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Statistical Signal Processing Workshop (SSP), 2011 IEEE

Date 28-30 June 2011

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Displaying Results 1 - 25 of 210
  • [Copyright notice]

    Publication Year: 2011 , Page(s): i
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    Freely Available from IEEE
  • Program

    Publication Year: 2011 , Page(s): ii - xxxi
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    Freely Available from IEEE
  • Committees

    Publication Year: 2011 , Page(s): xxxii
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    Freely Available from IEEE
  • Cramér-rao bound of the direction-of-arrival estimation using a spatially spread electromagnetic vector-sensor

    Publication Year: 2011 , Page(s): 1 - 4
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (1753 KB) |  | HTML iconHTML  

    A new spatially-spread electromagnetic vector-sensor consisting of six non-collocating dipoles / loops is proposed in [1] to (i) reduce the mutual coupling across antennas, (ii) adopt the Poynting-vector estimator to estimate the direction-of-arrival of the source, and (iii) improve the direction-finding accuracy by extending the spatial aperture. The improvement in estimation accuracy was charact... View full abstract»

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  • MUSIQUE: A quaternion-based array processing technique for surface wave polarization analysis

    Publication Year: 2011 , Page(s): 5 - 8
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (1359 KB) |  | HTML iconHTML  

    In this paper, we present MUSIQUE, an algorithm designed to analyze seismic signals recorded by arrays of three-component seismic sensors. Using the original MUSIC algorithm, azimuth and slowness (or velocity) of incident waves are estimated. The quaternion-MUSIC algorithm is then used to characterize the polarization properties of the waves. In this way, Love and Rayleigh waves are distinguished ... View full abstract»

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  • Angular resolution limit for vector-sensor arrays: Detection and information theory approaches

    Publication Year: 2011 , Page(s): 9 - 12
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (389 KB) |  | HTML iconHTML  

    The Angular Resolution Limit (ARL) on resolving two closely spaced polarized sources using vector-sensor arrays is considered in this paper. The proposed method is based on the information theory. In particular, the Stein's lemma provides, asymptotically, a link between the probability of false alarm and the relative entropy between two hypothesis of a given statistical binary test. We show that t... View full abstract»

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  • Weiss-Weinstein bound and SNR threshold analysis for DOA estimation with a cold array

    Publication Year: 2011 , Page(s): 13 - 16
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (420 KB) |  | HTML iconHTML  

    In the context of polarized sources localization using a cocentered orthogonal loop and dipole array, direction-of-arrival estimation performance in terms of mean square error are investigated. In order to evaluate these performance for both asymptotic and non-asymptotic scenarios (low number of snapshot and/or low signal to noise ratio) we derive closed-form expressions of the Weiss-Weinstein bou... View full abstract»

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  • Sparse modeling for polarimetric radar

    Publication Year: 2011 , Page(s): 17 - 20
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (981 KB) |  | HTML iconHTML  

    In this paper, we develop a sparse model to represent the data recorded by a polarimetric, coherent radar. We produce this model defining an over-complete library of possible target responses in the range-polarization space. Then, we employ compressive sensing methods to infer the position and the scattering matrix of the target. Using real radar data, we show that this new approach offers better ... View full abstract»

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  • Micro-crystal orientations estimation in polarized Raman microscopy using an acquisition scheme with multiple diversities

    Publication Year: 2011 , Page(s): 21 - 24
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (372 KB) |  | HTML iconHTML  

    In this paper we present a feasibility study for a novel Raman microscopy set-up. Using polarized light for Raman analysis of the studied sample, along with spatial, rotational and spectral diversities, we aim at separating the contributions of the different micro-crystals present on the sample and estimate their spatial orientations. The approach is based on a three-way Candecomp/Parafac (CP) dec... View full abstract»

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  • Sentiment revealed in social media and its effect on the stock market

    Publication Year: 2011 , Page(s): 25 - 28
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (214 KB) |  | HTML iconHTML  

    This paper investigates the extent to which sentiment revealed by traditional media and social media affects the stock market. We extract sentiment by conducting a textual analysis of articles published in the Wall Street Journal and Seeking Alpha, a popular social-media platform. We find that social-media sentiment associates strongly with contemporaneous and subsequent stock returns, even after ... View full abstract»

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  • Smooth isotonic covariances

    Publication Year: 2011 , Page(s): 29 - 32
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (853 KB) |  | HTML iconHTML  

    We consider the problem of estimating the covariance matrix of a high-dimensional random vector in the scarce data setting, where the number of samples is less than or comparable to the dimension. The sample covariance matrix is a poor choice in this setting, and a variety of structural assumptions have been considered in the literature: covariance selection models with sparse precision matrices, ... View full abstract»

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  • A Kalman filter based DSP method for prediction of seasonal financial time series with application to energy spot price prediction

    Publication Year: 2011 , Page(s): 33 - 36
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (6999 KB) |  | HTML iconHTML  

    In this work, energy spot price prediction is used to motivate a holistic signal processing approach to modeling and predicting nonstationary time series having a structure that is a mixture of quasi-periodic, cyclo-stationary, and locally regular stochastic components. The approach is iterative in the sense that the Kalman filter model used for estimation and prediction is repeatedly adjusted, ba... View full abstract»

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  • Portfolio selection via constrained stochastic gradients

    Publication Year: 2011 , Page(s): 37 - 40
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (384 KB) |  | HTML iconHTML  

    In this paper, we consider the online portfolio selection problem. We develop several algorithms for portfolio selection based on sequential regularized optimizations and constrained stochastic gradient based approximations to this. We relate these methods to related results in stochastic gradients and universal portfolios, and compare results of simulations using historical data. We also demonstr... View full abstract»

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  • Estimation of predictive loss distributions by particle filtering

    Publication Year: 2011 , Page(s): 41 - 44
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (713 KB) |  | HTML iconHTML  

    We model an observed time series of stock market returns by a stochastic volatility model with unknown parameters. We are interested in exploiting the model for sequential estimation of the predictive distributions of returns, or more precisely, the predictive distributions of losses. The obtained distributions allow for computation of various risk-metrics including quantiles and conditional momen... View full abstract»

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  • On basic price model and volatility in multiple frequencies

    Publication Year: 2011 , Page(s): 45 - 48
    Cited by:  Papers (3)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (408 KB) |  | HTML iconHTML  

    This paper revisits volatility and emphasizes interrelationships of risk metrics at various time horizons expressed in multiple frequencies. The basic price model defined by Black-Scholes equation and its extensions for varying variance scenarios are presented, i.e. Heston and GARCH models. Moreover, we highlight the significance of abrupt changes in the price of an asset on price modeling and vol... View full abstract»

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  • Nonparametric Bayesian factor analysis of multiple time series

    Publication Year: 2011 , Page(s): 49 - 52
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (296 KB) |  | HTML iconHTML  

    We propose a nonparametric Bayesian factor analysis framework for characterization of multiple time-series. The proposed model automatically infers the number of factors and the noise/residual variance, and it is also able to cluster time series which behave similarly over prescribed time windows. We use a Pitman-Yor process to impose such clustering. We also provide a general MCMC inference schem... View full abstract»

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  • Construction of an interest rate model from statistical data

    Publication Year: 2011 , Page(s): 53 - 56
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (805 KB) |  | HTML iconHTML  

    This presentation describes a method of processing signals from financial markets. We analyze yields to maturity of Treasury securities. The obtained statistical model can be used as a framework for generating signals for trading and risk management of interest rate derivative products in different market environments from high frequency to low frequency. We discuss the advantages and the trade-of... View full abstract»

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  • Stochastic analysis of the LMS algorithm for non-stationary white Gaussian inputs

    Publication Year: 2011 , Page(s): 57 - 60
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (513 KB) |  | HTML iconHTML  

    This paper studies the stochastic behavior of the LMS algorithm for a system identification framework when the input signal is a non-stationary white Gaussian process. The unknown system is modeled by the standard random walk model. An approximate theory is developed which is based upon the instantaneous average power in the adaptive filter taps. The stability of the algorithm is investigated usin... View full abstract»

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  • Improved triple difference GPS carrier phase for RTK-GPS positioning

    Publication Year: 2011 , Page(s): 61 - 64
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (715 KB) |  | HTML iconHTML  

    This paper will develop a new Global Positioning System (GPS) mono-frequency triple difference positioning technique. Initially presented in, this filter propose to use the carrier phase time-difference measurements as measurements. We use only the carrier phase measurements to free from multi-path effects on pseudo-ranges (typically in urban environment). This technique is an alternative to the f... View full abstract»

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  • A variable step-size phase acquisition and tracking algorithm for blind phase recovery in QAM systems

    Publication Year: 2011 , Page(s): 65 - 68
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (447 KB) |  | HTML iconHTML  

    This work proposes a variable step-size phase acquisition and tracking (VS-PAT) algorithm for blind carrier phase recovery to provide fast convergence in the early stages of adaptation while ensuring small final stochastic gradient noise in communication systems that employ square quadrature amplitude modulation (QAM) modulation schemes. View full abstract»

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  • Robust distributed target tracking in Wireless Sensor Networks based on multi-objective optimization

    Publication Year: 2011 , Page(s): 69 - 72
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (302 KB) |  | HTML iconHTML  

    This paper addresses the problem of distributed target tracking in Wireless Sensor Networks (WSN) based on multi-objective algorithm for jointly selecting the appropriate group of sensors and optimizing the quantization. Firstly, we jointly select the best group of candidate sensors and optimize the quantization in order to provide the required data of the target and to balance the energy dissipat... View full abstract»

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  • Adaptive modulation and power in wireless communication systems with delay constraints

    Publication Year: 2011 , Page(s): 73 - 76
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (430 KB) |  | HTML iconHTML  

    This paper considers the problem of adaptive modulation and power in wireless systems with a strict delay constraint. Assuming perfect causal channel state information at the transmitter and the receiver, the modulation and power are dynamically adapted to minimize the outage probability for a fixed data rate. A slow frequency-flat channel is assumed and a discrete-time stationary Markov chain is ... View full abstract»

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  • Kalman filtering approximations in triplet Markov Gaussian switching models

    Publication Year: 2011 , Page(s): 77 - 80
    Cited by:  Papers (4)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (558 KB) |  | HTML iconHTML  

    We consider a general triplet Markov Gaussian linear system (X, R, Y), where X is hidden continuous, R is hidden discrete, and Y is observed continuous. Exact Kalman filter (KF) is not workable and two approximations are considered in the paper. The classical one consists of particle filtering, which is a new extension of the classical method we propose. Another new method we propose consists of r... View full abstract»

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  • A novel reduced-complexity widely linear QLMS algorithm

    Publication Year: 2011 , Page(s): 81 - 84
    Cited by:  Papers (4)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (329 KB) |  | HTML iconHTML  

    The widely linear quaternion least mean square (WL-QLMS) algorithm is used to capture complete second order statistics in quaternion valued mean-square estimation (MSE). However, quaternion operations during the signal processing have high computational cost, since each operation involves the calculation of one real part and three different imaginary elements. We propose a reduced-complexity WL-QL... View full abstract»

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  • A propagation model basedonstationary random delays

    Publication Year: 2011 , Page(s): 85 - 88
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (884 KB) |  | HTML iconHTML  

    Most propagation media are characterized by parameters which are time and space varying and cannot be measured. This paper proposes a unified model which is able to fit a wide range of wave spectra encountered in acoustics, ultrasonics, and electromagnetics. This model considers that media crossed by waves are characterized by stationary random propagation delays using a bidimensional probability ... View full abstract»

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