This paper presents a distributed Kalman filter to estimate the state of a sparsely connected,
large-scale, n-dimensional, dynamical system monitored by a network of N sensors. Local …

We introduce a Kullback-Leibler (1968)-type distance between spectral density functions of
stationary stochastic processes and solve the problem of optimal approximation of a given …

This work designs sequence detectors for channels with intersymbol interference (ISI) and
correlated (and/or signal-dependent) noise. We describe three major contributions.(i) First …

Currently there is a growing interest in semiseparable matrices and generalized
semiseparable matrices. To gain an appreciation of the historical evolution of this concept …

This paper considers the definition of the graph Fourier transform (GFT) and of the spectral
decomposition of graph signals. Current literature does not address the lack of unicity of the …

This paper studies the mitigation of phase noise (PHN) in orthogonal frequency-division
multiplexing (OFDM) data detection. We present a systematic probabilistic framework that …

Block-banded matrices generalize banded matrices. We study the properties of positive
definite full matrices P whose inverses A are L-block-banded. We show that, for such …

The multivariate Ornstein-Uhlenbeck process is used in many branches of science and
engineering to describe the regression of a system to its stationary mean. Here we present …

We consider large scale covariance estimation using a small number of samples in
applications where there is a natural ordering between the random variables. The two …

In this paper the definition of semiseparable matrices is investigated. Properties of the
frequently used definition and the corresponding representation by generators are deduced …