Filtering and smoothing algorithms are key tools to develop decision-making strategies and parameter identification techniques in different areas of research, such as economics …
The problem of state estimation of a linear, dynamical state-space system where the output is subject to quantization is challenging and important in different areas of research, such as …
D Marelli, D Li, M Fu, Q Cai, R Lu - Automatica, 2025 - Elsevier
In the general non-linear, non-Gaussian case, the Bayesian tracking formulas lack an analytic expression. For this reason a number of numerical approximate solutions are …
In this paper we develop two filtering algorithms for state-space systems with binary outputs. We approximate the conditional probability mass function of the output signal given the state …
In this paper we develop a novel approach to model error modelling. There are natural links to others recently developed ideas. However, here we make several key departures, namely …
In this work, we study a general approach to the estimation of single particle tracking models with time-varying parameters. The main idea is to use local Maximum Likelihood (ML) …
Most of the industrial applications are multiple-input multiple-output (MIMO) systems that can be identified using the knowledge of the system's physics or from measured data employing …
R Albornoz, R Carvajal… - 2019 IEEE CHILEAN …, 2019 - ieeexplore.ieee.org
In this paper we develop a novel scheme for state estimation of discrete-time linear time- invariant systems with quantized output data. We take a Bayesian approach, therefore, we …