We introduce Pulse, a framework for processing continuous queries over models of continuous-time data, which can compactly and accurately represent many real-world activities and p...
Threshold estimation is one of the useful techniques in the inference for jump-type stochastic processes from discrete observations. In this method, a jump-discriminant filter is ...
Abstract— GP-BayesFilters are a general framework for integrating Gaussian process prediction and observation models into Bayesian filtering techniques, including particle filt...
A direct algorithm to estimate continuous-time ARMA (CARMA) models is proposed in this paper. In this approach, we first pass the observed data through an input-to-state filter an...
The problem of discrete universal filtering, in which the components of a discrete signal emitted by an unknown source and corrupted by a known discrete memoryless channel (DMC) ar...