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I-one state estimation of jump Markov linear systems

Carlemalm, C.; Logothetis, A.; Krishnamurthy, V.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; Tampa; FL, 1998; Dec, 1998, 263-268 -- IEEE; 1998 Part: Part 37; (pages 263-268) -- 1998

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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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Maximum Likelihood Estimation of Time-Series with Markov Regime

Dey, S.; Krishnamurthy, V.; Salmon-Legagneur, T.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; Lake Buena Vista; FL, 1994; Dec, 1994, 2856-2857 -- IEEE; 1994 Part: Part 33; (pages 2856-2857) -- 1994

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State estimation of jump Markov linear systems via stochastic sampling algorithms

Doucet, A.; Logothetis, A.; Krishnamurthy, V.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; Tampa; FL, 1998; Dec, 1998, 2305-2310 -- IEEE; 1998 Part: 2; (pages 2305-2310) -- 1998

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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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Finite dimensional filters for ML estimation of discrete-time Gauss-Markov models

Elliott, R. J.; Krishnamurthy, V.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; Diego; CA, 1997; Dec, 1997, 1637-1642 -- IEEE; 1997 Part: 2; (pages 1637-1642) -- 1997

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Recursive nonlinear estimation of random parameter AR models with Poisson observations

Evans, J. S.; Krishnamurthy, V.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; San Diego; CA, 1997; Dec, 1997, 5042-5047 -- IEEE; 1997 Part: 5; (pages 5042-5047) -- 1997

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Risk-Sensitive Quickest Time Detection

Huang, M.; Krishnamurthy, V.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; CDC 43; Nassau, Bahamas, 2004; Dec, 2004, 1748-1753 -- IEEE; 2004 Part: Part 2; (pages 1748-1753) -- 2004

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Finite dimensional hybrid smoothers

Johnston, L. A.; Krishnamurthy, V.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; Tampa; FL, 1998; Dec, 1998, 3942-3947 -- IEEE; 1998 Part: Part 37; (pages 3942-3947) -- 1998

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Estimation Algorithm for Quantized ARMA Time-Series in Multiplicative Noise

Krishnamurthy, V.

Proceedings of the... IEEE Conference on Decision and Control.; Decision and control; Lake Buena Vista; FL, 1994; Dec, 1994, 2294-2299 -- IEEE; 1994 Part: Part 33; (pages 2294-2299) -- 1994

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