This paper deals with the estimation of state changes in system descriptions for dynamic Bayesian networks (DBNs) by using a genetic procedure and particle filters (PFs). We extend the DBN scheme to more general cases with unknown Directed Acyclic Graph (DAG) and state changes. First, we...

Wind farms can be analyzed using state estimation methods, which can be used to obtain its running state, including several aspects that cannot be easily obtained using other methods (e.g., capacitor bank aging) Using these methods on these types of networks is strongly affected by decoupling...

Purpose The purpose of this paper is to propose a multi-feature, multi-metric and multi-loop tightly coupled LiDAR-visual-inertial odometry, M 3 LVI, for high-accuracy and robust state estimation and mapping. Design/methodology/approach M 3 LVI is built atop a factor graph and composed of two...

Purpose – The purpose of this paper is to design the localization and tracking algorithms for our mobile welding robot to carry out the large steel structure welding operations in industrial environment. Design/methodology/approach – Extended Kalman filter, considering the bicycle-modeled...

Purpose This paper aims to propose a method to solve the problem of localization and mapping of a two-wheeled inverted pendulum (TWIP) robot on the ground using the Stereo–inertial measurement unit (IMU) system. This method reparametrizes the pose according to the motion characteristics of...

We propose a multivariate combination approach to prediction based on a distributional state space representation of the weights belonging to a set of Bayesian predictive densities which have been obtained from alternative models. Several specifications of multivariate time-varying weights are...

This paper compares two classes of models that allow for additional channels of correlation between asset returns: regime switching models with jumps and models with contagious jumps. Both classes of models involve a hidden Markov chain that captures good and bad economic states. The distinctive...

Nonlinear, non-Gaussian state space models have found wide applications in many areas. Since such models usually do not allow for an analytical representation of their likelihood function, sequential Monte Carlo or particle filter methods are mostly applied to estimate their parameters. Since...

Abstract In this paper we study parameter estimation via the Expectation Maximization (EM) algorithm for a continuous-time hidden Markov model with diffusion and point process observation. Inference problems of this type arise for instance in credit risk modelling. A key step in the application...

Stochastic volatility (SV) models provide a means of tracking and forecasting the variance of financial asset returns. While SV models have a number of theoretical advantages over competing variance modelling procedures they are notoriously difficult to estimate. The distinguishing feature of...