Elliott, Robert J.; Deng, Jia Change point estimation for continuous-time hidden Markov models. (English) Zbl 1259.93111 Syst. Control Lett. 62, No. 2, 112-114 (2013). MSC: 93E10 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{J. Deng}, Syst. Control Lett. 62, No. 2, 112--114 (2013; Zbl 1259.93111) Full Text: DOI
Elliott, Robert J.; Siu, Tak Kuen Markovian forward-backward stochastic differential equations and stochastic flows. (English) Zbl 1273.60067 Syst. Control Lett. 61, No. 10, 1017-1022 (2012). MSC: 60H10 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{T. K. Siu}, Syst. Control Lett. 61, No. 10, 1017--1022 (2012; Zbl 1273.60067) Full Text: DOI Link
Elliott, Robert J.; Siu, Tak Kuen Control of discrete-time HMM partially observed under fractional Gaussian noises. (English) Zbl 1215.93080 Syst. Control Lett. 60, No. 5, 350-355 (2011). MSC: 93C55 93E11 90C39 49L20 60J10 49K45 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{T. K. Siu}, Syst. Control Lett. 60, No. 5, 350--355 (2011; Zbl 1215.93080) Full Text: DOI
Elliott, Robert J.; Deng, Jia A filter for a hidden Markov chain observed in fractional Gaussian noise. (English) Zbl 1209.93150 Syst. Control Lett. 60, No. 2, 93-100 (2011). MSC: 93E11 60G35 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{J. Deng}, Syst. Control Lett. 60, No. 2, 93--100 (2011; Zbl 1209.93150) Full Text: DOI
Elliott, Robert J.; Deng, Jia A Viterbi smoother for discrete state space model. (English) Zbl 1161.93024 Syst. Control Lett. 58, No. 6, 400-405 (2009). MSC: 93E10 62M05 93C55 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{J. Deng}, Syst. Control Lett. 58, No. 6, 400--405 (2009; Zbl 1161.93024) Full Text: DOI
Elliott, R. J.; Malcolm, W. P. Reproducing Gaussian densities and linear Gaussian detection. (English) Zbl 0977.93076 Syst. Control Lett. 40, No. 2, 133-138 (2000). MSC: 93E10 93C05 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{W. P. Malcolm}, Syst. Control Lett. 40, No. 2, 133--138 (2000; Zbl 0977.93076) Full Text: DOI
Charalambous, Charalambos D.; Elliott, Robert J. New explicit filters and smoothers for diffusions with nonlinear drift and measurements. (English) Zbl 0902.93064 Syst. Control Lett. 33, No. 2, 89-103 (1998). MSC: 93E11 93C10 93E14 PDFBibTeX XMLCite \textit{C. D. Charalambous} and \textit{R. J. Elliott}, Syst. Control Lett. 33, No. 2, 89--103 (1998; Zbl 0902.93064) Full Text: DOI
Elliott, R. J.; Moore, J. B. Almost sure parameter estimation and convergence rates for hidden Markov models. (English) Zbl 0902.93066 Syst. Control Lett. 32, No. 4, 203-207 (1997). MSC: 93E12 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{J. B. Moore}, Syst. Control Lett. 32, No. 4, 203--207 (1997; Zbl 0902.93066) Full Text: DOI
Aggoun, Lakhdar; Bensoussan, Alain; Elliott, Robert J.; Moore, John B. Finite-dimensional quasi-linear risk-sensitive control. (English) Zbl 0877.93138 Syst. Control Lett. 25, No. 2, 151-157 (1995). MSC: 93E20 93C55 PDFBibTeX XMLCite \textit{L. Aggoun} et al., Syst. Control Lett. 25, No. 2, 151--157 (1995; Zbl 0877.93138) Full Text: DOI
Elliott, Robert J.; Aggoun, Lakhdar MAP estimation using measure change for continuous-state random fields. (English) Zbl 0877.93127 Syst. Control Lett. 26, No. 4, 239-244 (1995). MSC: 93E10 93B17 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{L. Aggoun}, Syst. Control Lett. 26, No. 4, 239--244 (1995; Zbl 0877.93127) Full Text: DOI
Elliott, Robert J. Measure change estimates for hidden Markov models. (English) Zbl 0818.62073 Syst. Control Lett. 23, No. 2, 149-157 (1994). Reviewer: K.Wickwire (Bedford) MSC: 62M05 PDFBibTeX XMLCite \textit{R. J. Elliott}, Syst. Control Lett. 23, No. 2, 149--157 (1994; Zbl 0818.62073) Full Text: DOI
Aggoun, Lakhdar; Elliott, Robert J. Finite dimensional predictors for hidden Markov chains. (English) Zbl 0762.60030 Syst. Control Lett. 19, No. 5, 335-340 (1992). Reviewer: I.Valuşescu (Bucureşti) MSC: 60G35 60J20 93E11 PDFBibTeX XMLCite \textit{L. Aggoun} and \textit{R. J. Elliott}, Syst. Control Lett. 19, No. 5, 335--340 (1992; Zbl 0762.60030) Full Text: DOI
Elliott, Robert J. Filtering with a small nonlinear term in the signal. (English) Zbl 0704.93069 Syst. Control Lett. 15, No. 1, 81-90 (1990). MSC: 93E11 60G35 93C10 PDFBibTeX XMLCite \textit{R. J. Elliott}, Syst. Control Lett. 15, No. 1, 81--90 (1990; Zbl 0704.93069) Full Text: DOI
Elliott, Robert J.; Kohlmann, Michael The variational principle for optimal control of diffusions with partial information. (English) Zbl 0684.49011 Syst. Control Lett. 12, No. 1, 63-69 (1989). MSC: 49K45 60J60 93E20 49J52 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{M. Kohlmann}, Syst. Control Lett. 12, No. 1, 63--69 (1989; Zbl 0684.49011) Full Text: DOI
Elliott, Robert J. A special semimartingale derivation of smoothing and prediction equations. (English) Zbl 0661.93068 Syst. Control Lett. 6, 287-289 (1985). Reviewer: E.Pardoux MSC: 93E11 60G44 93E14 60G35 62M20 PDFBibTeX XMLCite \textit{R. J. Elliott}, Syst. Control Lett. 6, 287--289 (1985; Zbl 0661.93068) Full Text: DOI