Un modèle factoriel dynamique pour séries temporelles
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In this thesis, I define and explain the notion of punctual analytical uniform development (DUAP) versus moments or cumulants approximation of punctual uniforms analyticals 's class statistics. Hence, I derive "truncated" DUAP's version for numerical compu ...
We pose the estimation of the parameters of multiple superimposed exponential signals in additive Gaussian noise problem as a Maximum Likelihood (ML) estimation problem. The ML problem is very non linear and hard to solve. Some previous works focused on fi ...
Estimation based on received signal strength (RSS) is crucial in sensor networks for sensor localization, target tracking, etc. In this paper, we present a Gaussian approximation of the Chi distribution that is applicable to general RSS source localization ...
The estimation of a system’s infinity norm using one set of measured input and output data is investigated. It is known that, if the data set is noise free, this problem can be solved using convex optimization. In the presence of noise, convergence of this ...
Energy-based detection and estimation are crucial in sensor networks for sensor localization, target tracking, etc. In this paper, we present novel Gaussian approximations that are applicable to general energy-based source detection and localization proble ...
For the multi-robot coverage problem determin- istic deliberative as well as probabilistic approaches have been proposed. Whereas deterministic approaches usually provide provable completeness and promise good performance under perfect conditions, probabil ...
In geostatistics, the presence of outlying data is more the rule than the exception. Moreover, the statistical analysis of data contaminated by outliers requires caution, particularly when a spatial dependence exists. In order to take into account these po ...
A fine term structure models have gained significant attention in the finance literature, mainly due to their analytical tractability and statistical flexibility. The aim of this article is to present both theoretical foundations as well as empirical aspec ...
Olfactometer experiments are used to determine the effect of odours on the behaviour of organisms such as insects or nematodes, and typically result in data comprising many groups of small counts, overdispersed relative to the multinomial distribution. Ove ...
We propose a high resolution ranging algorithm for unsynchronized impulse radio Ultra-wideband (UWB) communication systems in gaussian noise. We pose the ranging problem as a Maximum Likelihood (ML) estimation problem for the channel delays and attenuation ...