Recursive estimation
0 Followers
Recent papers in Recursive estimation
In this contribution, we introduce a generalized Kalman filter with precision in recursive form when the stochastic model is misspecified. The filter allows for a relaxed dynamic model in which not all state vector elements are connected... more
Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. Classical solutions such that Kalman filter and Particle filter are introduced in this report. Gaussian processes have been introduced... more
We develop a novel advanced Particle Markov chain Monte Carlo algorithm that is capable of sampling from the posterior distribution of non-linear state space models for both the unobserved latent states and the unknown model parameters.... more
Abstract. The uncertainty in a given hydrologic prediction is the compound effect of the parameter, data, and structural uncertainties associated with the underlying model. In general, therefore, the confidence in a hydrologic prediction... more
This paper is concerned with modeling of time-varying wireless long-term fading channels, parameter estimation, and identification from received signal strength data. Wireless channels are represented by stochastic differential equations,... more
This paper, using the covariance information, proposes recursive least-squares (RLS) filtering and fixed-point smoothing algorithms with uncertain observations in linear discrete-time stochastic systems. The observation equation is given... more
... D. Rajan and S. Chaudhuru, An MRF based approach to generation of super-resolution images from blurredobservation, Journal of Mathematical Imaging ... C. Bruni, A. DeSantis, D. Iacoviello and G. Koch, Modeling for edge detection... more
This chapter discusses estimation, specification testing, and model selection of predictive density models. In particular, predictive density estimation is briefly discussed, and a variety of different specification and model evaluation... more