This paper describes a deterministic approach to adaptive state and parameter estimation using a multiple model structure. In the set-up adopted, the plant of interest is described...
— Many decision systems rely on a precisely known Markov Chain model to guarantee optimal performance, and this paper considers the online estimation of unknown, nonstationary Ma...
—We present a simple and efficient feature modeling approach for tracking the pitch of two simultaneously active speakers. We model the spectrogram features of single speakers u...
Mutual information may be used to select the embedding lag of a time series. However, this lag selection is usually limited to the analysis of the mutual information between a pair...
We propose a convex optimization method for maximum likelihood estimation of autoregressive models, subject to conditional independence constraints. This problem is an extension t...
Jitkomut Songsiri, Joachim Dahl, Lieven Vandenberg...