTRACT: The study applies a Kalman filter (KF) to Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models to create a hybrid model, to estimate the parameters of the GARCH model in ...

It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...

We consider non-linear filtering problem with Gaussian martingales as a noise process, and obtain iterative equations for the optimal filter. We apply that result in the case of fractional Browian ...