3 accepted papers
This paper introduces a new distributed Adapt-then-Combine (ATC) diffusion algorithm for cooperative tracking of an un-known state vector that evolves on the unit hypersphere. The adapt step is implemented for a general nonlinear observation model and a dynamic state model defined on the hypersphere…
In this paper, we extend previous particle filtering methods whose states were constrained to the (real) Stiefel manifold to the complex case. The method is then applied to a Bayesian formulation of the subspace tracking problem. To implement the proposed particle filter, we modify a previous MCMC a…
Many problems in statistical signal processing involve tracking the state of a dynamic system that evolves on a Stiefel manifold. To this aim, we introduce in this paper a novel particle filter algorithm that approximates the optimal importance function on the Stiefel manifold and is capable of hand…