Enhanced poisson sum representation for alpha-stable processes

In this paper we present Poisson sum series representations for α-stable (αS) random variables and a-stable processes, in particular concentrating on continuous-time autoregressive (CAR) models driven by α-stable Lévy processes. Our representations aim to provide a conditionally Gaussian framework, which will allow parameter estimation using Rao-Blackwellised versions of state of the art Bayesian computational methods such as particle filters and Markov chain Monte Carlo (MCMC). To overcome the issues due to truncation of the series, novel residual approximations are developed. Simulations demonstrate the potential of these Poisson sum representations for inference in otherwise intractable α-stable models. © 2011 IEEE.

Efficient minimum manoeuvre time optimisation of an oversteering vehicle at constant forward speed

A receding horizon steering controller is presented, capable of pushing an oversteering nonlinear vehicle model to its handling limit while travelling at constant forward speed. The controller is able to optimise the vehicle path, using a computationally efficient and robust technique, so that the vehicle progression along a track is maximised as a function of time. The resultant method forms part of the solution to the motor racing objective of minimising lap time. © 2011 AACC American Automatic Control Council.