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We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
This talk considers the distributed estimation problem of a linear stochastic system described by an autoregressive model with exogenous inputs when both the system orders and parameters are unknown. ...
In this paper, we consider a spatial-autoregressive model with autoregressive disturbances, where we allow for endogenous regressors in addition to a spatial lag of the dependent variable. We sugges...
Policies for the joint identification and control of uncertain systems are presented. The discussion focuses on the case of a multiple input, single output linear system, with no dynamics and quadrati...
We consider a sensor network where each sensor takes multiple measurements of some unknown parameters, corrupted by independent Gaussian noises. The number of measurements at each node can be nite or ...
In this paper we address the problem of estimating the attitudes and positions of a set of cameras in an external coordinate system. Starting from a conventional global structure-from-motion pipeline,...
On the way to make energy supply independent from fossil resources more and more renewable energy sources have to be explored. Biomass has become an important energy resource during the last years and...
A power constrained sensor network that consists of multiple sensor nodes and a fusion center (FC) is considered, where the goal is to estimate a random parameter of interest. In contrast to the distr...
The sub-Nyquist estimation of line spectra is a classical problem in signal processing, but currently popular subspace-based techniques have few guarantees in the presence of noise and rely on a prior...
Abstract: A major challenge in sparsity pattern estimation is that small modes are difficult to detect in the presence of noise. This problem is alleviated if one can observe samples from multiple rea...
Abstract: We study a noncoherent multiple-input multiple-output (MIMO) fading multiple-access channel (MAC), where the transmitters and the receiver are aware of the statistics of the fading, but not ...
This paper proposes the design of a robust fault estimator for a class of nonlinear uncertain NCSs that ensures the fault estimation error is less than prescribed H∞ performance level, irrespective of...
A biochemical dynamic pathway is usually modeled as a nonlinear system described by a set of nonlinear ODEs. In most cases, only partial states can be measured. Moreover, the system parameters, reacti...
摘要 Let X_1,X_2,… be a sequence of independent random vectors which take values in IR~2 and X_i~P. By the projection pursuit (PP) method, we canconstruct PP type Kolmogrov-Smirnov statistics: K_n=\sup_...
摘要 In this paper, the definitions of Bayes estimator, minimax estimator, minimumrisk equivariant estimator and admissible estimator under the general matrix loss functionare given. Several results on ...

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