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04/19/2023
Hidden AR Process and Adaptive Kalman Filter
The model of partially observed linear system depending on some unknown ...
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04/18/2023
Hidden Ergodic Ornstein-Uhlenbeck Process and Adaptive Filter
The model of partially observed linear stochastic differential equations...
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10/15/2020
On Multi-step Estimation of Delay for SDE
We consider the problem of delay estimation by the observations of the s...
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10/15/2020
Approximation of BSDE with Hidden Forward Equation and Unknown Volatility
In the present paper the problem of approximating the solution of BSDE i...
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10/15/2020
Quadratic Variation Estimation of Hidden Markov Process and Related Problems
The partially observed linear Gaussian system of stochastic differential...
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10/15/2020
Hidden Markov Model Where Higher Noise Makes Smaller Errors
We consider the problem of parameter estimation in a partially observed ...
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04/22/2019
On Parameter Estimation of the Hidden Gaussian Process in perturbed SDE
We present results on parameter estimation and non-parameter estimation ...
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02/22/2019
On Parameter Estimation of Hidden Ergodic Ornstein-Uhlenbeck Process
We consider the problem of parameter estimation for the partially observ...
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06/17/2018
On Cusp Location Estimation for Perturbed Dynamical Systems
We consider the problem of parameter estimation in the case of observati...
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06/17/2018
Poisson Source Localization on the Plane. Smooth Case
We consider the problem of localization of Poisson source by the observa...
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06/17/2018
Poisson Source Localization on the Plane. Change-Point Case
We present a detection problem where several spatially distributed senso...
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06/17/2018