Browsing by Subject "Filtering"

Now showing items 1-4 of 4

    • Conference Object  

      AdaM: An adaptive monitoring framework for sampling and filtering on IoT devices 

      Trihinas, Demetris; Pallis, George C.; Dikaiakos, Marios D. (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) ...
    • Article  

      New explicit filters and smoothers for diffusions with nonlinear drift and measurements 

      Charalambous, Charalambos D.; Elliott, R. J. (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) = ...
    • Article  

      New finite-dimensional risk-sensitive filters: Small noise limits 

      Charalambous, Charalambos D.; Dey, S.; Elliott, R. J. (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 ...
    • Article  

      Nonanticipative rate distortion function and relations to filtering theory 

      Charalambous, Charalambos D.; Stavrou, P. A.; Ahmed, N. U. (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 ...