266 search results - page 15 / 54 » Performance of Portfolios Optimized with Estimation Error |
TSP
2010
14 years 4 months ago
2010
The adaptive estimation of a time-varying parameter vector in a linear Gaussian model is considered where we a priori know that the parameter vector belongs to a known arbitrary s...
CISS
2011
IEEE
14 years 1 months ago
2011
IEEE
—In this work we address the problem of state estimation in dynamical systems using recent developments in compressive sensing and sparse approximation. We formulate the traditio...
ICC
2008
IEEE
15 years 3 months ago
2008
IEEE
Abstract —Previous work demonstrated that the improvements in spectral efficiency and link reliability can be obtained in wireless relay networks employing terminals with MIMO c...
VTC
2010
IEEE
14 years 7 months ago
2010
IEEE
—We discuss a novel pilot design for multi-user channel estimation in the OFDM uplink with localized block-type pilot placement. Due to this placement, multiple users’ channels...
WSC
2004
14 years 10 months ago
2004
We consider the problem of optimal allocation of computing budget to maximize the probability of correct selection in the ordinal optimization setting. This problem has been studi...