Select Publications

Journal articles

Elliott RJ; Deng J, 2013, 'Change point estimation for continuous-time hidden Markov models', Systems & Control Letters, vol. 62, pp. 112 - 114, http://dx.doi.org/10.1016/j.sysconle.2012.11.007

Elliott RJ; Deng J, 2011, 'A Nonlinear Filter with Fractional Gaussian Noise', Stochastic Analysis and Applications, vol. 29, pp. 503 - 510, http://dx.doi.org/10.1080/07362994.2011.564452

Elliott RJ; Deng J, 2011, 'A filter for a hidden Markov chain observed in fractional Gaussian noise', Systems & Control Letters, vol. 60, pp. 93 - 100, http://dx.doi.org/10.1016/j.sysconle.2010.10.013

Elliott RJ; Deng J, 2010, 'A filter for a state space model with fractional Gaussian noise', Automatica, vol. 46, pp. 1689 - 1695, http://dx.doi.org/10.1016/j.automatica.2010.06.026

Elliott RJ; Deng J, 2009, 'A Viterbi smoother for discrete state space model', Systems & Control Letters, vol. 58, pp. 400 - 405, http://dx.doi.org/10.1016/j.sysconle.2009.01.008

Elliott RJ; Leung H; Deng J, 2008, 'A Non-Linear Filter', Stochastic Analysis and Applications, vol. 26, pp. 856 - 862, http://dx.doi.org/10.1080/07362990802128743


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