Browsing by Subject "Kalman filtering"
Now showing items 1-10 of 10
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Article
Bank filters for ML parameter estimation via the Expectation-Maximization algorithm: The continuous-time case
(1998)In this paper we consider continuous-time partially observed systems in which the parameters are unknown. We employ conditional moment generating functions of integrals and stochastic integrals to derive new maximum-likelihood ...
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Article
Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
(1997)This paper is concerned with partially observed stochastic optimal control problems when nonlinearities enter the dynamics of the unobservable state and the observations as gradients of potential functions. Explicit ...
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Article
Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems
(2001)This paper presents explicit finite-dimensional filters for implementing Newton-Raphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuous-time and ...
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Conference Object
Feedback control over packet dropping network links
(2007)This paper studies stabilization schemes for a discrete-time control systems in which the feedback loop includes a network link that may suffer packet drops. We model the packet dropping network link as an erasure channel ...
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Article
Filtering for linear systems driven by fractional Brownian motion
(2003)In this paper we study continuous time filtering for linear multidimensional systems driven by fractional Brownian motion processes. We present the derivation of the optimum linear filter equations which involve a pair of ...
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Conference Object
Filtering for linear systems driven by fractional Brownian motion
(2000)In this paper we study continuous time filtering for linear systems driven by fractional Brownian motion processes. We present the derivation of the optimum linear filter equations which involve a pair of functional-differential ...
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Article
Position and velocity tracking in mobile networks using particle and Kalman filtering with comparison
(2008)This paper presents several methods based on signal strength and wave scattering models for tracking a user. The received-signal level method is first used in combination with maximum likelihood (ML) estimation and ...
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Conference Object
State space estimation of a wireless frequency-selective fading channel in Gaussian noise
(2002)This paper investigates the possibility of using the state space optimal estimation techniques to estimate the inphase, quadrature and square envelope of a wireless multipath fading channel when the transmitted signal is ...
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Conference Object
Time varying wireless channel modeling, estimation, identification, and power control from measurements
(2007)This paper is concerned with a time-varying wireless channel modeling, its parameter estimation, system identification, and optimal power control from measurement data. The channel model is represented in state space form, ...
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Conference Object
Wireless fading channels: Modeling, estimation and identification from measurements
(2005)This paper is concerned with modeling and system identification of wireless channels. The models employed are in state space form, while the identification method uses the Expectation-Maximization (EM) algorithm and Kalman ...