Browsing by Subject "Kalman filter"
Now showing items 1-6 of 6
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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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Book Chapter
Forecasting with Mixed-Frequency Data
(Oxford University Press, 2012)This article, which presents a regression framework that relates the quarterly macro variable (such as GDP growth) to higher-frequency variables in a relatively simple, parsimonious way, is organized as follows. Section 2 ...
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Article
Modeling wireless fading channels via stochastic differential equations: Identification and estimation based on noisy measurements
(2008)This paper is concerned with modeling and identification of wireless channels using noisy measurements. The models employed are governed by Stochastic Differential Equations (SDEs) in state space form, while the identification ...
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Article
Real-time estimation of travel times along the arcs and arrival times at the nodes of dynamic stochastic networks
(2008)Route planning in uncertain and dynamic networks has recently emerged as an active and intense area of research, both due to industry needs and technological advances. This paper investigates methods to predict travel times ...
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Article
Stochastic differential equations for modeling, estimation and identification of mobile-to-mobile communication channels
(2009)Mobile-to-mobile networks are characterized by node mobility that makes the propagation environment time varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuously, ...
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Conference Object
Stochastic wireless channel modeling, estimation and identification from measurements
(2008)This paper is concerned with stochastic modeling of wireless fading channels, parameter estimation, and system identification from measurement data. Wireless channels are represented by stochastic state-space form, whose ...