Saikat Saha
TitleCited byYear
Marginalized Adaptive Particle Filtering for Non-linear Models with Unknown Time-varying Noise Parameters
E Ozkan, V Smidl, S Saha, C Lundquist, F Gustafsson
Automatica, 2013
602013
Particle filtering with dependent noise processes
S Saha, F Gustafsson
IEEE Transactions on Signal Processing 60 (9), 4497-4508, 2012
462012
Gaussian proposal density using moment matching in SMC methods
S Saha, PK Mandal, Y Boers, H Driessen, A Bagchi
Statistics and Computing 19 (2), 203-208, 2009
372009
Marginalized particle filters for Bayesian estimation of Gaussian noise parameters
S Saha, E Ízkan, F Gustafsson, V ŠmÝdl
2010 13th International Conference on Information Fusion, 1-8, 2010
352010
Particle based MAP state estimation: A comparison
S Saha, Y Boers, H Driessen, PK Mandal, A Bagchi
2009 12th International Conference on Information Fusion, 278-283, 2009
292009
On parameter estimation of stochastic volatility models from stock data using particle filter-application to AEX index
SI Aihara, A Bagchi, S Saha
International journal of innovative computing, information and control 5 (1á…, 2009
262009
Inverse reliability based structural design for system dependent critical earthquake loads
S Saha, CS Manohar
Probabilistic engineering mechanics 20 (1), 19-31, 2005
162005
Estimating volatility and model parameters of stochastic volatility models with jumps using particle filter
SI Aihara, A Bagchi, S Saha
IFAC Proceedings Volumes 41 (2), 6490-6495, 2008
112008
Non-parametric Bayesian measurement noise density estimation in non-linear filtering
E Ízkan, S Saha, F Gustafsson, V Smidl
Acoustics, Speech and Signal Processing (ICASSP), 2011 IEEE Internationalá…, 2011
82011
Particle filtering with dependent noise
F Gustafsson, S Saha
2010 13th International Conference on Information Fusion, 1-4, 2010
82010
A new approach to particle based smoothed marginal MAP
S Saha, PK Mandal, A Bagchi
2008 16th European Signal Processing Conference, 1-5, 2008
82008
Noise Robust Online Inference for Linear Dynamic Systems
Saha, S.
arXiv.org, 2015
72015
The benefits of down-sampling in the particle filter
F Gustafsson, S Saha, U Orguner
14th International Conference on Information Fusion, 1-6, 2011
72011
Particle based smoothed marginal MAP estimation for general state space models
S Saha, PK Mandal, A Bagchi, Y Boers, H Driessen
IEEE Transactions on Signal Processing, 2013
52013
Topics in particle filtering and smoothing
S Saha
42009
Exact moment matching for efficient importance functions in SMC methods
S Saha, PK Mandal, Y Boers, H Driessen
2006 IEEE Nonlinear Statistical Signal Processing Workshop, 29-32, 2006
42006
Mixture Kalman Filters and Beyond
S Saha, G Hendeby, F Gustafsson
Current Trends in Bayesian Methodology with Applications, http://tinyurl.comá…, 2015
32015
Rao-Blackwellized Particle Filter for Markov Modulated Nonlinear Dynamic Systems
S Saha, G Hendeby
IEEE workshop on Statistical Signal Processing (SSP14), http://edas.info/p15153, 2014
32014
Marginalized Particle Filter for Dependent Gaussian Noise Processes
S Saha, F Gustafsson
Aerospace Conference 2012 IEEE, 2012
32012
Online inference in Markov modulated nonlinear dynamic systems: a Rao-Blackwellized particle filtering approach
S Saha, G Hendeby
arXiv preprint arXiv:1311.6486, 2013
22013
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Articles 1–20