Arunabha Bagchi

Publication Activity (10 Years)

Years Active: 1975-2016
Publications (10 Years): 1

Top Topics

Reversible Jump Mcmc

Adaptive Filtering

Multitarget Tracking

Top Venues

IEEE Trans. Signal Process.

IEEE Trans. Aerosp. Electron. Syst.

Publications

Edson Hiroshi Aoki, Pranab Kumar Mandal, Lennart Svensson, Yvo Boers, Arunabha Bagchi
Labeling uncertainty in multitarget tracking. IEEE Trans. Aerosp. Electron. Syst. 52 (3) (2016)
Shin Ichi Aihara, Arunabha Bagchi
Adaptive Filtering in Electricity Spot Price Models. ICINCO (1) (2014)
Saikat Saha, Pranab Kumar Mandal, Arunabha Bagchi, Yvo Boers, Johannes N. Driessen
Particle Based Smoothed Marginal MAP Estimation for General State Space Models. IEEE Trans. Signal Process. 61 (2) (2013)
Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha
Adaptive Filtering for Stochastic Volatility by using Exact Sampling. ICINCO (1) (2013)
Melanie Bocquel, Hans Driessen, Arunabha Bagchi
Multitarget tracking with IP reversible jump MCMC-PF. FUSION (2013)
Edson Hiroshi Aoki, Yvo Boers, Pranab Kumar Mandal, Arunabha Bagchi
SMC methods to avoid self-resolving for online Bayesian parameter estimation. FUSION (2012)
Edson Hiroshi Aoki, Yvo Boers, Lennart Svensson, Pranab Kumar Mandal, Arunabha Bagchi
The Rao-Blackwellized marginal M-SMC filter for Bayesian multi-target tracking and labelling. FUSION (2012)
Melanie Bocquel, Hans Driessen, Arunabha Bagchi
Multitarget tracking with Interacting Population-based MCMC-PF. FUSION (2012)
Shin Ichi Aihara, Arunabha Bagchi
Filtering and identification of stochastic diffusion systems with unknown boundary conditions. CDC (2012)
Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha
Identification of bates stochastic volatility model by using non-central chi-square random generation method. ICASSP (2012)
Edson Hiroshi Aoki, Arunabha Bagchi, Pranab Kumar Mandal, Yvo Boers
A theoretical look at information-driven sensor management criteria. FUSION (2011)
Yvo Boers, Hans Driessen, Arunabha Bagchi, Pranab Kumar Mandal
Particle filter based entropy. FUSION (2010)
Saikat Saha, Yvo Boers, Hans Driessen, Pranab Kumar Mandal, Arunabha Bagchi
Particle based MAP state estimation: A comparison. FUSION (2009)
Hendra I. Nurdin, Ravi R. Mazumdar, Arunabha Bagchi
Reduced-dimension linear transform coding of distributed correlated signals with incomplete observations. IEEE Trans. Inf. Theory 55 (6) (2009)
Yvo Boers, Hans Driessen, Arunabha Bagchi
Point estimation for jump Markov systems: Various MAP estimators. FUSION (2009)
Saikat Saha, Pranab Kumar Mandal, Yvo Boers, Hans Driessen, Arunabha Bagchi
Gaussian proposal density using moment matching in SMC methods. Stat. Comput. 19 (2) (2009)
Saikat Saha, P. K. Mandal, Arunabha Bagchi
A new approach to particle based smoothed marginal MAP. EUSIPCO (2008)
Hendra I. Nurdin, Arunabha Bagchi
On the solutions of the rational covariance extension problem corresponding to pseudopolynomials having boundary zeros. IEEE Trans. Autom. Control. 51 (2) (2006)
Shin Ichi Aihara, Arunabha Bagchi
Filtering and Identification of Interest Rate Model with Stochastic Volatility. CDC/ECC (2005)
Shin Ichi Aihara, Arunabha Bagchi
Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds. System Modelling and Optimization (2005)
Hendra I. Nurdin, Arunabha Bagchi
On the solutions of the rational covariance extension problem corresponding to pseudopolynomials having boundary zeros. CDC (2004)
Mrinal K. Ghosh, Arunabha Bagchi
Modeling Stochastic Hybrid Systems. System Modelling and Optimization (2003)
Shin Ichi Aihara, Arunabha Bagchi
Robust nonlinear filtering of stochastic volatility in finance. ECC (2001)
Shin Ichi Aihara, Arunabha Bagchi
On the Mortensen equation for maximum likelihood state estimation. IEEE Trans. Autom. Control. 44 (10) (1999)
Ravi R. Mazumdar, Arunabha Bagchi
A representation result for nonlinear filter maps in a white noise framework. IEEE Trans. Autom. Control. 44 (1) (1999)
Robert W. Dijkerman, Ravi R. Mazumdar, Arunabha Bagchi
Reciprocal processes on a tree-modeling and estimation issues. IEEE Trans. Autom. Control. 40 (2) (1995)
Ravi Mazumdar, Arunabha Bagchi
On the relation between filter maps and correction factors in likelihood ratios. IEEE Trans. Inf. Theory 41 (3) (1995)
Arunabha Bagchi, Paul Ten Brummelhuis
Parameter identification in tidal models with uncertain boundaries. Autom. 30 (5) (1994)
Matei Kelemen, Arunabha Bagchi
Modeling and feedback control of a flexible arm of a robot for prescribed frequency-domain tolerances. Autom. 29 (4) (1993)
Rob Luesink, Arunabha Bagchi
Krein factorization of covariance operators of 2-parameter random fields and application to the likelihood ratio. IEEE Trans. Inf. Theory 37 (1) (1991)
Arunabha Bagchi
Stochastic differential systems - Analysis and filtering: V. S. Pugachev and I. N. Sinitsyn. Autom. 25 (4) (1989)
Arunabha Bagchi
Probability theory an d mathematical statistics: V. S. Pugachev. Autom. 21 (4) (1985)
Arunabha Bagchi
Research survey. Autom. 20 (4) (1984)
Arunabha Bagchi
A new martingale approach to Kalman Filtering. Inf. Sci. 10 (3) (1976)
Arunabha Bagchi
Continuous time systems identification with unknown noise covariance. Autom. 11 (5) (1975)