-
3
-
-
0002629270
-
Maximum likelihood estimation from incomplete data via the EM algorithm
-
Dempster, A. P., Laird, N. M. and Rubin, D. B. (1977) Maximum likelihood estimation from incomplete data via the EM algorithm. J. R. Statist Soc. B 39, 1-38.
-
(1977)
J. R. Statist Soc. B
, vol.39
, pp. 1-38
-
-
Dempster, A.P.1
Laird, N.M.2
Rubin, D.B.3
-
4
-
-
0030085083
-
An image-based filter for discrete-time Markovian jump linear systems
-
Dufour, F. and Bertrand, P. (1996) An image-based filter for discrete-time Markovian jump linear systems. Automatica 32, 241-247.
-
(1996)
Automatica
, vol.32
, pp. 241-247
-
-
Dufour, F.1
Bertrand, P.2
-
6
-
-
0027186916
-
New finite dimensional filters and smoothers for noisily observed Markov chains
-
Elliott, R. J. (1993) New finite dimensional filters and smoothers for noisily observed Markov chains. IEEE Trans. Inf. Theory IT-39, 265-271.
-
(1993)
IEEE Trans. Inf. Theory
, vol.IT-39
, pp. 265-271
-
-
Elliott, R.J.1
-
7
-
-
0031268222
-
Exact finite dimensional filters for maximum likelihood parameter estimation of continuous-time linear-Gaussian systems
-
Elliott, R. J. and Krishnamurthy, V. (1997) Exact finite dimensional filters for maximum likelihood parameter estimation of continuous-time linear-Gaussian systems. SIAM J. Control Optim. 35(6).
-
(1997)
SIAM J. Control Optim.
, vol.35
, Issue.6
-
-
Elliott, R.J.1
Krishnamurthy, V.2
-
8
-
-
0030105263
-
Time discretization of continuous-time filters and smoothers for HMM parameter estimation
-
James, M. R., Krishnamurthy, V. and Le Gland, F. (1996). Time discretization of continuous-time filters and smoothers for HMM parameter estimation. IEEE Trans. Inf. Theory, IT-32, 593-605.
-
(1996)
IEEE Trans. Inf. Theory
, vol.IT-32
, pp. 593-605
-
-
James, M.R.1
Krishnamurthy, V.2
Le Gland, F.3
-
9
-
-
0027725393
-
A parallel filtered based EM algorithm for hidden Markov model and sinusoidal drift parameter estimation with systolic architecture implementation
-
San Antonio, TX
-
Krishnamurthy, V. and Elliott, R. J. (1993) A parallel filtered based EM algorithm for hidden Markov model and sinusoidal drift parameter estimation with systolic architecture implementation. In Proc. 32nd IEEE Conf. on Decision and Control, San Antonio, TX, pp. 726-731.
-
(1993)
Proc. 32nd IEEE Conf. on Decision and Control
, pp. 726-731
-
-
Krishnamurthy, V.1
Elliott, R.J.2
-
10
-
-
0031235470
-
Exact finite dimensional filters for doubly stochastic auto-regression processes
-
Krishnamurthy, V. and Elliott, R. J. (1997). Exact finite dimensional filters for doubly stochastic auto-regression processes. IEEE Trans. Autom. Control AC-38(6).
-
(1997)
IEEE Trans. Autom. Control
, vol.AC-38
, Issue.6
-
-
Krishnamurthy, V.1
Elliott, R.J.2
-
11
-
-
0043184545
-
Covert tracking of Markov jump linear systems
-
submitted
-
Krishnamurthy, V. and Evans, J. S. (1996) Covert tracking of Markov jump linear systems. Automatica, submitted.
-
(1996)
Automatica
-
-
Krishnamurthy, V.1
Evans, J.S.2
-
12
-
-
0027797470
-
On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure
-
Krishnamurthy, V. and Moore, J. B. (1993) On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure. IEEE Trans. Sig. Process. SP-41, 2557-2573.
-
(1993)
IEEE Trans. Sig. Process
, vol.SP-41
, pp. 2557-2573
-
-
Krishnamurthy, V.1
Moore, J.B.2
-
13
-
-
0001455583
-
Parameter estimation for Markov modulated Poisson processes
-
Ryden, T. (1994). Parameter estimation for Markov modulated Poisson processes. Stochastic Models 10, 795-829.
-
(1994)
Stochastic Models
, vol.10
, pp. 795-829
-
-
Ryden, T.1
-
14
-
-
0029730756
-
An EM algorithm for estimation in Markov modulated Poisson processes
-
Ryden, T. (1996) An EM algorithm for estimation in Markov modulated Poisson processes. Comput. Statist. Data Anal. 21, 431-447.
-
(1996)
Comput. Statist. Data Anal.
, vol.21
, pp. 431-447
-
-
Ryden, T.1
-
17
-
-
0020197326
-
Adaptive estimation and identification for discrete systems with Markov jump parameters
-
Tugnait, J. K. (1982) Adaptive estimation and identification for discrete systems with Markov jump parameters. IEEE Trans. Autom. Control AC-27, 1054-1065.
-
(1982)
IEEE Trans. Autom. Control
, vol.AC-27
, pp. 1054-1065
-
-
Tugnait, J.K.1
-
19
-
-
84941534208
-
Discrete-time point process filter for mode estimation
-
Yang, C., Bar-Shalom, Y. and Lin, C. (1992) Discrete-time point process filter for mode estimation. IEEE Trans. Autom. Control AC-37, 1812-1816.
-
(1992)
IEEE Trans. Autom. Control
, vol.AC-37
, pp. 1812-1816
-
-
Yang, C.1
Bar-Shalom, Y.2
Lin, C.3
|