Ph.D. student starting either in Spring or Fall 2008

I have an opening for a Ph.D.student in my group starting either Spring or Fall 2008. Please email me if you have a good background in
- undergraduate probability (at the level of first 4 chapters of Bertsekas & Tsitsiklis),
- signal processing (at the level of first 4-5 chapters of Oppenheim &Wilsky's book), and
- linear algebra.
- knowledge of detection and estimation theory and of stochastic processes if you have an M.S. degree
It's good if you've done some image or signal processing research projects or written papers, but that is not critical at all. 

Two possible research topics are (there is considerable freedom to choose other topics also):
1. Change detection and changed parameter estimation in noise-corrupted linear or nonlinear systems. Such systems first need to be tracked using Kalman or particle filters. I foresee that the work will involve a fair mix of theoretical analysis and simulations and possibly some applications to biomedical imaging problems. Initial ideas described in:
N. Vaswani, Additive Change Detection in Nonlinear Systems with Unknown Change Parameters,  IEEE Trans. Signal Processing, March 2007.

2. Large Dimensional Sequential Bayesian filtering (a.k.a. tracking). My preliminary work in this area has focussed on developing particle filtering algorithms for large dimensional state spaces. This itself is in its preliminary stages - a lot more needs to be done to analyze their performance and to make them practically implementable. Also, similar ideas can be developed for large dimensional Kalman filtering and large dimensional importance sampling. The essential idea of the approach is that in most practical situations, "most of the state change" occurs in a small number of dimensions, whereas the change in the rest of the dimensions is "small". Initial ideas described in:
Namrata Vaswani, PF-EIS and PF-MT: New Particle Filtering Algorithms for Multimodal Observation Likelihoods and Large Dimensional State Spaces,  in IEEE Intl. Conf. on Acoustics, Speech and Signal Processing  (ICASSP), 2007
Some possible applications are in deformable contour tracking, in tracking spatially varying temperature/pressure (or other physical quantities) change over time, or in tracking spatially varying illumination change of moving objects. Details in this talk


Back to Namrata Vaswani's webpage