Browsing by Subject "Kalman filters"
Now showing items 1-6 of 6
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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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Performance analysis for a changepoint problem
(1999)Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum mean-square-error-type are used in likelihood-ratio tests to detect the time of change. ...
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Conference Object
Position and velocity tracking in cellular networks using particle and Kalman filtering with comparison
(2006)This paper presents two methods for tracking a User based on Aulin's Wave scattering channel model. The first method is based on the extended Kalman Alter approach, while the second method is based on the particle Alter ...
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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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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, ...