Saikat Saha

19 papers C 6Misc 2Journal 6Unranked 4
YearRankTypeTitle / Venue / Authors
2018 — ch.
Runtime Failure Prevention and Reaction.
Lectures on Runtime Verification
Yliès Falcone, Leonardo Mariani, Antoine Rollet, Saikat Saha
2015 J jnl
Noise Robust Online Inference for Linear Dynamic Systems.
CoRR
Saikat Saha
2014 — conf
Bayesian calibration of the Schwartz-Smith Model adapted to the energy market.
SSP
Saikat Saha
2014 — conf
Rao-Blackwellized particle filter for Markov modulated nonlinear dynamic systems.
SSP
Saikat Saha, Gustaf Hendeby
2013 — conf
Adaptive Filtering for Stochastic Volatility by using Exact Sampling.
ICINCO (1)
Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha
2013 C conf
Bayesian Cramér-Rao Bound for nonlinear filtering with dependent noise processes.
FUSION
Carsten Fritsche, Saikat Saha, Fredrik Gustafsson
2013 J jnl
Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters.
Autom.
Emre Özkan, Václav Smídl, Saikat Saha, Christian Lundquist, Fredrik Gustafsson
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 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
Importance sampling applied to Pincus maximization for particle filter MAP estimation.
FUSION
Saikat Saha, Fredrik Gustafsson
2012 J jnl
Particle Filtering With Dependent Noise Processes.
IEEE Trans. Signal Process.
Saikat Saha, Fredrik Gustafsson
2011 Misc conf
Non-parametric bayesian measurement noise density estimation in non-linear filtering.
ICASSP
Emre Özkan, Saikat Saha, Fredrik Gustafsson, Václav Smídl
2011 C conf
The benefits of down-sampling in the particle filter.
FUSION
Fredrik Gustafsson, Saikat Saha, Umut Orguner
2010 C conf
Marginalized particle filters for Bayesian estimation of Gaussian noise parameters.
FUSION
Saikat Saha, Emre Özkan, Fredrik Gustafsson, Václav Smídl
2010 C conf
Particle filtering with dependent noise.
FUSION
Fredrik Gustafsson, Saikat Saha
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
2008 — conf
A new approach to particle based smoothed marginal MAP.
EUSIPCO
Saikat Saha, P. K. Mandal, Arunabha Bagchi
2002 J jnl
Parallelization and Performance of a 3-D Electromagnetic Plasma PIC Code.
Int. J. Comput. Eng. Sci.
Saikat Saha