In their original formulations, state estimation schemes such as Kalman Filter, do not allow the incorporation of prior information on their physical bounds. This results in a certain probability of generating estimates ...

This article addresses the various properties and different methods of estimation of the unknown parameters of Gompertz distribution. Although, our main focus is on estimation from both frequentist and Bayesian point of ...

Several equivariant estimators of multivariate location and scatter are studied, which are highly robust, have a controllable finite-sample efficiency and are computationally feasible in large dimensions. The most frequently ...

Moving horizon estimation is an efficient technique to estimate states and parameters of constrained dynamical systems. It relies on the solution of a finite horizon optimization problem to compute the estimates, providing ...

A new class of robust estimators for VAR models is introduced. These estimators are an extension to the multivariate case of the MM-estimators based on a bounded innovation propagation AR model. They have a filtering ...

In this work, a biased estimator obtained from an affine transformation of an unbiased estimator will be analyzed. In particular, the method proposed by Y. C. Eldar will be studied, and alternative approaches will be ...