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» Asymptotically Optimal Model Estimation for Quantization
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CDC
2010
IEEE
129views Control Systems» more  CDC 2010»
13 years 2 months ago
On optimal input signal design for frequency response estimation
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...
Bo Wahlberg, Håkan Hjalmarsson, Petre Stoica
WSC
2008
13 years 9 months ago
Efficient tail estimation for sums of correlated lognormals
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...
CORR
2006
Springer
81views Education» more  CORR 2006»
13 years 7 months ago
Universal Filtering via Hidden Markov Modeling
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...
Taesup Moon, Tsachy Weissman
TNN
1998
112views more  TNN 1998»
13 years 7 months ago
A class of competitive learning models which avoids neuron underutilization problem
— 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...
Clifford Sze-Tsan Choy, Wan-Chi Siu
AUTOMATICA
2008
79views more  AUTOMATICA 2008»
13 years 7 months ago
Robust filtering for uncertain linear discrete-time descriptor systems
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...
Carlos E. de Souza, Karina A. Barbosa, Minyue Fu