This paper provides a comparative analysis for robustness of the Kalman filter (KF), H∞ filter
derived using the game theory, and unbiased finite impulse response (UFIR) filter, which …

Learning and making inference from a finite set of samples are among the fundamental
problems in science. In most popular applications, the paradigmatic approach is to seek a …

The introduction of Automatic Dependent Surveillance-Broadcast (ADS-B) as the future
source of aircraft surveillance worldwide provides an opportunity to introduce high-precision …

Cooperative communications via multiple relay nodes is known to provide the benefits of
increase diversity and coverage. Simultaneous transmission via multiple relays, however …

We present a stock selection methodology that maximizes the expected returns of equity
portfolios by efficiently managing their exposures to a given ensemble of risk premia, also …