Parameter estimation of the BOLD fMRI model within a general particle filter framework

This work demonstrates a novel Bayesian learning approach for model based analysis of Functional Magnetic Resonance (fMRI) data. We use a physiologically inspired hemodynamic model and investigate a method to simultaneously infer the neural activity together with hidden state and the physiological parameter of the model. This joint estimation problem is still an open topic. In our work we use a Particle Filter accompanied with a kernel smoothing approach to address this problem within a general filtering framework. Simulation results show that the proposed method is a consistent approach and has a good potential to be enhanced for further fMRI data analysis.

New results in robust functional state estimation using two sliding mode observers in cascade

 This paper presents a functional observer scheme using two sliding mode observers in cascade. A coordinate transformation is performed on the system such that existing sliding mode observer theory can be directly applied to achieve functional state estimation. The necessary and sufficient existence conditions for the scheme (in terms of the original system matrices) are also investigated, and they are found to be less stringent than earlier work on functional state estimation using one sliding mode observer; this could have benefits in terms of cost and simplicity. A numerical example verifies the effectiveness of the scheme.

Uplink power control via adaptive Hidden-Markov-Model-Based pathloss estimation

Dynamic variations in channel behavior is considered in transmission power control design for cellular radio systems. It is well known that power control increases system capacity, improves Quality of Service (QoS), and reduces multiuser interference. In this paper, an adaptive power control design based on the identification of the underlying pathloss dynamics of the fading channel is presented. Formulating power control decisions based on the measured received power levels allows modeling the fading channel pathloss dynamics in terms of a Hidden Markov Model (HMM). Applying the online HMM identification algorithm enables accurate estimation of the real pathloss ensuring efficient performance of the suggested power control scheme.

On the estimation and inference in factor-augmented panel regressions with correlated loadings

In an influential paper, Pesaran [Pesaran, M.H. (2006). Estimation and inference in large heterogeneous panels with a multifactor error structure. Econometrica 74, 967–1012] proposes a very simple estimator of factor-augmented regressions that has since then become very popular. In this note we demonstrate how the presence of correlated factor loadings can render this estimator inconsistent.