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2014

Journal Articles

Crisan, Dan ; Miguez, Joaquin

Particle-Kernel Estimation of the Filter Density in State-Space Models Journal Article

Bernoulli, (to appear , 2014.

Abstract | Links | BibTeX | Tags: density estimation, Markov systems., Models, Sequential Monte Carlo, state-space, stochastic filtering

2012

Journal Articles

Achutegui, Katrin ; Miguez, Joaquin ; Rodas, Javier ; Escudero, Carlos J

A Multi-Model Sequential Monte Carlo Methodology for Indoor Tracking: Algorithms and Experimental Results Journal Article

Signal Processing, 92 (11), pp. 2594–2613, 2012.

Abstract | Links | BibTeX | Tags: Data fusion, Indoor positioning, Indoor tracking, Interacting multiple models, Sequential Monte Carlo, Switching observation models

2011

Journal Articles

Miguez, Joaquin ; Crisan, Dan ; Djuric, Petar M

On the Convergence of Two Sequential Monte Carlo Methods for Maximum a Posteriori Sequence Estimation and Stochastic Global Optimization Journal Article

Statistics and Computing, 23 (1), pp. 91–107, 2011, ISSN: 0960-3174.

Abstract | Links | BibTeX | Tags: Global optimization, MAP sequence estimation, Sequential Monte Carlo, State space models

Inproceedings

Maiz, Cristina S; Miguez, Joaquin

On the Optimization of Transportation Routes with Multiple Destinations in Random Networks Inproceedings

2011 IEEE Statistical Signal Processing Workshop (SSP), pp. 349–352, IEEE, Nice, 2011, ISBN: 978-1-4577-0569-4.

Abstract | Links | BibTeX | Tags: Approximation algorithms, communication networks, Estimation, graph theory, Histograms, intelligent transportation, Monte Carlo algorithm, Monte Carlo methods, multiple destinations, optimisation, Optimization, random networks, route optimization, routing, Sequential Monte Carlo, Signal processing algorithms, stochastic graph, Stochastic processes, telecommunication network routing, time-varying graph, transportation routes

2010

Journal Articles

Zoubir, A; Viberg, M; Yang, B; Miguez, Joaquin

Analysis of a Sequential Monte Carlo Method for Optimization in Dynamical Systems Journal Article

Signal Processing, 90 (5), pp. 1609–1622, 2010.

Abstract | Links | BibTeX | Tags: Dynamic optimization, Nonlinear dynamics, Nonlinear tracking, Sequential Monte Carlo, Stochastic optimization