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Robust Value at Risk Prediction

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Robust Playfield Segmentation using MAP Adaptation

Jean-Marc Odobez, Mark Barnard

A vital task in sports video annotation is to detect and segment areas of the playfield. This is an important first step in player or ball tracking and detecting the location of the play on the playfield. In this paper we present a technique using statisti ...

2004

General state-space models

Thomas Gsponer

In time series analysis state-space models provide a wide and flexible class. The basic idea is to describe an unobservable phenomenon of interest on the basis of noisy data. The first constituent of such a model is the so-called state equation, which char ...

EPFL2004

Multiobjective Filter Design for Uncertain Stochastic Time-Delay Systems

Ali H. Sayed

This note addresses the problem of robust multiobjective filtering for discrete time-delay systems with mixed stochastic and deterministic uncertainties, in addition to unmodeled nonlinearities. A procedure is developed for the design of linear and exponen ...

2004

Outlier modeling in image matching

Martin Vetterli, Sabine Süsstrunk, Luciano Sbaiz, David Hasler

We address the question of how to characterize the outliers that may appear when matching two views of the same scene. The match is performed by comparing the difference of the two views at a pixel level, aiming at a better registration of the images. When ...

2003

A robust scheme for cellular power control

Ali H. Sayed

In this paper, we propose a robust filtering approach to distributed power allocation. A robust filter is used to predict the channel gain and interference under incomplete knowledge of the shadowing coefficient. Simulation results show the superior perfor ...

2003

Comparison of robust estimation and Kalman filtering applied to fingertip tracking in human-machine interfaces

Ali H. Sayed

This paper studies the application of robust state-space estimation with uncertain models to tracking problems in human-machine interfaces. The need for robust methods arises from the desire to control the influence of uncertain environmental conditions on ...

2001

Parameter Estimation in the Presence of Bounded Data Uncertainties

Ali H. Sayed

We formulate and solve a new parameter estimation problem in the presence of data uncertainties. The new method is suitable when a priori bounds on the uncertain data are available, and its solution leads to more meaningful results, especially when compare ...

Society for Industrial and Applied Mathematics1998

Iterative solutions of min-max parameter estimation with bounded data uncertainties

Ali H. Sayed

This paper deals with the important problem of parameter estimation in the presence of bounded data uncertainties. Its recent closed-form solution in leads to more meaningful results than alternative methods (e.g., total least-squares and robust estimation ...

1997

A time-domain feedback analysis of filtered-error adaptive gradient algorithms

Ali H. Sayed

This paper provides a time-domain feedback analysis of gradient-based adaptive schemes. A key emphasis is on the robustness performance of the adaptive filters in the presence of disturbances and modeling uncertainties (along the lines of H/sup /spl infin/ ...

Institute of Electrical and Electronics Engineers1996

Atomic beam splitter based on multiple adiabatic passage in the optical interference pattern

Jiri Vanicek

We describe a simple and robust method of creating an efficient large-angle adiabatic passage beamsplitter that does not require the light fields to be pulsed. We present simulations that show momentum splittings of 80 \hbar k, where more than 60% of the a ...

1996