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...

For linear dynamic systems with white process and measurement noise, the Kalman ̄lter is known to be the minimum variance linear state estimator. In the case that the random quantities are Gaussian, then the Kalman ̄lter is the minimim variance state estimator. However, in the application of Kalman ̄lters known signal information is often either ignored or dealt with heuristically. For instance...

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...

This paper presents the design and development of a compact high volume cascade impactor (HVCI). The HVCI operates at a  ow rate of 900 l/min and consists of 4 impaction stages equipped with circular slit-shaped acceleration nozzles and a backup Ž lter. The backup Ž lter is placed downstream of the fourth stage and is used to collect the ultraŽ ne particles (dp < 0.1 1m). The major feature of ...

This paper deals with a new and systematic method of approximating exact nonlinear lters with nite dimensional lters. The method used here is based on the diierential geometric approach to statistics. The projection lter is derived in the case of exponential families. A characterization of the lters is given in terms of an assumed density principle. An a posteriori measure of the performance of...

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.

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...