2013
DOI: 10.1109/msp.2013.2250352
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Gaussian Processes for Nonlinear Signal Processing: An Overview of Recent Advances

Abstract: Abstract-Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as a natural nonlinear extension to optimal Wiener filtering. After establishing their basic formulation, we discuss several important aspects and extensions, including recursive and adaptive algorithms for dealing with non-stationarity, low-complexity solutions, non-G… Show more

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Cited by 125 publications
(86 citation statements)
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“…Thus, they are suitable for problems where data are limited due to high experimental cost, as in the present case. Previous work using GP models for signal processing can be found in [9,10], though the focus and applications are mainly related to communications. GP models can naturally deal with Gaussian noise in the output.…”
Section: Experimental Data Analysismentioning
confidence: 99%
“…Thus, they are suitable for problems where data are limited due to high experimental cost, as in the present case. Previous work using GP models for signal processing can be found in [9,10], though the focus and applications are mainly related to communications. GP models can naturally deal with Gaussian noise in the output.…”
Section: Experimental Data Analysismentioning
confidence: 99%
“…The Gaussian process allows for the representation of distribution over functions and provides a method for modeling the probability distribution under multiple corruptions in complicated or uncertain situations [31,32]. When the dynamic parameter process is difficult to accurately obtained in advance, Gaussian process regression (GPR) can be exploited to supply the approximation distribution of the degradation process through learning from the training data available [33].…”
Section: Gaussian Process Regressionmentioning
confidence: 99%
“…We use a model for nonlinear time-series known as a recursive or dynamic Gaussian process [24,25]. Such models have been used extensively over the past decade in diverse tasks including human motion modeling/tracking [26,27] and nonlinear signal processing [28]. For notational clarity, we assume that the time t counts units of 30 minutes; that is, t − 1 means 30 minutes before t, t − 2 means 60 minutes before t, and so forth.…”
Section: Learning the Reduced Dynamicsmentioning
confidence: 99%