Browsing by Subject "Filtering"
Now showing items 1-4 of 4
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Conference Object
AdaM: An adaptive monitoring framework for sampling and filtering on IoT devices
(Institute of Electrical and Electronics Engineers Inc., 2015)Real-time data processing while the velocity and volume of data generated keep increasing, as well as, energy-efficiency are great challenges of big data streaming which have transitioned to the Internet of Things (IoT) ...
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Article
New explicit filters and smoothers for diffusions with nonlinear drift and measurements
(1998)The optimal least-squares filtering of a diffusion x(t) from its noisy measurements {y(τ); 0 ≤ τ ≤ t} is given by the conditional mean E[x(t)\y(τ); 0 ≤ τ ≤ t]. When x(t) satisfies the stochastic diffusion equation dx(t) = ...
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Article
New finite-dimensional risk-sensitive filters: Small noise limits
(1998)This paper is concerned with continuous-time nonlinear risk-sensitive filters. It is shown that for large classes of nonlinearities entering both the dynamics and measurements, these filters are finite-dimensional ...
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Article
Nonanticipative rate distortion function and relations to filtering theory
(2014)The relation between nonanticipative rate distortion function (RDF) and filtering theory is discussed on abstract spaces. The relation is established by imposing a realizability constraint on the reconstruction conditional ...