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Browsing by Author Elliott, Robert J

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A Recursive Filter-Based Algorithm for Maximum Likelihood Localisation of Narrow-Band Autoregressive Sources

Author(s)Malcolm, William; Elliott, Robert J
TypeConference paper
Date Published2004
Date CreatedNovember 7 2004

An Exact Recursive Filter for Quadrature Amplitude Modulation Dynamics

Author(s)Malcolm, William; Elliott, Robert J
TypeConference paper
Date Published2008
Date CreatedDecember 9-11 2008

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

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

On-line almost-sure parameter estimation for partially observed discrete-time linear systems with known noise charateristics

Author(s)Elliott, Robert J; Ford, Jason; Moore, John
TypeJournal article
Date Published2002
Date Created-

Pairs trading

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

Risk Sensitive Filtering with Poisson Process Observations

Author(s)Malcolm, W Paul; James, Matthew; Elliott, Robert J
TypeJournal article
Date Published2000
Date Created-

Risk-sensitive filtering and smoothing for continuous-time Markov processes

Author(s)Malcolm, W Paul; Elliott, Robert J; James, Matthew
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-
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