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Browsing by Author Malcolm, William

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Showing results 3 to 11 of 11

Filtering, smoothing and M-ary detection with discrete time Poisson observations

Author(s)Elliott, Robert J; Malcolm, William; Aggoun, Lakhdar
TypeJournal article
Date Published2005
Date Created-

New Gaussian Mixture State Estimation Schemes For Discrete Time Hybrid Gauss-Markov Systems

Author(s)Elliott, Robert J; Dufour, F; Malcolm, William
TypeConference paper
Date Published2005
Date CreatedJune 8 2005

Observation Noise-Gain Detection for Markov Chains Observed through scaled Brownian Motion

Author(s)Bensoussan, Alain; Malcolm, William
TypeConference paper
Date Published2008
Date CreatedDecember 9-11 2008

Observation-Parameterised Risk-Sensitive State Estimation with Correlated Noise Processes

Author(s)Florchinger, P; Malcolm, William
TypeConference paper
Date Published2004
Date CreatedDecember 14 2004

On the performance of Gaussian mixture estimation techniques for dicrete-time jump markov linear systems

Author(s)Elliott, Robert J; Dufour, F; Malcolm, William
TypeConference paper
Date Published2006
Date CreatedDecember 13-15 2006

Pairs trading

Author(s)Elliott, Robert J; Van der Hoek, J; Malcolm, William
TypeJournal article
Date Published2005
Date Created-

Some applications of M-ary detection in quantitative finance

Author(s)Malcolm, William; Elliott, Robert J
TypeJournal article
Date Published2009
Date Created-

State Estimation Algorithms for Markov Chains Observed in Arbitrary Noise

Author(s)Malcolm, William
TypeConference paper
Date Published2008
Date CreatedDecember 9-11 2008
01_Malcolm_State_Estimation_Schemes_for_2010.pdf.jpg

State Estimation Schemes for Independent Component Coupled Hidden Markov Models

Author(s)Malcolm, William; Quadrianto, Novi; Aggoun, Lakhdar
TypeJournal article
Date Published2010
Date Created-

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