Browsing Theses by Author "Datta Gupta, Syamantak"
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A Comparative Study of the Particle Filter and the Ensemble Kalman Filter
Datta Gupta, Syamantak (University of Waterloo, 2009-07-06)Non-linear Bayesian estimation, or estimation of the state of a non-linear stochastic system from a set of indirect noisy measurements is a problem encountered in several fields of science. The particle filter and the ... -
On MMSE Approximations of Stationary Time Series
Datta Gupta, Syamantak (University of Waterloo, 2014-01-20)In a large number of applications arising in various fields of study, time series are approximated using linear MMSE estimates. Such approximations include finite order moving average and autoregressive approximations as ...