STOCHASTIC
FILTERING AND APPLICATIONS 1995 -
|
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149.
|
R.J.
Elliott and L. Aggoun. "M.A.P. estimation for hidden discrete
random fields", Stochastic Analysis and Applications 16(1998)
83-89.
|
|
150.
|
J.B.
Moore, R.J. Elliott and S. Dey. "Risk sensitive generalizations
of minimum variance estimation and control", Third I.F.A.C.
Symposium on Nonlinear Control Systems Design, Lake
Tahoe, CA, June 1995
2 (1995): 466-470.
|
|
151.
|
V.
Krishnamurthy and R.J. Elliott. "Filters for estimating Markov
modulated Poisson processes and image enhanced tracking", I.E.E.E.
Conference on decision and Control, New Orleans, December 1995,
I.E.E.E. Press, Piscataway, NJ (1995): 63-68.
|
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152.
|
R.J.
Elliott and J.B. Moore. "State and parameter estimation for
linear systems", Journal of Mathematical Systems, Estimation
and Control 6 (1996): 125-128.
|
|
153.
|
A.
Bensoussan and R.J. Elliott. "General finite dimensional risk
sensitive problems and small noise limits", I.E.E.E. Transactions
on Automatic Control 41 (1996): 210-215.
|
|
154.
|
M.
Kent, D.D. Sworder, R.J. Elliott and F. Dufour. "Fading in
mobile GMSK", 29th I.E.E.E. Asilomar Conference on Signals,
Systems and Computers, Asilomar,
CA, November 1995 I.E.E.E. Computer
Society Press (1996): 314-318.
|
|
155.
|
F.
Dufour, P. Bertrand and R.J. Elliott. "Filtering for linear
systems with jump parameters and high signal to noise ratio",
13th I.F.A.C. World Congress, San Francisco,
June 1996 H (1996): 445-450.
|
|
156.
|
R.J.
Elliott, J.B. Moore and S. Dey. "Risk sensitive maximum likelihood
sequence estimation", I.E.E.E. Trans. on Circuits and Systems
43 (1996): 805-810. (13th I.F.A.C. World Congress, San
Francisco, June 1996 J: 191-196.
|
|
157.
|
C.
Charalambous and R.J. Elliott. "Finite dimensional observers
and controllers for nonlinear systems", 13th IFAC World Congress,
San Francisco, June
1996 E (1996): 389-394.
|
|
158.
|
C.
Charalambous and R.J. Elliott. "Explicit solutions for nonlinear
partially observable stochastic control problems", Proceedings
of 3rd IEEE Mediterranean Symposium and New Directions in Control
& Automation. Cyprus.
Vol. II. 189-196.
|
|
159.
|
M.
James and R.J. Elliott. "Risk sensitive and risk neutral control
for continuous time hidden Markov models", Applied Mathematics
and Optimization 34 (1996): 37-50.
|
|
160.
|
R.J.
Elliott, J.B. Moore and S. Dey. "Risk sensitive generalizations
of minimum variance estimation and control" Journal of Mathematical
Systems and Control 7 (1997): 123-126.
|
|
161.
|
R.J.
Elliott, F. Dufour and D.D. Sworder. "Exact hybrid filters
in discrete time", I.E.E.E. Transactions on Automatic Control
41 (1996): 1807-1810.
|
|
162.
|
V.
Benes and R.J. Elliott. "Finite dimensional solutions of a
modified Zakai equation", Mathematics of Control, Signals and
Systems 9 (1996), 341-351.
|
|
163.
|
C.
Charalambous and R.J. Elliott. "Finite dimensional nonlinear
output feedback disturbance attenuation control problems",
Proceedings of the 3rd I.E.E.E Mediterranean Symposium on New Directions
in Control and Automation, Limassol, Cyprus 4 (1995): 371-378.
|
|
164.
|
C.
Charalambous and R.J. Elliott. Examples of optimal control for nonlinear
stochastic control problems with partial information' I.E.E.E. Control
and Decision Conference, New Orleans,
December 1995. I.E.E.E. Press Piscataway,
NJ: 2187-2192.
|
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165.
|
C.
Charalambous and R.J. Elliott. "Finite-dimensional nonlinear
output feedback dynamic games and bounds for sector nonlinearities",
I.E.E.E. Trans. Auto. Control, 44 (1999): 1753-1759.
|
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166.
|
R.J.
Elliott and J.B. Moore. "Zakai equations for Hilbert space
valued processes", Stochastic Analysis & Applications,
16(1998), 597-605.
|
|
167.
|
R.J.
Elliott. "A genetic filtering problem", Stochastic Analysis
and Applications, 17 (1999), 541-552.
|
|
168.
|
V.
Krishnamurthy and R.J. Elliott. "Filters for estimating Markov
Modulated Poisson processes and Image enhanced tracking", Automatica
33 (1997), 821-833.
|
|
169.
|
R.J.
Elliott and V. Krishnamurthy. "New finite dimensional filters
for the estimation of discrete time linear Gaussian models"
I.E.E.E Transactions on Automatic Control, 44 (1999): 938-951.
|
|
170.
|
C.
Charalambous and R.J. Elliott. "Certain nonlinear partially
observable stochastic optimal control problems with explicit control
laws equivalent to LEQG/LQG problems", I.E.E.E. Transactions
on Automatic Control 42 (1997), 482-497.
|
|
171.
|
L.
Aggoun and R.J. Elliott. "Measure change techniques in optimal
control", Journal of Applied Mathematics and Optimization 35
(1997), 165-175.
|
|
172.
|
R.J.
Elliott and V. Krishnamurthy. "Exact finite dimensional filters
for maximum likelihood parameter estimation of continuous time linear-Gaussian
systems", S.I.A.M. Jour. Control, 35(1997), 1908-1925.
|
|
173.
|
F.
Dufour, R.J. Elliott and A. Tsoi. "Asymptotic filters for linear
systems with jump parameters in the case of high signal to noise
ratio", 34th I.E.E.E Conference on Decision and Control, New
Orleans, December 1995, I.E.E.E Press, Piscataway, NJ: 3349-3353.
|
|
174.
|
L.
Aggoun and R.J. Elliott. "Recursive estimation in capture recapture
models", Sultan Qaboos University,
Oman, Science
and Technology, 3 (1998): 67-75.
|
|
175.
|
V.
Krishnamurthy and R.J. Elliott. "Exact finite dimensional filters
for doubly stochastic auto- regressive processes", I.E.E.E.
Trans. Auto. Control 42 (1997), 1289-1293.
|
|
176.
|
R.J.
Elliott and J. van der Hoek. "A finite dimensional filter for
hybrid observations", I.E.E.E. Trans. Automatic Control, 43(1998),
736-739.
|
|
177.
|
R.J.
Elliott, S. Dey and J.B. Moore. "Risk sensitive maximum likelihood
sequence estimation", 13th I.F.A.C. World Congress, San
Francisco, June 1996, Vol J. 191-196.
|
|
178.
|
C.
Charalambous and R.J. Elliott. "Classes of nonlinear partially
observable stochastic optimal control problems with explicit control
laws", S.I.A.M. Journal of Control and Optimization, 36(1998),
542-578.
|
|
179.
|
F.
Dufour and R.J. Elliott. "Adaptive control of linear systems
with Markov pertubations" I.E.E.E. Automatic Control, 43(1998),
351-372.
|
|
180.
|
F.
Dufour and R.J. Elliott. "Filtering with discrete state observations",
36th I.E.E.E Conference on Decision and Control, San Diego, CA,
December 1997, I.E.E.E Press, Piscataway N.J., 4451-4454.
|
|
181.
|
J.
Baras, A. Bensoussan, C. Charalambous and R.J. Elliott. "Some
results on risk sensitive control with partial information’.
34th I.E.E.E. Conference on Decision and Control, New
Orleans, December 1995. I.E.E.E. Press, Piscataway,
NJ:
2853-2857.
|
|
182.
|
V.
Krishnamurthy and R.J. Elliott. "Exact finite dimensional filters
for certain exponential functionals of Gaussian state processes",
36th I.E.E.E. Conference on Decision and Control, San Diego CA,
December 1997, I.E.E.E Press, Piscataway NJ 1651-1656.
|
|
183.
|
R.J.
Elliott and V. Krishnamurthy. "Finite dimensional filters for
maximum likelihood estimation of continuous time linear Gaussian
systems", 36th I.E.E.E. Conference on Decision and Control,
San Diego CA, December 1997, I.E.E.E Press, Piscataway NJ, 4469-4474.
|
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184.
|
R.J.
Elliott, J. Ford and J.B. Moore. "On-line consistent estimation
of Hidden Markov Models", submitted for publication.
|
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to top |
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185.
|
R.J.
Elliott and J.B. Moore. "Almost sure parameter estimation and
convergence rates for Hidden Markov Models", Systems and Control
Letters, 32(1997), 203-207.
|
|
186.
|
R.J.
Elliott and J.B. Moore. "A martingale Kronecker lemma and parameter
estimation for linear systems", I.E.E.E Transactions on Automatic
Control, 43(1998), 1263-1265.
|
|
187.
|
R.J.
Elliott. "A continuous time Kronecker lemma and martingale
convergence". Stochastic
Analysis and Applications, 19 (2001): 433-437.
|
|
188.
|
J.
Manton, R.J. Elliott and V. Krishnamurthy. "Discrete time filters
for a doubly stochastic Poisson process and other exponential noise
models", Journal of Adaptive Control and Signal Processing.
, International Journal of Adaptive Control and Signal Processing
13 (1999): 393-416.
|
|
189.
|
M.
Kent, D.D. Sworder and R.J. Elliott. "Fading in mobile GMSK-II."
30th I.E.E.E. Asilomar Conference on Signals, Systems & Computers.
Nov 1996. I.E.E.E. Computer Society Press, 1997, pp 617-621.
|
|
190.
|
C.
Charalambous and R.J. Elliott. "New finite dimensional stochastic
optimal control problems." Proceedings of the 1997 American
Control Conference, June 1997.
|
|
191.
|
C.
Charalambous, S. Dey and R.J. Elliott. "New finite dimensional
risk sensitive filters: small noise limits." I.E.E.E. Transactions
on Automatic Control, 43 (1998): 1424-1429.
|
|
192.
|
C.
Charalambous and R.J. Elliott. "New explicit filters and smoothers
for diffusion with nonlinear drift and measurement". Systems and Control Letters 33 (1998): 89-103.
|
|
193.
|
S.
Dey, R.J. Elliott and J.B. Moore. "Finite dimensional risk
sensitive estimation for continuous time non-linear systems",
European Control Conference 1997 pp2830-2835.
|
|
194.
|
C.
Charalambous, S. Dey and R.J. Elliott. "New finite dimensional
risk sensitive filters". Proceedings 1997 American Control
Conference, June 1997 pp435-439.
|
|
195.
|
C.
Charalambous, R.J. Elliott and V. Krishnamurthy. "Conditional
moment generating functions for integrals and stochastic integrals.
36th IEEE Conference on Decision and Control, San
Diego CA, December
1997, I.E.E.E Press Piscataway NJ,
3944-3949.
|
|
196.
|
C.
Charalambous and R.J. Elliott. "Certain results concerning
filtering and control of diffusions in small white noise".
36th I.E.E.E. Conference on Decision and Control, San
Diego CA, December
1997, I.E.E.E Press Piscataway NJ,
2773-2778
|
|
198.
|
C.
Charalambous and R.J. Elliott. ‘Information states in optimal
control and filtering: a Lie algebraic theoretic approach’.
36th I.E.E.E. Conference on Decision and Control. San
Diego CA, December
1997, I.E.E.E Press Piscataway NJ,
2801-2808.
|
|
199.
|
V.
Krishnamurthy and R.J. Elliott. ‘Exact finite dimensional
filters for exponential functionals of the state’. Stochastic Analysis, Control Optimization
and Applications. A Volume in Honor of W.H. Fleming. Birkhauser,
Boston, 1999. pp. 391-408.
|
|
200.
|
R.J.
Elliott, J. Ford and J.B. Moore. ‘On-line almost-sure parameter
estimation for partially observed discrete-time linear systems’.
International Journal of Adaptive Control & Signal Processing
(2002), 16: 435-453.
|
|
201.
|
R.J.
Elliott, V. Krishnamurthy and H. V. Poor. ‘Exact filters for
certain moments and stochastic integrals of the state of systems
with Benes nonlinearity’. I.E.E.E. Trans. Auto. Control 44 (1999):
1929-1933.
|
|
202.
|
R.J.
Elliott, V. Krishnamurthy and J. Manton. ‘Optimal estimation
of Poisson rate from discrete time observations’.
I.E.E.E. Conference on Communications, Montreal
PQ, June 1997, I.E.E.E Press
Piscataway NJ,
pp 1392-1395.
|
|
203.
|
W.
P. Malcolm, M. R. James and R. J. Elliott. "Risk sensitive
filtering with Counting process observations",37th I.E.E.E.
Conference on Decision and Control. Tampa
FL, December 1998, I.E.E.E. Press
Piscataway NJ,
pp 2300-2304.
|
|
204.
|
W.
P. Malcolm, R. J. Elliott and M. R. James. "Risk sensitive
filtering with Poisson observations", Journal of Applied Mathematics
and Optimization, 41 (2000): 387-402.
|
| Back
to top |
|
205.
|
W.
P. Malcolm, R. J. Elliott. "M-ary detection for a Cox process
model", International Symposium on Signal Processing and its
Applications, Brisbane
Australia,
August 1999.
|
|
206.
|
W.
P. Malcolm, R.J. Elliott and M. R. James. ‘Risk sensitive
filtering with continuous time observations’. I.E.E.E. Conference on Decision and Control,
Phoenix Arizona,
December 1999, I.E.E.E Press Piscataway
NJ, pp 143-150.
|
|
207.
|
W.
P. Malcolm, and R.J. Elliott. "A general smoothing equation
for Poisson observations", I.E.E.E. Conference on Decision
and Control, Phoenix Arizona,
December 1999. I.E.E.E Press Piscataway
NJ, pp 4106-4110.
|
|
208.
|
R.J.
Elliott and W. P. Malcolm. "Reproducing Gaussian densities
and linear Gaussian detection", Systems and Control Letters
40 (2000) pp 133-138.
|
|
209.
|
J.
Baras, A. Bensoussan and R.J. Elliott, `Some results on risk sensitive
control with partial information'. I.E.E.E. Conference on Decision and Control,
New Orleans, December
1995. I.E.E.E. Press, Piscataway,
NJ: 2853-2857.
|
|
210.
|
C.
Charalambous, A. Logothetis and R.J. Elliott, `Bank filters for
ML parameter estimation via the expectation maximization algorithm:
The continuous time case'. 37th
I.E.E.E. Conference on Decision and Control, Tampa, FL, December
1988, I.E.E.E. Press, Piscataway, NJ: 2317-2322.
|
|
211.
|
F.
Dufour, P. Bertrand and R.J. Elliott, `Filtering for linear systems
with jump parameters and high signal to noise ratio'. 13th I.F.A.C. World Congress, San
Francisco June 1996 H: 445-450.
|
|
212.
|
J.B.
Moore, R.J. Elliott and S. Dey, `Risk sensitive generalizations
of minimum variance estimation and control'. 3rd I.F.A.C. Symposium on Nonlinear Control
Systems Design, Lake Tahoe, CA,
June 1995 2 (1995): 466-470. Jour.
Math. Systems & Control 7
(1997): 123-126.
|
|
213.
|
L.
Aggoun and R.J. Elliott, ‘Recursive estimation in capture-recapture
methods’. Sultan
Qaboos University, Oman,
Science and Technology, 3 (1998): 67-75.
|
|
214.
|
V.
Krishnamurthy and R.J. Elliott, ‘Filters for estimating Markov
modulated Poisson processes and image enhanced tracking’.
34th I.E.E.E. Conference on Decision and Control, New
Orleans, December 1995. I.E.E.E. Press, Piscataway,
NJ: 63-68.
|
|
215.
|
C.
Charalambous and R.J. Elliott, ‘Finite dimensional observers
and controllers for nonlinear systems’. 13th I.F.A.C. World Congress, San
Francisco, June 1996 E: 389-394.
|
|
216.
|
C.
Charalambous and R.J. Elliott, ‘Information states in stochastic
control and filtering: A Lie theoretic approach’,
I.E.E.E. Trans. Auto. Control 45 (2000): 653-674.
|
|
217.
|
M.
Kent, D.D. Sworder and R.J. Elliott, ‘Fading in mobile GMSK
channel’. 36th I.E.E.E.
Conference on Decision and Control, San Diego, CA, December 1997,
I.E.E.E. Press, Piscataway, NJ, 4451-4454.
|
|
218.
|
V.
Krishnamurthy and R. J. Elliott, ‘Finite dimensional filters
for the estimation of discrete time Gauss-Markov models’.
36th I.E.E.E. Conference on Decision and Control, San Diego,
CA, December 1997, I.E.E.E. Press, Piscataway, NJ: 1637-1642.
|
|
219.
|
C.D.
Charalambous and R.J. Elliott, `Explicit solutions for nonlinear
partially observable stochastic control problems' Proceedings of
3rd I.E.E.E. Mediterranean Symposium and New Directions in Control
and Automation, Limassol, Cyprus II (1995): 189-196.
|
|
220.
|
W.P.
Malcolm and R.J. Elliott, ‘Dynamic model tracking for Markov
modulated Poisson processes’. I.E.E.E.
|
|
221.
|
R.J.
Elliott, 'Improved smoothers for discrete time hidden Markov model
estimation'.
|
|
222.
|
L.B.
White and R.J. Elliott, ‘Mixed MAP/MLSE receiver for convolutional
coded signals transmitted over a fading channel’. I.E.E.E. Trans. Signal Processing, (2002)
50: 1205-1214.
|
|
223.
|
D.D.
Sworder, J.E. Boyd and R.J. Elliott, Model estimation in hybrid systems’.Jour.
Math. Anal. and App.245 (2000) 225-247.
|
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224.
|
V.
Krishnamurthy and R.J. Elliott, 'Robust continuous-time smoothers-without
two sided stochastic integrals'.
|
|
225.
|
R.J.
Elliott and W.P. Malcolm, 'Robust EM Algorithms for Markov modulated
Poisson processes' 39th I.E.E.E. Conference on Decision and Control,
Sydney, Australia, December 2000, 4678-4685.
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| Back
to top |
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226.
|
V.
Krishnamurthy and R.J. Elliott, 'Robust continuous-time smoothers-without
two sided stochastic integrals'. 39th I.E.E.E. Conference on Decision
and Control, Sydney, Australia,
December 2000, 286-291.
|
|
227.
|
L.B.
White and R.J. Elliott, 'Detection of changes in Dynamic Networks.
Part A. A linear systems approach.'
|
|
228.
|
D.D.
Sworder, J.E. Boyd, R.G. Hutchins and R.J. Elliott, ‘Bearing
only tracking from a stationary platform.’ 35th I.E.E.E. Asilomar
Conference on Signals, Systems and Computers, November 2000 I.E.E.E.
Computr Society Press (2001), 1428-1432.
|
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229.
|
R.J.
Elliott and W.P. Malcolm, ‘Robust smoother dynamics for Poisson
processes driven by an Ito diffusion’. 40th I.E.E.E. Conference
on Decision and Control, Orlando,
Fl. December 2001. I.E.E.E. Press Piscataway,
NJ 376-381
|
|
230.
|
R.J.
Elliott and W.P. Malcolm, ‘Improved smoother dynamics for
discrete time HMM parameter estimation. 40th I.E.E.E. Conference
on Decision and Control, Orlando,
Fl. December 2001. I.E.E.E. Press Piscataway
N.J. 3506-3511
|
|
231.
|
R.J.
Elliott and W.P. Malcolm, ‘Robust M-ary detection filters
for continuous time jump Markov systems. 40th I.E.E.E. Conference
on Decision and Control, Orlando,
Fl. December 2001. I.E.E.E. Press Piscataway
N.J. 1681-1686
|
|
232.
|
R.J.
Elliott, F. Dufour and W.P. Malcolm, ‘A Comparison of Recursive
Angle Only Target Tracking Algorithms’. Proceedings of SPIE 2001, the International
Society for Optical Engineering.
Bellingham, WA.
(2001) 270-278.
|
|
233.
|
R.
J. Elliott and W. P. Malcolm, ‘Robust Detection Filters for
Jump Markov Systems with Doubly Stochastic Process Models’.
|
|
234.
|
R.
J. Elliott and W.P. Malcolm, ‘Robust M-ary detection filters
and smoothers for continuous time jump – Markov systems’.
|
|
235.
|
R.
J. Elliott and W.P. Malcolm, ‘Robust smoothing schemes for
Markov modulated Poisson Processes’.
|
|
236.
|
R.
J. Elliott, W. P. Malcolm, and L. Aggoun, ‘ Filtering smoothing
and M-ary detection with discrete time Poisson observations.
|
|
237.
|
R.
J. Elliott and W. P. Malcolm, ‘ Improved smoother dynamics
for discrete time HMM parameter estimation.
|
|
238.
|
D.
D. Sworder, J.E. Boyd, R. G Hutchins, and R. J. Elliott, ‘Hybrid
M-ary detection in target tracking'. 37th Asilomar Conference on
Signals, Systems and Computers". IEEE Computer Society Press,
Asilomar, CA. November 2003, 2255-2259.
|
|
239.
|
F.
Dufour and R. J. Elliott, ‘Filtering with discrete state observations’.
Applied Mathematics & Optimization 40 (1999), 259-272.
|
| 240. |
W.P.
Malcolm & R.J. Elliott, 'New Finite Dimensional Filters for Mixed
Time Scale Dynamics'. 36th IEEE Asilomar Conference on Signals, Systems
and Computers, IEEE Computer Society Press 2003, 828-832. |
| 241. |
D.
D. Sworder, J. E. Boyd, R. G. Hutchins and R. J. Elliott, 'Receivers
for Multi-mode Channels'. 37th IEEE Conference on Signals, Systems
and Computers, Asilomar, CA IEEE Computer Society Press, Asilomar
CA. Novewmber 2003, 487-491. |
| 242. |
R.
J. Elliott and J. van der Hoek, 'Optimal Linear Estimation, Data Fusion
and Copulas'. |
| 243. |
R.
J. Elliott, L. Aggoun and A. Benmerzouga, 'Finite dimensional filtering
and control for continuous time nonlinear systems'. Stochastic Analysis
& Applications 22 (2004). |
| 244. |
R.
J. Elliott and W. P. Malcolm 'Non linear filtering for discrete time
circularly distributed random variables.' |
| 245. |
D.
D. Sworder, J. E. Boyd, R. G. Hutchins and R. J. Elliott, Multi-sensor
tracking of a vehicle on a grid. |
|
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| Mathematical
Finance 1990 |
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