Paresh Date

Publication Activity (10 Years)

Years Active: 1997-2024
Publications (10 Years): 14

Top Topics

Gaussian Filtering

Particle Filter

Top Venues

J. Math. Model. Algorithms Oper. Res.

Eur. J. Oper. Res.

IEEE Trans. Autom. Control.

Publications

Chunyan Han, Zidong Wang, Huanshui Zhang, Paresh Date
Stabilization and Optimal Control for Discrete-Time Markov Jump Linear System With Multiplicative Noises and Input Delays: A Complete Solution. IEEE Trans. Autom. Control. 69 (5) (2024)
Guddu Kumar, Paresh Date, Ram Bilas Pachori, R. Swaminathan, Abhinoy Kumar Singh
Wrapped Particle Filtering for Angular Data. IEEE Access 10 (2022)
Mohd A. Maasar, Diana Roman, Paresh Date
Risk minimisation using options and risky assets. Oper. Res. 22 (1) (2022)
Amit Kumar Naik, Guddu Kumar, Prabhat Kumar Upadhyay, Paresh Date, Abhinoy Kumar Singh
Gaussian Filtering for Simultaneously Occurring Delayed and Missing Measurements. IEEE Access 10 (2022)
Kundan Kumar, Shovan Bhaumik, Paresh Date
Extended Kalman Filter Using Orthogonal Polynomials. IEEE Access 9 (2021)
Ranjeet Kumar Tiwari, Shovan Bhaumik, Paresh Date, Thiagalingam Kirubarajan
Particle Filter for Randomly Delayed Measurements with Unknown Latency Probability. Sensors 20 (19) (2020)
Yun Chen, Zidong Wang, Yuan Yuan, Paresh Date
Filtering for Switched Stochastic Delayed Systems Over Sensor Networks With Fading Measurements. IEEE Trans. Cybern. 50 (1) (2020)
Rahul Radhakrishnan, Ajay Yadav, Paresh Date, Shovan Bhaumik
A New Method for Generating Sigma Points and Weights for Nonlinear Filtering. IEEE Control. Syst. Lett. 2 (3) (2018)
Abhinoy Kumar Singh, Rahul Radhakrishnan, Shovan Bhaumik, Paresh Date
Adaptive sparse-grid Gauss-Hermite filter. J. Comput. Appl. Math. 342 (2018)
Abhinoy Kumar Singh, Paresh Date, Shovan Bhaumik
A Modified Bayesian Filter for Randomly Delayed Measurements. IEEE Trans. Autom. Control. 62 (1) (2017)
Paresh Date, Seham Allahyani
An approximate minimum variance filter for nonlinear systems with randomly delayed observations. EUSIPCO (2017)
Mohd A. Maasar, Diana Roman, Paresh Date
Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance. SCOR (2016)
Seham Allahyani, Paresh Date
A minimum variance filter for continuous discrete systems with additive-multiplicative noise. EUSIPCO (2016)
Seham Allahyani, Paresh Date
A minimum variance filter for discrete time linear systems with parametric uncertainty. MED (2016)
Suren Islyaev, Paresh Date
Electricity futures price models: Calibration and forecasting. Eur. J. Oper. Res. 247 (1) (2015)
Paresh Date, Suren Islyaev
A fast calibrating volatility model for option pricing. Eur. J. Oper. Res. 243 (2) (2015)
Ksenia Ponomareva, Diana Roman, Paresh Date
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation. Eur. J. Oper. Res. 240 (3) (2015)
Enza Messina, Paresh Date
The Mathematics of Filtering and Its Applications. J. Math. Model. Algorithms Oper. Res. 13 (1) (2014)
Paresh Date, Bujar Gashi
Generalised Risk-Sensitive Control with Full and Partial State Observation. J. Math. Model. Algorithms Oper. Res. 13 (1) (2014)
Paresh Date, Bujar Gashi
Controllability and Controller-Observer Design for a Class of Linear Time-Varying Systems. J. Math. Model. Algorithms Oper. Res. 13 (1) (2014)
Sovan Mitra, Paresh Date, Rogemar S. Mamon, Chieh Wang
Pricing and risk management of interest rate swaps. Eur. J. Oper. Res. 228 (1) (2013)
Paresh Date, Bujar Gashi
Risk-sensitive control for a class of nonlinear systems with multiplicative noise. Syst. Control. Lett. 62 (10) (2013)
Ksenia Ponomareva, Paresh Date
Higher order sigma point filter: A new heuristic for nonlinear time series filtering. Appl. Math. Comput. 221 (2013)
Eleni Pepona, Simone Paoletti, Andrea Garulli, Paresh Date
Identification of Piecewise Affine LFR Models of Interconnected Systems. IEEE Trans. Control. Syst. Technol. 19 (1) (2011)
Antoaneta Serguieva, Fang Liu, Paresh Date
Financial contagion simulation through modelling behavioural characteristics of market participants and capturing cross-market linkages. CIFEr (2011)
Ping Li, James Lam, Zidong Wang, Paresh Date
model reduction for positive systems. Autom. 47 (7) (2011)
Paresh Date, A. Canepa, M. Abdel-Jawad
A mixed integer linear programming model for optimal sovereign debt issuance. Eur. J. Oper. Res. 214 (3) (2011)
Sovan Mitra, Paresh Date
Regime switching volatility calibration by the Baum-Welch method. J. Comput. Appl. Math. 234 (12) (2010)
Fang Liu, Antoaneta Serguieva, Paresh Date
A mixed-game and co-evolutionary genetic programming agent-based model of financial contagion. IEEE Congress on Evolutionary Computation (2010)
Paresh Date, Luka Jalen, Rogemar S. Mamon
A partially linearized sigma point filter for latent state estimation in nonlinear time series models. J. Comput. Appl. Math. 233 (10) (2010)
Paresh Date, Chieh Wang
Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting. Eur. J. Oper. Res. 195 (1) (2009)
Paresh Date, Luka Jalen, Rogemar S. Mamon
A new algorithm for latent state estimation in non-linear time series models. Appl. Math. Comput. 203 (1) (2008)
Paresh Date, Rogemar S. Mamon, Luka Jalen
A new moment matching algorithm for sampling from partially specified symmetric distributions. Oper. Res. Lett. 36 (6) (2008)
Eleni Pepona, Simone Paoletti, Andrea Garulli, Paresh Date
An iterative procedure for piecewise affine identification of nonlinear interconnected systems. CDC (2007)
Paresh Date, Michael Cantoni
On validating closed-loop behaviour from noisy frequency-response measurements. Syst. Control. Lett. 54 (6) (2005)
Paresh Date, Michael Cantoni
A bound on closed-loop performance based on finite-frequency response samples. Syst. Control. Lett. 54 (5) (2005)
Bujar Gashi, Paresh Date
Optimal Portfolio Control with Trading Strategies of Finite Variation. CDC/ECC (2005)
Paresh Date, Glenn Vinnicombe
Measuring Distance between Systems under Bounded Power Excitation. SIAM J. Control. Optim. 43 (3) (2004)
Paresh Date, Glenn Vinnicombe
and in the nu-gap metric. Autom. 40 (6) (2004)
Paresh Date, Michael Cantoni
A lower bound on achieved closed-loop performance based on finite data. ECC (2003)
Paresh Date, Michael Cantoni
Validation of closed-loop behaviour from noisy frequency response measurements. ECC (2003)
Paresh Date, Alexander Lanzon
An algorithm for joint identification and control. ACC (2002)
Paresh Date, Glenn Vinnicombe
Measuring distance between systems under bounded power excitation. ACC (2001)
Paresh Date, Glenn Vinnicombe
Worst case identification using FIR models. ECC (1999)
P. S. V. Nataraj, Paresh Date, A. Umrani
Robust feedback synthesis for nonlinear integrodifferential equation models using generalized describing functions. Autom. 33 (5) (1997)