Asymptotically risk-efficient sequential point estimation of regular functionals of distribution functions based on U-statistics is considered under appropriate regularity conditions. Some auxiliary results on U-statistics are also considered in this context. fu~S Subject Classification: 62L12, 62LlS, 62G99.

Bearings-only tracking (BOT) plays a vital role in underwater surveillance. In BOT, measurement is tangentially related to state of the system. This also corrupted with noise due turbulent environment. Hence estimation process using BOT becomes nonlinear. necessitates use nonlinear filtering algorithms place traditional linear filters like Kalman filter. general, these utilize assumption measur...

We present a compartmentalized approach to finding the maximum a-posteriori (MAP) estimate of a latent time series that obeys a dynamic stochastic model and is observed through noisy measurements. We specifically consider modern signal processing problems with non-Markov signal dynamics (e.g. group sparsity) and/or non-Gaussian measurement models (e.g. point process observation models used in n...

in this article we study steensen method to solve nonlinear matrix equation x+a^t x^(-1) a=q, when a is a normal matrix. we establish some conditions that generate a sequence of positive denite matrices which converges to solution of this equation.

Earned value management (EVM) is a well-known approach in a project control system which uses some indices to track schedule and cost performance of a project. In this paper, a new statistical framework based on self-starting monitoring and change point estimation is proposed to monitor correlated EVM indices which are usually auto-correlated over time and non-normally distributed. Also, a new ...