Higher-Order-Statistics (HOS) are being used in many areas of digital signal processing, e.g. in the eld of array processing. The main aim is often to suppress Gaussian noise. Mostly, the corresponding algorithms are applied to short data blocks, because only then the stationarity of the data needed for cumulant estimation is given. In many cases, not enough attention is paid to the fact that f...

We introduce the parameter of block elimination distance as a measure how close graph is to some particular class. Formally, given class $${\mathcal {G}}$$ , {B}}({\mathcal {G}})$$ contains all graphs whose blocks belong and {A}}({\mathcal where removal vertex creates in . Given hereditary we recursively define $${{\mathcal {G}}}^{(k)}$$ so that {G}}^{(0)}={\mathcal and, if $$k\ge 1$$ {G}}^{(k)...

Derivatives are essential ingredients of a wide range of numerical algorithms. We focus on the accumulation of Jacobian matrices by Gaussian elimination on a sparse implementation of the extended Jacobian. A symbolic algorithm is proposed to determine the fill-in. The first version of the new algorithm results in a speedup of five compared to the elimination algorithm that does not exploit spar...

Using one of the key property of copulas that they remain invariant under an arbitrary monotonous change of variable, we investigate the null hypothesis that the dependence between financial assets can be modeled by the Gaussian copula. We find that most pairs of currencies and pairs of major stocks are compatible with the Gaussian copula hypothesis, while this hypothesis can be rejected for th...

Using the methodology and results of the theory of filtering of conditionally Gaussian processes, the optimal schemes of transmission of Gaussian signals through the noisy feedback channel are constructed under the new power conditions. In the present paper, in contrast to our previous work [1], the problem of transmission of Gaussian signals through the noisy feedback channel under new power c...

This paper introduces our actual work in front-end techniques to obtain robust speech recognition devices in mismatch conditions (additive noise mismatch and channel mismatch). Two algorithms have been combined to compensate the distortions due to different channel characteristics and additive noise: 1) A Cepstral Mean Normalization and Variance Scaling technique (MNVS) and 2) An Adaptive Gauss...

A coding theorem and converse are proved for abstract channels with time structure that contain continuous-time continuous-valued channels and the result by Kadota and Wyner (1972) as special cases. As main contribution the coding theorem is proved for a significantly weaker condition on the channel output memory and without imposing extra measurability requirements to the channel. These improv...

Abstract. Using supersymmetry techniques analytical expressions for the average of the fidelity amplitude fǫ(τ) = 〈ψ(0)| exp(2πıHǫτ) exp(−2πıH0τ)|ψ(0)〉 are obtained, where the H0 and Hǫ are taken from the Gaussian unitary ensemble (GUE) or the Gaussian orthogonal ensemble (GOE), and ǫ is a parameter, characterizing the strength of a perturbation. As long as the perturbation strength is small co...

in this paper, we show that the conditional transform with respect to the gaussian process involving the first variation can be expressed in terms of the conditional transform without the first variation. we then use this result to obtain various integration formulas involving the conditional $diamond$-product and the first variation.