Real time and accurate fault detection has attracted an increasing attention with a growing demand for higher operational efficiency and safety of industrial gas turbines as complex engineering systems. Current methods based on condition monitoring data have drawbacks in using both expert knowledge and quantitative information for detecting faults. On account of this reason, this paper proposes...

CMOS image sensors generally su er from lower dynamic range than CCDs due to their higher readout noise. Their high speed readout capability and the potential of integrating memory and signal processing with the sensor on the same chip, open up many possibilities for enhancing their dynamic range. Earlier work have demonstrated the use of multiple non-destructive samples to enhance dynamic rang...

Optimal as well as recursive parameter estimation for semimartingales had been studied in Thavaneswaran and Thompson [1, 2]. Recently, there has been a growing interest in modeling volatility of the observed process by nonlinear stochastic processes (Taylor [3]). In this paper, we study the recursive estimates for various classes of discretely sampled continuous time stochastic volatility model...

To obtain a robust version of exponential and Holt-Winters smoothing the idea of M -estimation can be used. The difficulty is the formulation of an easy-to-use recursive formula for its computation. A first attempt was made by Cipra (Robust exponential smoothing, J. Forecast. 11 (1992), 57–69). The recursive formulation presented there, however, is unstable. In this paper, a new recursive compu...

In the past decade, many detection and estimation algorithms have been reported for estimating a desired Bernoulli-Gaussian signal which was distorted by a linear time-invariant system. The well known Kormylo and Mendel’s single most likely replacement (SMLR) algorithm, which works well and has been successfully used to process real seismic data, is an oflline signal processing algorithm. The p...

We consider a hidden Markov model (HMM) with multidimensional observations, and where the coefficients (transition probability matrix, and observation conditional densities) depend on some unknown parameter. We study the asymptotic behaviour of two recursive estimators, the recursive maximum likelihood estimator (RMLE), and the recursive conditional least squares estimator (RCLSE), as the numbe...

A specialized formulation of Azarbayejani and Pentland's framework for recursive recovery of motion, structure and focal length from feature correspondences tracked through an image sequence is presented. The specialized formulation addresses the case where all tracked points lie on a plane. This planarity constraint reduces the dimension of the original state vector, and consequently the numbe...

Communications through frequency-selective fading channels suffer inter-symbol interference (ISI), which limits the data rate. Complex equalizers are usually needed to compensate for the channel distortion. Orthogonal Frequency Division Multiplexing (OFDM) divides the channel spectrum into many sub-bands, each of which carries low-rate data. Since each subchannel is narrow band, communications ...

In the previolls pa.per (Pupeikis, 1990) the problem of model order determination in the presence of outliers in observations has been considered. The aim of t.he given paper is the development of the recursive algorithms of comput.ation of l\1estimates ensuring their stability conditions. In this conneciion the approa.ch, based on adaptive Huber's monot.one psi-function. is worked out. It. is ...