: The parity space approach to fault detection and isolation (FDI) has been developed during the last twenty years, and the focus here is to describe its application to stochastic ...
We present learning and inference algorithms for a versatile class of partially observed vector autoregressive (VAR) models for multivariate time-series data. VAR models can captu...
— We target M-ary data sequence estimation over time-variant frequency selective fading channels subject to cochannel interference (CCI). A novel joint reduced state sequence est...
In previous work [14], we modify the hidden Markov model (HMM) framework to incorporate a global parametric variation in the output probabilities of the states of the HMM. Develop...
This paper aims at deriving a relationship between minimum mean square error (MMSE) based source separation and independent component analysis (ICA) based on the Kullback-Leibler ...