Saikat Saha

Publication Activity (10 Years)

Years Active: 2002-2015
Publications (10 Years): 0

Top Topics

Particle Filter

Nonlinear Dynamic Systems

Top Venues

IEEE Trans. Signal Process.

Publications

Saikat Saha
Noise Robust Online Inference for Linear Dynamic Systems. CoRR (2015)
Saikat Saha
Bayesian calibration of the Schwartz-Smith Model adapted to the energy market. SSP (2014)
Saikat Saha, Gustaf Hendeby
Rao-Blackwellized particle filter for Markov modulated nonlinear dynamic systems. SSP (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)
Emre Özkan, Václav Smídl, Saikat Saha, Christian Lundquist, Fredrik Gustafsson
Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters. Autom. 49 (6) (2013)
Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha
Adaptive Filtering for Stochastic Volatility by using Exact Sampling. ICINCO (1) (2013)
Carsten Fritsche, Saikat Saha, Fredrik Gustafsson
Bayesian Cramér-Rao Bound for nonlinear filtering with dependent noise processes. FUSION (2013)
Saikat Saha, Fredrik Gustafsson
Particle Filtering With Dependent Noise Processes. IEEE Trans. Signal Process. 60 (9) (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)
Saikat Saha, Fredrik Gustafsson
Importance sampling applied to Pincus maximization for particle filter MAP estimation. FUSION (2012)
Fredrik Gustafsson, Saikat Saha, Umut Orguner
The benefits of down-sampling in the particle filter. FUSION (2011)
Emre Özkan, Saikat Saha, Fredrik Gustafsson, Václav Smídl
Non-parametric bayesian measurement noise density estimation in non-linear filtering. ICASSP (2011)
Saikat Saha, Emre Özkan, Fredrik Gustafsson, Václav Smídl
Marginalized particle filters for Bayesian estimation of Gaussian noise parameters. FUSION (2010)
Fredrik Gustafsson, Saikat Saha
Particle filtering with dependent noise. FUSION (2010)
Saikat Saha, Yvo Boers, Hans Driessen, Pranab Kumar Mandal, Arunabha Bagchi
Particle based MAP state estimation: A comparison. 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)
Saikat Saha
Parallelization and Performance of a 3-D Electromagnetic Plasma PIC Code. Int. J. Comput. Eng. Sci. 3 (2) (2002)