This paper studies optimal input excitation design for parametric frequency response estimation. We will focus on least-squares estimation of Finite Impulse Response (FIR) models a...
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
Jose Blanchet, Sandeep Juneja, Leonardo Rojas-Nand...
The problem of discrete universal filtering, in which the components of a discrete signal emitted by an unknown source and corrupted by a known discrete memoryless channel (DMC) ar...
— In this paper, we study a qualitative property of a class of competitive learning (CL) models, which is called the multiplicatively biased competitive learning (MBCL) model, na...
This paper is concerned with the problem of robust filtering for uncertain linear discrete-time descriptor systems. The matrices of the system state-space model are uncertain, bel...