In this paper we study a dynamic sensor selection method for Bayesian filtering problems. In particular we consider the distributed Bayesian Filtering strategy given in [1] and sh...
Given a classification problem, our goal is to find a low-dimensional linear transformation of the feature vectors which retains information needed to predict the class labels. We...
A large body of evidence has emerged in recent studies confirming that macroeconomic factors play an important role in determining investor risk premia and the ultimate path of eq...
— We present a near-optimal deterministic filter for systems that evolve on the unit circle. Unlike suboptimal filtering algorithms that rely on approximations of the system, t...
Paul William Coote, Jochen Trumpf, Robert E. Mahon...
This paper is concerned with the problem of robust filtering for uncertain linear discrete-time descriptor systems. The matrices of the system state-space model are uncertain, bel...