New generation cellular networks have been forced to support high data rate communications. The demand for high bandwidth data services has rapidly increased with the advent of bandwidth hungry applications. To fulfill the bandwidth requirement, high throughput backhaul links are required. Microwave radio links operating at high frequency bands are used to fully exploit the available spectrum. ...

Kalman filtering-smoothing is a fundamental tool in statistical time series analysis. However, standard implementations of the Kalman filter-smoother require O(d3) time and O(d2) space per timestep, where d is the dimension of the state variable, and are therefore impractical in high-dimensional problems. In this paper we note that if a relatively small number of observations are available per ...

A smoother introduced earlier by van Leeuwen and Evensen is applied to a problem in which real observations are used in an area with strongly nonlinear dynamics. The derivation is new, but it resembles an earlier derivation by van Leeuwen and Evensen. Again a Bayesian view is taken in which the prior probability density of the model and the probability density of the observations are combined t...

Harding and Pagan note that their stripped-down Markov-switching model (3)-(5) is an example of a standard state-space model, albeit with non-Gaussian innovations. This is indeed true of a broad class of Markov-switching models, as noted by Hamilton (1994, Section 4.1). Hence one could always use the Kalman filter in Markov-switching models to find the linear projection of the unobserved regime...

In this paper, an iterative decoding algorithm for channels with additive linear dynamical noise is presented. The proposed algorithm is based on the tightly coupled two inference algorithms: the sum-product algorithm which infers the information symbols of an low density parity check(LDPC) code and the Kalman smoothing algorithm which infers the channel states. The linear dynamical noise are t...

A B S T R A C T Data assimilation methods that work in high dimensional systems are crucial to many areas of the geosciences: meteorology, oceanography, climate science etc. The equivalent weights particle filter has been designed, and has recently been shown to, scale to problems that are of use to these communities. This article performs a systematic comparison of the equivalent weights parti...