The problem of adaptive signal smoothing is consid-ered and solved using the weighted basis function approach. Inthe special case of polynomial basis and uniform weighting theproposed method reduces down to the celebrated Savitzky-Golaysmoother. Data adaptiveness is achieved via parallel estimation.It is shown that for the polynomial and harmonic bases andcosinusoidal weighting sequences, the competing signal estimatescan be computed...

This letter proposes to automate generation of reduced-order models used for accelerated -parameter computation by applying a posteriori model error estimators. So far,a posteriori error estimators were used in Reduced Basis Method (RBM) and Proper Orthogonal Decomposition (POD) to select frequency points at which basis vectors are generated. This letter shows how a posteriori error estimators can be applied to automatically select...

The problem of identification of multivariate autoregressive processes (systems or signals) with unknown and possibly time-varying model order and time-varying rate of parameter variation is considered and solved using parallel estimation approach. Under this approach, several local estimation algorithms, with different order and bandwidth settings, are run simultaneously and compared based on their predictive performance. First,...

We present an overview of noise sources deteriorating the quality of the recorded biological Raman spectra and the ability to determine the specimen composition. The acquired Raman spectra exhibit intense additive noise components or drifts because of low intensity of the scattered light. Therefore we have to apply expensive or bulky measurement setups to limit their inherent noise or to apply additional signal processing to reduce...

The problem of both causal and noncausal identification of linear stochastic systems with quasiharmonically varying parameters is considered. The quasi-harmonic description allows one to model nonsinusoidal quasi-periodic parameter changes. The proposed identification algorithms are called generalized adaptive comb filters/smoothers because in the special signal case they reduce down to adaptive comb algorithms used to enhance...