W. Paul Malcolm

IEEE Trans. Autom. Control., 2008

Observation noise-gain detection for Markov chains observed through scaled Brownian motion.

[BibT_eX]

[DOI]

Alain Bensoussan

Proceedings of the 47th IEEE Conference on Decision and Control, 2008

State estimation algorithms for Markov chains observed in arbitrary noise.

[BibT_eX]

[DOI]

Proceedings of the 47th IEEE Conference on Decision and Control, 2008

An exact recursive filter for Quadrature Amplitude Modulation dynamics.

[BibT_eX]

[DOI]

Proceedings of the 42nd Asilomar Conference on Signals, Systems and Computers, 2008

2006

On The Performance of Gaussian Mixture Estimation Techniques for Dicrete-Time Jump Markov Linear Systems.

[BibT_eX]

[DOI]

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2005

Risk-sensitive filtering and smoothing for continuous-time Markov Processes.

[BibT_eX]

[DOI]

Matthew R. James

IEEE Trans. Inf. Theory, 2005

General Smoothing Formulas for Markov-Modulated Poisson Observations.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2005

State and Mode Estimation for Discrete-Time Jump Markov Systems.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2005

An Algorithmic Estimation Scheme for Hybrid Stochastic Systems.

[BibT_eX]

[DOI]

M. Sanjeev Arulampalam

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

Exact Smoothers for Discrete-Time Hybrid Stochastic Systems.

[BibT_eX]

[DOI]

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

New Gaussian mixture state estimation schemes for discrete time hybrid Gauss-Markov systems.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2005

2004

Robust M-ary detection filters and smoothers for continuous-time jump Markov systems.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2004

Observation-parameterised risk-sensitive state estimation with correlated noise processes.

[BibT_eX]

[DOI]

Patrick Florchinger

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

2003

On the numerical stability of time-discretised state estimation via Clark transformations.

[BibT_eX]

[DOI]

John van der Hoek

Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

2002

HMM volatility estimation.

[BibT_eX]

[DOI]

Allanus H. Tsoi

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

2001

Improved smoother dynamics for discrete time HMM parameter estimation.

[BibT_eX]

[DOI]

Robert James Elliott

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

Robust M-ary detection filters for continuous-time jump Markov systems.

[BibT_eX]

[DOI]

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

Robust smoother dynamics for Poisson processes driven by an Ito?diffusion.

[BibT_eX]

[DOI]

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

2000

Robust EM algorithms for Markov modulated Poisson processes.

[BibT_eX]

[DOI]

Proceedings of the 39th IEEE Conference on Decision and Control, 2000

1999

M-ary detection filters for Cox process models.

[BibT_eX]

[DOI]

Proceedings of the ISSPA '99. Proceedings of the Fifth International Symposium on Signal Processing and its Applications, 1999

1998

Spatial filtering of general linear Gauss-Markov processes.

[BibT_eX]

[DOI]

Langford B. White

Signal Process., 1998

1997

A new method for estimation of the amplitude distribution of signals.

[BibT_eX]

[DOI]

Gary D. Brushe