Abstract: Filters relying on the Gaussian approximation typically incorporate the measurement linearly, i.e., the value of the measurement is premultiplied by a matrix-valued gain in the state update.

Abstract: Fusing probabilistic information is a fundamental task in signal and data processing with relevance to many fields of technology and science. In this work, we investigate the fusion of ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

In the early 1970s, statisticians had difficulty in analysing data where the random variation of the errors did not come from the bell-shaped normal distribution. Besides normality, these traditional ...

In recent years, with the continuous enhancement of people’s fitness awareness, more and more people are doing anaerobic exercise training. Although anaerobic exercise training can improve physical ...

Bimodal spectrum wave conditions, known as crossing seas, can produce extreme waves which are hostile to humans during oceanic activities. This study reports some new findings of the probability of ...

This paper explores the mathematics behind optimal portfolio construction when relative utility and risk are considered together in a general sense. I derive the portfolio optimization problems when ...

In supervised learning, a set of input variables, such as blood metabolite or gene expression levels, are used to predict a quantitative response variable like hormone level or a qualitative one such ...