The Symmetric Delay Factorization (SDF) is introduced in 1] for synthesizing linear phase paraunitary lter banks and is applied successfully in 2] for designing Time-Varying Filter Banks (TVFB). This paper describes a minimal and complete generalized symmetric delay factorization valid for a larger class of paraunitary lter banks, and for an arbitrary (even and odd) number of channels. The appr...

In this paper, we study asymptotic stability properties of risk-sensitive lters with respect to their initial conditions. In particular, we consider a linear time-invariant systems with initial conditions that are not necessarily Gaussian. We show that in the case of Gaussian initial conditions, the optimal risk-sensitive lter asymptotically converges to any suboptimal lter initialized with an ...

We present a new and systematic method of approximating exact nonlinear lters with nite dimensional lters, using the diierential geometric approach to statistics. We deene rigorously the projection lter in the case of exponential families. We propose a convenient exponential family, which allows to simplify the projection lter equation, and to deene an a posteriori measure of the performance of...

-the coupled production and utilization of dissolved X organic matter (DOM) through the activities of phyto plankton production, predator)' consumption, and microheterotrophic growth define the "microbial loop," which constitutes an important pathway of carbon and energy' flow in all marine ecosystems (Azam et al. 1983). Comprehensive results from both the AMERIEZ (Antarctic Marine Ecosystem Re...

We present the projection lter, an approximate nite{dimensional lter based on the diier-ential geometric approach to statistics. We recall the deenition of the projection lter in the case of exponential families, and we give some hints about the selection of the coeecients in the exponential family.

Fast algorithms to compute min, median, max or any other order statistic lter transforms are described and lower bounds for their computation are shown. The algorithms take constant time per pixel to compute min or max lters and polylog time per pixel, in the size of the lter, to compute the median lter.

Gradient based approaches for motion estimation Optical Flow estimate the motion of an image sequence based on local changes in the image intensities In order to best evaluate local changes in the intensities speci c lters are applied to the image sequence These lters are typically composed of spatio temporal deriva tives The design of these lters plays an important role in the estimation accur...

This paper studies the performance of the aposteriori recursive least squares lattice lter in the presence of a nonstationary chirp signal. The forward and backward partial correlation (PARCOR) coe cients for a Wiener-Hopf optimal lter are shown to be complex conjugates for the general case of a nonstationary input with constant power. Such an optimal lter is compared to a minimum mean square e...

A novel computationally highly e cient realization of sharp symmetrical bandstop FIR lter is proposed. The new structure is derived using the frequency-response-masking technique, where the bandedge-shaping lter is derived from half-band lter by substituting each delay of the half-band lter by M delays. The masking lters are unconventional. They are quadrature lters derived from linear combinat...

Envelope-constrained ltering is concerned with the design of a time-invariant lter to process a given input signal such that the noiseless output of the lter is guaranteed to lie within a prespeci ed output mask. In this paper, using Laguerre lters andH1 optimization techniques, the continuous-time envelope-constrained lter design problem has been reformulated and solved as a constrained H1 mod...