Saikat Saha

According to our database, Saikat Saha authored at least 19 papers between 2002 and 2018.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2018

Runtime Failure Prevention and Reaction.

Yliès Falcone, Leonardo Mariani, Antoine Rollet, Saikat Saha

Proceedings of the Lectures on Runtime Verification - Introductory and Advanced Topics, 2018

2015

Noise Robust Online Inference for Linear Dynamic Systems.

Saikat Saha

CoRR, 2015

2014

Rao-Blackwellized particle filter for Markov modulated nonlinear dynamic systems.

Saikat Saha, Gustaf Hendeby

Proceedings of the IEEE Workshop on Statistical Signal Processing, 2014

Bayesian calibration of the Schwartz-Smith Model adapted to the energy market.

Saikat Saha

Proceedings of the IEEE Workshop on Statistical Signal Processing, 2014

2013

Particle Based Smoothed Marginal MAP Estimation for General State Space Models.

Saikat Saha, Pranab Kumar Mandal, Arunabha Bagchi, Yvo Boers, Johannes N. Driessen

IEEE Trans. Signal Process., 2013

Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters.

Emre Özkan, Václav Smídl, Saikat Saha, Christian Lundquist, Fredrik Gustafsson

Autom., 2013

Adaptive Filtering for Stochastic Volatility by using Exact Sampling.

Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha

Proceedings of the ICINCO 2013 - Proceedings of the 10th International Conference on Informatics in Control, Automation and Robotics, Volume 1, Reykjavík, Iceland, 29, 2013

Bayesian Cramér-Rao Bound for nonlinear filtering with dependent noise processes.

Carsten Fritsche, Saikat Saha, Fredrik Gustafsson

Proceedings of the 16th International Conference on Information Fusion, 2013

2012

Particle Filtering With Dependent Noise Processes.

Saikat Saha, Fredrik Gustafsson

IEEE Trans. Signal Process., 2012

Identification of bates stochastic volatility model by using non-central chi-square random generation method.

Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha

Proceedings of the 2012 IEEE International Conference on Acoustics, 2012

Importance sampling applied to Pincus maximization for particle filter MAP estimation.

Saikat Saha, Fredrik Gustafsson

Proceedings of the 15th International Conference on Information Fusion, 2012

2011

Non-parametric bayesian measurement noise density estimation in non-linear filtering.

Emre Özkan, Saikat Saha, Fredrik Gustafsson, Václav Smídl

Proceedings of the IEEE International Conference on Acoustics, 2011

The benefits of down-sampling in the particle filter.

Fredrik Gustafsson, Saikat Saha, Umut Orguner

Proceedings of the 14th International Conference on Information Fusion, 2011

2010

Marginalized particle filters for Bayesian estimation of Gaussian noise parameters.

Saikat Saha, Emre Özkan, Fredrik Gustafsson, Václav Smídl

Proceedings of the 13th Conference on Information Fusion, 2010

Particle filtering with dependent noise.

Fredrik Gustafsson, Saikat Saha

Proceedings of the 13th Conference on Information Fusion, 2010

2009

Gaussian proposal density using moment matching in SMC methods.

Saikat Saha, Pranab Kumar Mandal, Yvo Boers, Hans Driessen, Arunabha Bagchi

Stat. Comput., 2009

Particle based MAP state estimation: A comparison.

Saikat Saha, Yvo Boers, Hans Driessen, Pranab Kumar Mandal, Arunabha Bagchi

Proceedings of the 12th International Conference on Information Fusion, 2009

2008

A new approach to particle based smoothed marginal MAP.

Saikat Saha, P. K. Mandal, Arunabha Bagchi

Proceedings of the 2008 16th European Signal Processing Conference, 2008

2002

Parallelization and Performance of a 3-D Electromagnetic Plasma PIC Code.

Saikat Saha

Int. J. Comput. Eng. Sci., 2002