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A Parallel Filtered-Based EM Algorithm for HMM and Sinusoidal Drift Parameter Estimation with Systolic Array Implementation

Krishnamurthy, V.; Elliott, R. J.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; San Antonio; TX, 1993; Dec, 1993, 726-731 -- IEEE; 1993 Part: Part 32; (pages 726-731) -- 1993

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Certain results concerning filtering and control of diffusions in small white noise

Charalambous, C. D.; Elliott, R. J.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; San Diego; CA, 1997; Dec, 1997, 2773-2778 -- IEEE; 1997 Part: 3; (pages 2773-2778) -- 1997

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Exact finite dimensional filters for certain exponential functionals of Gaussian state space processes

Krishnamurthy, V.; Elliott, R. J.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; Diego; CA, 1997; Dec, 1997, 1651-1656 -- IEEE; 1997 Part: 2; (pages 1651-1656) -- 1997

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Some results on risk-sensitive control with partial information

Baras, J. S.; Bensoussan, A.; Elliott, R. J.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; New Orleans; LA, 1995; Dec, 1995, 2853-2857 -- IEEE; 1995 Part: Part 34; (pages 2853-2857) -- 1995

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5
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Filters for estimating Markov modulated Poisson processes and image-enhanced tracking

Krishnamurthy, V.; Elliott, R. J.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; New Orleans; LA, 1995; Dec, 1995, 63-68 -- IEEE; 1995 Part: Part 34; (pages 63-68) -- 1995

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6
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Finite dimensional filters for maximum likelihood estimation of continuous-time linear Gaussian systems

Elliott, R. J.; Krishnamurthy, V.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; San Diego; CA, 1997; Dec, 1997, 4469-4474 -- IEEE; 1997 Part: 5; (pages 4469-4474) -- 1997

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Conditional moment generating functions for integrals and stochastic integrals

Charalambous, C. D.; Elliott, R. J.; Krishnamurthy, V.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; San Diego; CA, 1997; Dec, 1997, 3944-3949 -- IEEE; 1997 Part: Part 36; (pages 3944-3949) -- 1997

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Optimal Filtering and Control of Linear Systems with Markov Perturbations

Dufour, F.; Bertrand, P.; Elliott, R. J.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control: Proceedings of the 35th IEEE conference; Kobe; Japan, 1996; Dec, 1996, 4065-4070 -- IEEE; 1996 Part: Part 35; (pages 4065-4070) -- 1996

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A general smoothing equation for Poisson observations

Malcolm, W. P.; Elliott, R. J.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; Phoenix, AZ, 1999; Dec, 1999, 4106-4110 -- IEEE Control Systems Society; 1999 Part: 4; (pages 4106-4110) -- 1999

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Hidden Markov filtering for a mean reverting interest rate model (I)

Elliott, R. J.; Fischer, P.; Platen, E.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; Phoenix, AZ, 1999; Dec, 1999, 2782-2787 -- IEEE Control Systems Society; 1999 Part: 3; (pages 2782-2787) -- 1999

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by this Author/Contributor:

  1. Elliott, R. J.
  2. Krishnamurthy, V.
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  5. James, M. R.

on this subject:

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