This paper discusses an SVD-based signal enhancement procedure, applied to noise reduction in multi-microphone speech signals. The SVD-based signal enhancement procedure amounts to a specific optimal filtering problem when the so-called ‘desired response’ signal cannot be observed. The optimal filter can then be written as a function of the generalized singular vectors and singular values of a ...

In this paper, the optimal filtering problem for linear systems with state and observation delays is treated proceeding from the general expression for the stochastic Ito differential of the optimal estimate, error variance, and various error covariances. As a result, the optimal estimate equation similar to the traditional Kalman-Bucy one is derived; however, the resulting system of equations ...

A receding horizon filtering problem for nonlinear continuous-time stochastic systems is considered. The paper presents the optimal receding horizon filtering equations. Derivation of the equations is based on the Kushner-Stratonovich and Fokker-Planck-Kolmogorov equations for conditional and unconditional density functions. This result could be a theoretical basis for the optimal control in no...

Frequent inlet flow changes, especially in the same direction, typically cause problems for averaging level controllers. To obtain optimal flow filtering while being robust towards future inlet flow upsets closed loop robust MPC was used. Its performance and robustness is analyzed and compared to the optimal averaging level controller. The knowledge gained from the robust MPC exercise is also u...

This paper presents the central finite-dimensional H∞ filter for linear systems with measurement delay, that is suboptimal for a given threshold γ with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with the opposite sign. In contrast to the results previously obtained for linear time delay systems, the paper reduces the original H∞ filtering proble...

This paper addresses target tracking in wireless sensor networks where the nonlinear observed system is assumed to progress according to a probabilistic state space model. Thus, we propose to improve the use of the quantized variational filtering by jointly selecting the optimal candidate sensor that participates in target localization and its best communication path to the cluster head. In the...

An optimal approach to mitigation of flooding denial of service attacks is presented. The objective is to minimize effect of the mitigation while protecting the server. The approach relies on routers filtering enough packets so that the server is not overwhelmed while ensuring that as little filtering is performed as possible. The optimal solution is to filter packets at routers through which t...

 Abstract— Muscle fiber conduction velocity (CV) can be estimated by the application of a pair of spatial filters to surface EMG signals and compensation of the spatial filter transfer function with equivalent temporal filters. This method integrates the selection of the spatial filters for signal detection to the estimation of CV. Using this approach, in this study we propose a novel techniqu...

To penetrate sensitive computer networks, attackers can use spear phishing to sidestep technical security mechanisms by exploiting the privileges of careless users. In order to maximize their success probability, attackers have to target the users that constitute the weakest links of the system. The optimal selection of these target users takes into account both the damage that can be caused by...