The sinusoidal frequency estimation from short data records based on Toeplitz autocorrelation (AC) matrix estimates suffer from the dependence on the initial phases of the sinusoi...
We present an algorithm to estimate the parameters of a linear model in the presence of heteroscedastic noise, i.e., each data point having a different covariance matrix. The algor...
Abstract—This paper proposes a new scheme based on information theoretical criteria to estimate the Channel-ImpulseResponse (CIR) length, whose accurate estimate represents one o...
Ali Aassie Ali, Van-Duc Nguyen, Kyandoghere Kyamak...
We consider a mixed linear system model, with both continuous and discrete inputs and outputs, described by a coefficient matrix and a set of noise variances. When the discrete inp...
Argyrios Zymnis, Stephen P. Boyd, Dimitry M. Gorin...
In this paper, we propose a Bayesian estimation approach to extend independent subspace analysis (ISA) for an overcomplete representation without imposing the orthogonal constraint...