Let 2 be the unknown error variance of a linear model and let ^2 be the estimator of 2 based on the residual sum of squares. In this work, we show the precise asymptotics in the l...
In recent years particle ...lters have been applied to a variety of state estimation problems. A particle ...lter is a sequential Monte Carlo Bayesian estimator of the posterior d...
Background: Identity by descent (IBD) matrix estimation is a central component in mapping of Quantitative Trait Loci (QTL) using variance component models. A large number of algor...
: This paper deals with a new type of estimator for discrete-time linear systems with unknown inputs. A constructive algorithm is given in order to analyze the state observability ...
This paper presents an iterative autoregressive system parameter estimation algorithm in the presence of white observation noise. The algorithm is based on the parameter estimation...