Functional Nonlinear Wiener-Based Signal Filtering
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United States of America Patent
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Sep 28, 2023
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Mar 21, 2023
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Mar 23, 2022
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Abstract
Various embodiments of the present disclosure provide methods, apparatuses, and computer program products for functional nonlinear Wiener-based signal filtering, with which an estimate of a target signal may be produced. Various embodiments involve generation and/or implementation of a functional Wiener filter for continuous time series data filtering, such as signal prediction or signal denoising. In various embodiments, the functional Wiener filter is configured through a reproducing kernel Hilbert space employing a similarity measure that embeds signal statistical information, such as the correntropy measure. With this, the functional Wiener filter is uniquely applicable to the space of nonlinear mappings.
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