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» Least Squares Estimation of Nonhomogeneous Poisson Processes
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62
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ICASSP
2009
IEEE
15 years 1 months ago
Missing data recovery via a nonparametric iterative adaptive approach
We introduce a missing data recovery methodology based on a weighted least squares iterative adaptive approach (IAA). The proposed method is referred to as the missing-data IAA (M...
Petre Stoica, Jian Li, Jun Ling, Yubo Cheng
62
Voted
FS
2010
140views more  FS 2010»
14 years 8 months ago
Nonparametric estimation for a stochastic volatility model
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
F. Comte, V. Genon-Catalot, Yves Rozenholc
ECCV
2002
Springer
15 years 10 months ago
Using Robust Estimation Algorithms for Tracking Explicit Curves
The context of this work is lateral vehicle control using a camera as a sensor. A natural tool for controlling a vehicle is recursive filtering. The well-known Kalman fil...
Jean-Philippe Tarel, Sio-Song Ieng, Pierre Charbon...
76
Voted
DAGM
2005
Springer
15 years 3 months ago
A Fast Algorithm for Statistically Optimized Orientation Estimation
Filtering a signal with a finite impulse response (FIR) filter introduces dependencies between the errors in the filtered image due to overlapping filter masks. If the filteri...
Matthias Mühlich, Rudolf Mester
89
Voted
ICASSP
2011
IEEE
14 years 1 months ago
An efficient peak frequency estimator for product high-order ambiguity function
In this paper, we consider improvement of parameter estimation accuracy of multicomponent polynomial-phase signals (mc-PPSs) using the product high-order ambiguity function (PHAF)...
Slobodan Djukanovic, Vesna Popovic