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Intrigued by some recent results on impulse response estimation by kernel and nonparamet-ric techniques, we revisit the old problem of transfer function estimation from input-output measurements. We formulate a classical regularization approach, focused on finite impulse response (FIR) models, and find that regularization is necessary to cope with the high… (More)

—In this paper, a new particle filter (PF) which we refer to as the decentralized PF (DPF) is proposed. By first decomposing the state into two parts, the DPF splits the filtering problem into two nested sub-problems and then handles the two nested sub-problems using PFs. The DPF has the advantage over the regular PF that the DPF can increase the level of… (More)

Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear program, namely, 1-minimization, guarantees recovery of sparse parameter signals even when the system is underdetermined.… (More)

This paper proposes a general convex framework for the identification of switched linear systems. The proposed framework uses over-parameterization to avoid solving the otherwise combinatorially forbidding identification problem and takes the form of a least-squares problem with a sum-of-norms regularization, a generalization of the 1-regularization. The… (More)

We present a novel approach to interactive and concurrent volume visualization of functional Magnetic Resonance Imaging (fMRI). While the patient is in the scanner, data is extracted in real-time using state-of-the-art signal processing techniques. The fMRI signal is treated as light emission when rendering a patient-specific high resolution reference MRI… (More)

— We present a general probabilistic perspective on Gaussian filtering and smoothing. This allows us to show that common approaches to Gaussian filtering/smoothing can be distinguished solely by their methods of computing/approximating the means and covariances of joint probabilities. This implies that novel filters and smoothers can be derived… (More)

—We present the first step towards a brain computer interface (BCI) for communication using real-time functional magnetic resonance imaging (fMRI). The subject in the MR scanner sees a virtual keyboard and steers a cursor to select different letters that can be combined to create words. The cursor is moved to the left by activating the left hand, to the… (More)

Blind system identification is known to be an ill-posed problem and without further assumptions, no unique solution is at hand. In this contribution, we are concerned with the task of identifying an ARX model from only output measurements. We phrase this as a constrained rank minimization problem and present a relaxed convex formulation to approximate its… (More)