Publications for Saikat Saha
Co-author map based on ISI articles 2007-

Keywords

unknown statistics smoother proposal pf particle observations nonlinear noises model marginalized marginal map kalman gaussian filtering estimation distributions dependent bayesian

Journal Articles

Emre Özkan, Vaclav Smidl, Saikat Saha, Christian Lundquist and Fredrik Gustafsson
  Marginalized Adaptive Particle Filtering for Nonlinear Models with Unknown Time-Varying Noise Parameters
  Automatica, 2013, 49(6), 1566-1575.
 Web of Science® Times Cited: 2

Saikat Saha, Pranab K Mandal, Arunabha Bagchi, Yvo Boers and Johannes N. Driessen
  Particle Based Smoothed Marginal MAP Estimation For General State Space Models
  IEEE Transactions on Signal Processing, 2012, 61(2), 264-273.
   Fulltext  PDF  

Saikat Saha and Fredrik Gustafsson
  Particle Filtering With Dependent Noise Processes
  IEEE Transactions on Signal Processing, 2012, 60(9), 4497-4508.
   Fulltext  PDF  
 Web of Science® Times Cited: 4

Conference Articles

Saikat Saha and Gustaf Hendeby
  Rao-Blackwellized particle filter for Markov modulated nonlineardynamic systems
  IEEE statistical signal processing workshop (SSP 2014), Gold Coast, Australia, 29 June – 2 July 2014, 2014.


  Fulltext PDF

Saikat Saha
  Bayesian calibration of the Schwartz-Smith Model adapted to the energy market
  IEEE statistical signal processing workshop (SSP 2014), Gold Coast, Australia, 29 June – 2 July 2014, 2014.


  Fulltext PDF

Shin Ichi Aihara, Arunabha Bagchi and Saikat Saha
  Adaptive Filtering for Stochastic Volatility by Using Exact Sampling
  10th International Conference on Informatics in Control, Automation and Robotics (ICINCO 2013), 2013.


Carsten Fritsche, Saikat Saha and Fredrik Gustafsson
  Bayesian Cramer-Rao Bound for Nonlinear Filtering with Dependent Noise Processes
  16th International Conference on Information Fusion (FUSION 2013), 2013.


Saikat Saha, Gustaf Hendeby and Fredrik Gustafsson
  Noise Adaptive Particle Filtering: A Hierarchical Perspective
  ISBA Regional Meeting and International Workshop/Conference on Bayesian Theory and Applications (IWCBTA), 6-10 January 2013, Varanasi, Uttar Pradesh, India, 2013.


Saikat Saha and Fredrik Gustafsson
  Marginalized Particle Filter for Dependent Gaussian Noise Processes
  Proceedings of the 2012 IEEE Aerospace Conference, 2012.


Saikat Saha, Umut Orguner and Fredrik Gustafsson
  Nonlinear Filtering based on Observations from Student's T Processes
  Proceedings of the 2012 IEEE Aerospace Conference, 2012.


ShinIchi Aihara, Arunabha Bagch and Saikat Saha
  Identification of Bates Stochastic Volatility Model by Using Non-Central Chi-Square Random Generation Method
  Proceedings of the 37th IEEE International Conference on Acoustics, Speech, and Signal Processing, 2012.


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Saikat Saha and Fredrik Gustafsson
  Importance Sampling Applied to Pincus Maximization for Particle Filter MAP Estimation 
  15th International Conference on Information Fusion (FUSION), 2012, Proceeding, 2012.


Emre Özkan, Saikat Saha, Fredrik Gustafsson and Vaclav Smidl
  Non-Parametric Bayesian Measurement Noise Density Estimation in Non-Linear Filtering
  Acoustics, Speech and Signal Processing (ICASSP), 2011, 2011.


 Web of Science® Times Cited: 1

Fredrik Gustafsson, Saikat Saha and Umut Orguner
  The Benefits of Down-Sampling in the Particle Filter
  Proceedings of the 14th International Conference on Information Fusion, 2011.


Fredrik Gustafsson, Saikat Saha and Umut Orguner
  Non-Linear Filtering based on Observations from Gaussian Processes
  Proceedings of the 2011 IEEE Aerospace Conference, 2011.


David Törnqvist, Saikat Saha and Fredrik Gustafsson
  Fault Detection using Nonlinear Parameter Estimation
  Proceedings of the 2011 IEEE Aerospace Conference, 2011.


Saikat Saha, Emre Özkan, Fredrik Gustafsson and Vaclav Smidl
  Marginalized Particle Filters for Bayesian Estimation of Gaussian Noise Parameters
  Proceedings of the 13th Conference on Information Fusion, 2010.


Fredrik Gustafsson and Saikat Saha
  Particle Filtering with Dependent Noise
  Proceedings of the 13th Conference on Information Fusion, 2010.