Continuous time systems identification with unknown noise covariance. - Arunabha Bagchi (Autom., 1975)

A new martingale approach to Kalman Filtering. - Arunabha Bagchi (Inf. Sci., 1976)

Research survey. - Arunabha Bagchi (Autom., 1984)

Probability theory an d mathematical statistics: V. S. Pugachev. - Arunabha Bagchi (Autom., 1985)

Stochastic differential systems - Analysis and filtering: V. S. Pugachev and I. N. Sinitsyn. - Arunabha Bagchi (Autom., 1989)

Krein factorization of covariance operators of 2-parameter random fields and application to the likelihood ratio. - Rob Luesink; Arunabha Bagchi (IEEE Trans. Inf. Theory, 1991)

Modeling and feedback control of a flexible arm of a robot for prescribed frequency-domain tolerances. - Matei Kelemen; Arunabha Bagchi (Autom., 1993)

Parameter identification in tidal models with uncertain boundaries. - Arunabha Bagchi; Paul Ten Brummelhuis (Autom., 1994)

Reciprocal processes on a tree-modeling and estimation issues. - Robert W. Dijkerman; Ravi R. Mazumdar; Arunabha Bagchi (IEEE Trans. Autom. Control., 1995)

On the relation between filter maps and correction factors in likelihood ratios. - Ravi Mazumdar; Arunabha Bagchi (IEEE Trans. Inf. Theory, 1995)

On the Mortensen equation for maximum likelihood state estimation. - Shin Ichi Aihara; Arunabha Bagchi (IEEE Trans. Autom. Control., 1999)

A representation result for nonlinear filter maps in a white noise framework. - Ravi R. Mazumdar; Arunabha Bagchi (IEEE Trans. Autom. Control., 1999)

Robust nonlinear filtering of stochastic volatility in finance. - Shin Ichi Aihara; Arunabha Bagchi (ECC, 2001)

Modeling Stochastic Hybrid Systems. - Mrinal K. Ghosh; Arunabha Bagchi (System Modelling and Optimization, 2003)

Filtering and Identification of Interest Rate Model with Stochastic Volatility. - Shin Ichi Aihara; Arunabha Bagchi (CDC/ECC, 2005)

Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds. - Shin Ichi Aihara; Arunabha Bagchi (System Modelling and Optimization, 2005)

On the solutions of the rational covariance extension problem corresponding to pseudopolynomials having boundary zeros. - Hendra I. Nurdin; Arunabha Bagchi (IEEE Trans. Autom. Control., 2006)

A new approach to particle based smoothed marginal MAP. - Saikat Saha; P. K. Mandal; Arunabha Bagchi (EUSIPCO, 2008)

Point estimation for jump Markov systems: Various MAP estimators. - Yvo Boers; Hans Driessen; Arunabha Bagchi (FUSION, 2009)

Particle based MAP state estimation: A comparison. - Saikat Saha; Yvo Boers; Hans Driessen; Pranab Kumar Mandal; Arunabha Bagchi (FUSION, 2009)

Gaussian proposal density using moment matching in SMC methods. - Saikat Saha; Pranab Kumar Mandal; Yvo Boers; Hans Driessen; Arunabha Bagchi (Stat. Comput., 2009)

Reduced-dimension linear transform coding of distributed correlated signals with incomplete observations. - Hendra I. Nurdin; Ravi R. Mazumdar; Arunabha Bagchi (IEEE Trans. Inf. Theory, 2009)

Particle filter based entropy. - Yvo Boers; Hans Driessen; Arunabha Bagchi; Pranab Kumar Mandal (FUSION, 2010)

A theoretical look at information-driven sensor management criteria. - Edson Hiroshi Aoki; Arunabha Bagchi; Pranab Kumar Mandal; Yvo Boers (FUSION, 2011)

Filtering and identification of stochastic diffusion systems with unknown boundary conditions. - Shin Ichi Aihara; Arunabha Bagchi (CDC, 2012)

SMC methods to avoid self-resolving for online Bayesian parameter estimation. - Edson Hiroshi Aoki; Yvo Boers; Pranab Kumar Mandal; Arunabha Bagchi (FUSION, 2012)

The Rao-Blackwellized marginal M-SMC filter for Bayesian multi-target tracking and labelling. - Edson Hiroshi Aoki; Yvo Boers; Lennart Svensson; Pranab Kumar Mandal; Arunabha Bagchi (FUSION, 2012)

Multitarget tracking with Interacting Population-based MCMC-PF. - Melanie Bocquel; Hans Driessen; Arunabha Bagchi (FUSION, 2012)

Identification of bates stochastic volatility model by using non-central chi-square random generation method. - Shin Ichi Aihara; Arunabha Bagchi; Saikat Saha (ICASSP, 2012)

Multitarget tracking with IP reversible jump MCMC-PF. - Melanie Bocquel; Hans Driessen; Arunabha Bagchi (FUSION, 2013)

Adaptive Filtering for Stochastic Volatility by using Exact Sampling. - Shin Ichi Aihara; Arunabha Bagchi; Saikat Saha (ICINCO (1), 2013)

Particle Based Smoothed Marginal MAP Estimation for General State Space Models. - Saikat Saha; Pranab Kumar Mandal; Arunabha Bagchi; Yvo Boers; Johannes N. Driessen (IEEE Trans. Signal Process., 2013)

Adaptive Filtering in Electricity Spot Price Models. - Shin Ichi Aihara; Arunabha Bagchi (ICINCO (1), 2014)

Labeling uncertainty in multitarget tracking. - Edson Hiroshi Aoki; Pranab Kumar Mandal; Lennart Svensson; Yvo Boers; Arunabha Bagchi (IEEE Trans. Aerosp. Electron. Syst., 2016)