Faculty Bibliography

This paper explores the use of particle filters, rooted in Bayesian estimation, as a device for tracking statistical variations in the channel matrix of a narrowband multiple-input, multiple-output (MIMO) wireless channel. The motivation is to permit the receiver acquire channel state information through a semiblind strategy and thereby improve the receiver performance of the wireless communication system. To that end, the paper compares the particle filter as well as an improved version of the particle filter using gradient information, to the conventional Kalman filter and mixture Kalman filter with two metrics in mind: receiver performance curves and computational complexity. The comparisons, also including differential phase modulation, are carried out using real-life recorded MIMO wireless data.

In this self-contained survey/review paper, we system- atically investigate the roots of Bayesian filtering as well as its rich leaves in the literature. Stochastic filtering theory is briefly reviewed with emphasis on nonlinear and non-Gaussian filtering. Following the Bayesian statistics, different Bayesian filtering techniques are de- veloped given different scenarios. Under linear quadratic Gaussian circumstance, the celebrated Kalman filter can be derived within the Bayesian framework. Optimal/suboptimal nonlinear filtering tech- niques are extensively investigated. In particular, we focus our at- tention on the Bayesian filtering approach based on sequential Monte Carlo sampling, the so-called particle filters. Many variants of the particle filter as well as their features (strengths and weaknesses) are discussed. Related theoretical and practical issues are addressed in detail. In addition, some other (new) directions on Bayesian filtering are also explored

This review provides a comprehensive understanding of regularization theory from different perspectives, emphasizing smoothness and simplicity principles. Using the tools of operator theory and Fourier analysis, it is shown that the solution of the classical Tikhonov regularization problem can be derived from the regularized functional defined by a linear differential (integral) operator in the spatial (Fourier) domain. State-of-the-art research relevant to the regularization theory is reviewed, covering Occam's razor, minimum length description, Bayesian theory, pruning algorithms, informational (entropy) theory, statistical learning theory, and equivalent regularization. The universal principle of regularization in terms of Kolmogorov complexity is discussed. Finally, some prospective studies on regularization theory and beyond are suggested.