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Temporal data, which is a sequence of data tuples measured at successive time instances, is typically very large. Hence instead of mining the entire data, we are interested in dividing the huge data into several smaller intervals of interest which we call temporal neighborhoods. In this paper we propose an approach to generate temporal neighborhoods through unequal depth discretization. We describe...
This paper addresses an estimation problem for hidden Markov models (HMMs) with unknown parameters, where the underlying Markov chain is observed by multiple sensors. The sensors communicate their binary-quantized measurements to a remote fusion centre over noisy fading wireless channels under an average sum transmit power constraint. The fusion centre minimizes the expected state estimation error...
A numerical method for computing the error exponent for Neyman-Pearson detection of two-state Markov chains in noise is presented, for both time-invariant and fading channels. We give numerical studies showing the behaviour of the error exponent as the transition parameters of the Markov chain and the signal-to-noise ratio are varied. Comparisons between the high SNR asymptotics for the time-invariant...
A numerical method for computing the error exponent for Neyman-Pearson detection of two-state Markov chains in noise is presented, for both time-invariant and fading channels. We give numerical studies showing the behavior of the error exponent as the transition parameters of the Markov chain and the signal-to-noise ratio (SNR) are varied. Comparisons between the high-SNR asymptotics in Gaussian noise...
We consider Kalman filtering in a network with packet losses, and use a two state Markov chain to describe the normal operating condition of packet delivery and transmission failure. We analyze the behavior of the estimation error covariance matrix and introduce the notion of peak covariance, which describes the upper envelope of the sequence of error covariance matrices {Pt,t ges 1} for the case...
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