Arunabha Bagchi

35 papers C 8Misc 1Journal 17Unranked 9
YearRankTypeTitle / Venue / Authors
2016 J jnl
Labeling uncertainty in multitarget tracking.
IEEE Trans. Aerosp. Electron. Syst.
Edson Hiroshi Aoki, Pranab Kumar Mandal, Lennart Svensson, Yvo Boers, Arunabha Bagchi
2014 — conf
Adaptive Filtering in Electricity Spot Price Models.
ICINCO (1)
Shin Ichi Aihara, Arunabha Bagchi
2013 — conf
Adaptive Filtering for Stochastic Volatility by using Exact Sampling.
ICINCO (1)
Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha
2013 C conf
Multitarget tracking with IP reversible jump MCMC-PF.
FUSION
Melanie Bocquel, Hans Driessen, Arunabha Bagchi
2013 J jnl
Particle Based Smoothed Marginal MAP Estimation for General State Space Models.
IEEE Trans. Signal Process.
Saikat Saha, Pranab Kumar Mandal, Arunabha Bagchi, Yvo Boers, Johannes N. Driessen
2012 — conf
Filtering and identification of stochastic diffusion systems with unknown boundary conditions.
CDC
Shin Ichi Aihara, Arunabha Bagchi
2012 Misc conf
Identification of bates stochastic volatility model by using non-central chi-square random generation method.
ICASSP
Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha
2012 C conf
Multitarget tracking with Interacting Population-based MCMC-PF.
FUSION
Melanie Bocquel, Hans Driessen, Arunabha Bagchi
2012 C conf
SMC methods to avoid self-resolving for online Bayesian parameter estimation.
FUSION
Edson Hiroshi Aoki, Yvo Boers, Pranab Kumar Mandal, Arunabha Bagchi
2012 C conf
The Rao-Blackwellized marginal M-SMC filter for Bayesian multi-target tracking and labelling.
FUSION
Edson Hiroshi Aoki, Yvo Boers, Lennart Svensson, Pranab Kumar Mandal, Arunabha Bagchi
2011 C conf
A theoretical look at information-driven sensor management criteria.
FUSION
Edson Hiroshi Aoki, Arunabha Bagchi, Pranab Kumar Mandal, Yvo Boers
2010 C conf
Particle filter based entropy.
FUSION
Yvo Boers, Hans Driessen, Arunabha Bagchi, Pranab Kumar Mandal
2009 J jnl
Gaussian proposal density using moment matching in SMC methods.
Stat. Comput.
Saikat Saha, Pranab Kumar Mandal, Yvo Boers, Hans Driessen, Arunabha Bagchi
2009 C conf
Particle based MAP state estimation: A comparison.
FUSION
Saikat Saha, Yvo Boers, Hans Driessen, Pranab Kumar Mandal, Arunabha Bagchi
2009 C conf
Point estimation for jump Markov systems: Various MAP estimators.
FUSION
Yvo Boers, Hans Driessen, Arunabha Bagchi
2009 J jnl
Reduced-dimension linear transform coding of distributed correlated signals with incomplete observations.
IEEE Trans. Inf. Theory
Hendra I. Nurdin, Ravi R. Mazumdar, Arunabha Bagchi
2008 — conf
A new approach to particle based smoothed marginal MAP.
EUSIPCO
Saikat Saha, P. K. Mandal, Arunabha Bagchi
2006 J jnl
On the solutions of the rational covariance extension problem corresponding to pseudopolynomials having boundary zeros.
IEEE Trans. Autom. Control.
Hendra I. Nurdin, Arunabha Bagchi
2005 — conf
Filtering and Identification of Interest Rate Model with Stochastic Volatility.
CDC/ECC
Shin Ichi Aihara, Arunabha Bagchi
2005 — conf
Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds.
System Modelling and Optimization
Shin Ichi Aihara, Arunabha Bagchi
2004 — conf
On the solutions of the rational covariance extension problem corresponding to pseudopolynomials having boundary zeros.
CDC
Hendra I. Nurdin, Arunabha Bagchi
2003 — conf
Modeling Stochastic Hybrid Systems.
System Modelling and Optimization
Mrinal K. Ghosh, Arunabha Bagchi
2001 — conf
Robust nonlinear filtering of stochastic volatility in finance.
ECC
Shin Ichi Aihara, Arunabha Bagchi
1999 J jnl
A representation result for nonlinear filter maps in a white noise framework.
IEEE Trans. Autom. Control.
Ravi R. Mazumdar, Arunabha Bagchi
1999 J jnl
On the Mortensen equation for maximum likelihood state estimation.
IEEE Trans. Autom. Control.
Shin Ichi Aihara, Arunabha Bagchi
1995 J jnl
On the relation between filter maps and correction factors in likelihood ratios.
IEEE Trans. Inf. Theory
Ravi Mazumdar, Arunabha Bagchi
1995 J jnl
Reciprocal processes on a tree-modeling and estimation issues.
IEEE Trans. Autom. Control.
Robert W. Dijkerman, Ravi R. Mazumdar, Arunabha Bagchi
1994 J jnl
Parameter identification in tidal models with uncertain boundaries.
Autom.
Arunabha Bagchi, Paul Ten Brummelhuis
1993 J jnl
Modeling and feedback control of a flexible arm of a robot for prescribed frequency-domain tolerances.
Autom.
Matei Kelemen, Arunabha Bagchi
1991 J jnl
Krein factorization of covariance operators of 2-parameter random fields and application to the likelihood ratio.
IEEE Trans. Inf. Theory
Rob Luesink, Arunabha Bagchi
1989 J jnl
Stochastic differential systems - Analysis and filtering: V. S. Pugachev and I. N. Sinitsyn.
Autom.
Arunabha Bagchi
1985 J jnl
Probability theory an d mathematical statistics: V. S. Pugachev.
Autom.
Arunabha Bagchi
1984 J jnl
Research survey.
Autom.
Arunabha Bagchi
1976 J jnl
A new martingale approach to Kalman Filtering.
Inf. Sci.
Arunabha Bagchi
1975 J jnl
Continuous time systems identification with unknown noise covariance.
Autom.
Arunabha Bagchi