630 documents
- Jean-Pierre Delmas, Habti Abeida. Asymptotic distribution of circularity coefficients estimate of complex random variables. Signal Processing, 2009, 89 (12), pp.2670-2675. ⟨10.1016/j.sigpro.2009.05.013⟩. ⟨hal-00444484v2⟩
- Randal Douc, Eric Moulines, Yaacov Ritov. Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach. Electronic Journal of Probability, 2009, 14 (none), ⟨10.1214/EJP.v14-593⟩. ⟨hal-04081648⟩
- Randal Douc, Aurélien Garivier, Éric Moulines, Jimmy Olsson. Approximation particulaire par FFBS de la loi de lissage pour des HMM dans des espaces d'états généraux. 41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France. ⟨inria-00386750⟩
- Randal Douc, Éric Moulines, Jimmy Olsson. Optimality of the auxiliary particle filter. Probability and Mathematical Statistics, 2009, 29 (1), pp.1-28. ⟨hal-00471534⟩
- Phillip Regalia, Richard Le Borne. Numerical stability properties. QRD-RLS adaptive filtering, Springer, pp.1-29, 2009, 978-0-387-09733-6. ⟨10.1007/978-0-387-09734-3_8⟩. ⟨hal-00801872⟩
- Marc Oudin, Jean-Pierre Delmas. Asymptotic generalized eigenvalue distribution of block multilevel Toeplitz matrices. IEEE Transactions on Signal Processing, 2009, 57 (1), pp.382-387. ⟨10.1109/TSP.2008.2006580⟩. ⟨hal-00471576⟩
- Jérôme Lapuyade-Lahorgue. Sur diverses extensions des chaînes de Markov cachées avec application au traitement des signaux radar. Mathématiques [math]. Institut National des Télécommunications, 2008. Français. ⟨NNT : ⟩. ⟨tel-00473711⟩
- Jérôme Lapuyade-Lahorgue, Wojciech Pieczynski. Unsupervised segmentation of non-stationary hidden Markov chains with copulas. IASC '08 : Joint 4th World Conference of the IASC and 6th of the Asian Regional Section of the IASC on Computational Statistics & Data Analysis, Dec 2008, Yokohama, Japan. pp.1-10. ⟨hal-00796663⟩
- Wojciech Pieczynski. Exact calculation of optimal filter in semi-Markov switching model. IASC '08 : Joint 4th World Conference of the IASC and 6th of the Asian Regional Section of the IASC on Computational Statistics & Data Analysis, Dec 2008, Yokohama, Japan. pp.1-8. ⟨hal-00796636⟩
- François Desbouvries, Boujemaa Ait-El-Fquih. Direct, prediction-based and smoothing-based particle filter algorithms. IASC 2008 : 4th World Conference of the International Association for Statistical Computing, Dec 2008, Yokohama, Japan. pp.384 - 393. ⟨hal-01375570⟩
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