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Estimation, Filtering, Decision, and Statistical Inference

Monographs and Books:

• Y. Bar-Shalom, X. R. Li, and T. Kirubarajan, Estimation with Applications to Tracking and Navigation: Theory, Algorithms, and Software, Wiley, New York, 2001, 558 pages, ISBN: 0-471-41655-X
• X. R. Li, Probability, Random Signals, and Statistics, CRC Press, Boca Baton, FL, 1999, 455 pages, ISBN: 0-8493-0433-4
• Y. Bar-Shalom and X. R. Li, Estimation and Tracking: Principles, Techniques, and Software, Artech House, Boston, MA, 1993, 511 pages, ISBN: 0-89006-643-4

Book Chapters:

• X. R. Li and T. Solanky, “Applications of sequential tests to target tracking by multiple models,” N. Mukhopadhyay, S. Datta, S. Chattopadhyay, eds., Applied Sequential Methodologies, Chapter 12, Marcel Dekker, New York, 2004, pp. 219–247 pdf
• V. P. Jilkov, X. R. Li, and D. S. Angelova, "Estimation of Markovian jump systems with unknown transition probabilities through Bayesian sampling," Numerical Methods and Applications, Springer Lecture Notes on Computer Science, 2003, pp. 307-315 pdf
  
• X. R. Li, "Engineer's guide to variable-structure multiple-model estimation for tracking," Y. Bar-Shalom and W. D. Blair, eds., Multitarget-Multisensor Tracking: Applications and Advances, Vol. 3, Chapter 10, Artech House, Boston, 2000, pp. 499-567 pdf
  
• X. R. Li, "Hybrid estimation techniques," C. T. Leondes, ed., Control and Dynamic Systems: Advances in Theory and Applications, Vol. 76, Academic Press, San Diego, 1996, pp. 213-287
  
• X. R. Li and Y. Bar-Shalom, "Performance prediction of hybrid algorithms," C. T. Leondes, ed., Control and Dynamic Systems: Advances in Theory and Applications, Vol. 72, Academic Press, San Diego, 1995, pp. 99-151

Journal Articles:

• X. R. Li and Z.-L. Zhao, “Evaluation of Estimation Algorithms—Part I: Incomprehensive Performance Measures,” to appear as a full-length paper in IEEE Transactions on Aerospace and Electronic Systems, July 2006
• Y.-M. Zhu and X. R. Li, “Optimal decision fusion given sensor rules,” to appear in Control Theory and Applications, 2006
• X. R. Li, Z.-L. Zhao, and X. B. Li, “General model-set design methods for multiple-model approach,” IEEE Transactions on Automatic Control, 50(9):1260–1276, September 2005 pdf
• X. R. Li, V. P. Jilkov, and J.-F. Ru, “Multiple-model estimation with variable structure—part VI: expected-mode augmentation,” IEEE Transactions on Aerospace and Electronic Systems, 41(3): 853–867, July 2005 pdf
• K.-S. Zhang, X. R. Li, and Y.-M. Zhu, “Optimal update with out-of-sequence observations for distributed filtering,” IEEE Transactions on Signal Processing, 53(6):1992–2004, June 2005 pdf
• Y. M. Zhu, X. R. Li, and J. Zhao, “Linear minimum variance estimation fusion,” Science in China, Ser. F: Information Sciences, 47(6): 728–740, December 2004 pdf
• V. P. Jilkov and X. R. Li, “Estimation of transition probability matrix for Markovian jump systems,” IEEE Transactions on Signal Processing, 52(6):1620–1630, June 2004 pdf
• V. P. Jilkov and X. R. Li, "On the generalized input estimation," Information and Security, 9: 107-113, 2002 pdf
  
• J. Zhou, Y.-M. Zhu, X. R. Li, and Z.-S. You, "Variants of Greville formula with applications to exact recursive least squares," SIAM Journal on Matrix Analysis and Applications, 24(1):150-164, 2002 pdf
• T.Kirubarajan, Huimin Chen, and Y.Bar-Shalom, "Parameter Estimation and the CRLB with Uncertain Origin Measurements," Methodology and Computing in Applied Probability 3(4), Dec.2001, pp.387-410
  
• X. R. Li, "Multiple-model estimation with variable structure-part II: model-set adaptation," IEEE Transactions on Automatic Control, 45(11):2047-2060, November 2000 pdf
  
• X. R. Li and Y. M. Zhang, "Multiple-model estimation with variable structure-part V: likely-model set algorithm," IEEE Transactions on Aerospace and Electronic Systems, 36(2):448-466, April 2000 pdf
  
• X. R. Li and Y. M. Zhang, "Numerically robust implementation of multiple-model algorithms," IEEE Transactions on Aerospace and Electronic Systems, 36(1):266-278, January 2000 pdf
• Tz. A. Semerdjiev, V. P. Jilkov, L.Mihaylova, "Multiple Model Estimation and Control of Stochastic Systems: A Survey," Automatics and Informatics, 1999 (In Bulgarian)
  
• X. R. Li, Y. M. Zhang, and X. R. Zhi, "Multiple-model estimation with variable structure-part IV: design and evaluation of model-group switching algorithm," IEEE Transactions on Aerospace and Electronic Systems, 35(1):242-254, January 1999 pdf
  
• X. R. Li, X. R. Zhi, and Y. M. Zhang, "Multiple-model estimation with variable structure-part III: model-group switching algorithm," IEEE Transactions on Aerospace and Electronic Systems, 35(1):225-241, January 1999 pdf
  
• X. R. Li, "Optimal selection of estimatee for multiple-model estimation with uncertain parameters," IEEE Transactions on Aerospace and Electronic Systems, 34(2):653-657, April 1998 pdf
  
• X. R. Li and Y. Bar-Shalom, "Multiple-model estimation with variable structure," IEEE Transactions on Automatic Control, 41(4):478-493, April 1996
  
• X. R. Li and Y. Bar-Shalom, "A recursive multiple model approach to noise identification," IEEE Transactions on Aerospace and Electronic Systems, 30(3):671-684, July 1994
  
• X. R. Li and Y. Bar-Shalom, "Performance prediction of the Interacting Multiple Model algorithm," IEEE Transactions on Aerospace and Electronic Systems, 29(3):755-771, July 1993
  
• X. R. Li and Y. Bar-Shalom, "Stability evaluation and track life of the PDAF for tracking in clutter," IEEE Transactions on Automatic Control, 36(5):588-602, May 1991

Conference Proceedings Papers:

• X. R. Li and Z.-L. Zhao, “Measuring Estimator's Credibility: Noncredibility Index,” Proc. 2006 International Conf. Information Fusion, Florence, Italy, July 2006, 8 pages
• X. R. Li and Z.-L. Zhao, “Testing Estimator's Credibility – Part II: Other Tests,” Proc. 2006 International Conf. Information Fusion, Florence, Italy, July 2006, 8 pages
• X. R. Li and Z.-L. Zhao, “Testing Estimator's Credibility – Part I: Tests for MSE,” Proc. 2006 International Conf. Information Fusion, Florence, Italy, July 2006, 8 pages
• Z.-L. Zhao, H. Chen, and X. R. Li, “Semiparametric Model Selection With Applications To Regression,” Proc. 2005 IEEE Workshop on Statistical Signal Processing, Bordeaux, France, July 2005, 6 pages pdf
• X. R. Li and Z.-L. Zhao, “Relative Error Measures for Evaluation of Estimation Performance,” Proc. 2005 International Conference on Information Fusion, Philadelphia, PA, July 2005, paper A7-4, 8 pages pdf
• Z.-L. Zhao and X. R. Li, “Interaction Between Estimators and Estimation Criteria,” Proc 2005 International Conference on Information Fusion, Philadelphia, PA, July 2005, paper A11-1, 6 pages pdf
• K.-S. Zhang, Y.-M. Zhu, and X. R. Li, “The Relation of Optimal Local Compression Rule and Local Likelihood Ratio Rule,” Proc. 2005 International Conference on Information Fusion, Philadelphia, PA, July 2005, paper C6-3, 6 pages pdf
• Z.-L. Zhao and X. R. Li, “Behavior of model probabilities in multiple-model algorithms,” Proc. 2005 International Conference on Information Fusion, Philadelphia, PA, July 2005, paper A11-4, 6 pages pdf
• H. Chen, and S. Huang, “A Comparative Study on Model Selection and Multiple Model Fusion”, Proc. 2005 International Conference on Information Fusion, Philadelphia, PA, July 2005.
• K.-S. Zhang and X. R. Li, “Optimal Sensor Data Quantization for Best Linear Unbiased Estimation Fusion,” Proc. IEEE Conference on Decision and Control, Atlantis, Paradise Island, Bahamas, December 2004, pp. 2656–2661
• X. R. Li, “Recursibility and Optimal Linear Estimation and Filtering,” Proc. IEEE Conference on Decision and Control, Atlantis, Paradise Island, Bahamas, December 2004, pp. 1761–1766 pdf
• Z.-L. Zhao and X. R. Li, “Probabilistic Model Approximation Measure and Multiple Model Estimation,” Proc. 38th Asilomar Conf. on Signals, Systems and Computers, Pacific Grove, CA, USA, November 7-10, 2004, pp. 2146–2150 pdf
• X. R. Li, “Recursibility, and Batch and Recursive Forms of Optimal Linear Estimation and Filtering” Proc. Workshop On Multisensor Target Tracking: A Tribute to Oliver E. Drummond, Key West, FL, USA, June 2004, 14 pages pdf
• X. R. Li and V. P. Jilkov, “A survey of maneuvering target tracking: approximation techniques for nonlinear filtering,” Proc. 2004 SPIE Conf. Signal and Data Processing of Small Targets, Vol. 5428-62, Orlando, FL, April 2004, pp. 537–550 pdf
• Y. M. Zhu and X. R. Li, “Extended Dampster-Shafer combination rules based on random set theory,” Proc. 2004 SPIE Conf. Multisensor, Multisource Information Fusion: Architectures, Algorithms, and Applications, Vol. 5434-11, Orlando, FL, April 2004, 9 pages pdf
• X. R. Li and V. P. Jilkov, “Overview of multiple-model methods for maneuvering target tracking,” Proc. 2003 SPIE Conf. Signal and Data Processing of Small Targets, San Diego, CA, August 2003, pp. 200–210
• A. S. Bashi and X. R. Li, “Development of a hybrid estimation toolbox for rapid prototyping,” Proc. 2003 SPIE Conf. Signal and Data Processing of Small Targets, San Diego, CA, August 2003, pp. 620–629 pdf
• Z.-L. Zhao, X. R. Li and V. P. Jilkov, “Best linear unbiased filtering with nonlinear measurements for target tracking,” Proc. 2003 SPIE Conf. Signal and Data Processing of Small Targets, San Diego, CA, August 2003, pp. 418–428 pdf
• M. Mallick, K.-S. Zhang, and X. R. Li, “Comparative analysis of multi-lag out-of-sequence measurement filtering algorithms,” Proc. 2003 SPIE Conf. Signal and Data Processing of Small Targets, San Diego, CA, August 2003, pp. 175–187
• J.-F. Ru and X. R. Li, "Interacting multiple-model algorithm with maximum likelihood estimation for FDI," Proc. 2003 IEEE International Symp. Intelligent Control, Houston, TX, October 2003, pp. 661-666
• X. R. Li and V. P. Jilkov, "A survey of maneuvering target tracking-part V: multiple-model methods," Proc. 2003 SPIE Conf. Signal and Data Processing of Small Targets, San Diego, CA, August 2003 pdf
• A. S. Bashi, V. P. Jilkov, X. R. Li, H.-M. Chen, "Distributed implementations of particle filters," Proc. 2003 International Conf. Information Fusion, Cairns, Australia, July 2003, pp. 1164-1171 pdf
• X. R. Li, "Optimal linear estimation fusion - part VII: dynamic systems," Proc. 2003 International Conf. Information Fusion, Cairns, Australia, July 2003, pp. 455-462
• K.-S. Zhang, X. R. Li, P. Zhang, H.-F. Li, "Optimal linear estimation fusion - part VI: sensor data compression," Proc. 2003 International Conf. Information Fusion, Cairns, Australia, July 2003, pp. 221-228 pdf
• X. R. Li, "Optimal linear estimation fusion for multisensor dynamic systems," Proc. Workshop on Multiple Hypothesis Tracking - A Tribute to Sam Blackman, San Diego, CA, USA, May 2003 pdf
• Y.-M. Zhu, J. Zhao, X. R. Li, "Performance comparison of optimally weighted LS and linear minimum variance estimation for linear model with random input," Proc. 41st IEEE Conference on Decision and Control, December 2002, pp. 4258-4263 pdf
• V. P. Jilkov, X. R. Li, and D. S. Angelova, "Estimation of Markovian jump systems with unknown transition probabilities through Bayesian sampling," Proc. Fifth International Conference on Numerical Methods and Applications, Sofia, Bulgaria, August 2002
• X. R. Li, Z.-L. Zhao, and V. P. Jilkov, "Estimator's credibility and its measures," Proc. IFAC 15th World Congress, Barcelona, Spain, July 2002, Paper no. 2779 pdf
• X. R. Li, V. P. Jilkov, J.-F. Ru, and A. Bashi, "Expected-mode augmentation algorithms for variable-structure multiple-model estimation," Proc. IFAC 15th World Congress, Barcelona, Spain, July 2002, Paper no. 2816 pdf
  
• V. P. Jilkov, X. R. Li, and L. Lu, "Performance enhancement of IMM estimation by smoothing," Proc. 2002 International Conference on Information Fusion, Annapolis, MD, July 2002, pp. 713-720
  
• X. R. Li, Z.-L. Zhao, P. Zhang, and C. He, "Model-set design for multiple-model estimation-part II: examples," Proc. 2002 International Conference on Information Fusion, Annapolis, MD, July 2002, pp. 1347-1354 pdf
  
• X. R. Li, "Model-set design for multiple-model estimation-part I," Proc. 2002 International Conference on Information Fusion, Annapolis, MD, July 2002, pp. 26-33 pdf
  
• K.-S. Zhang, X. R. Li, and Y.-M. Zhu, "Optimal update with out-of-sequence observations for distributed filtering," Proc. 2002 International Conference on Information Fusion, Annapolis, MD, July 2002, pp. 1519-1526 pdf
  
• Z.-L. Zhao, X. R. Li, V. P. Jilkov, and Y.-M. Zhu, "Optimal linear unbiased filtering with polar measurements for target tracking," Proc. 2002 International Conference on Information Fusion, Annapolis, MD, July 2002, pp. 1527-1534 pdf
  
• X. R. Li, Z.-L. Zhao, P. Zhang, and C. He, "Model-set design, choice, and comparison for multiple-model approach to hybrid estimation," Proc. Workshop on Signal Processing, Communications, Chaos and Systems, Newport, RI, June 2002, pp. 59-92
  
• J. Zhou, Y.-M. Zhu, and X. R. Li, "Exactly initialized recursive least squares," Proc. 40th IEEE Conf. Decision and Control, Orlando, FL, December 2001
  
• X. R. Li and V. P. Jilkov, "Expected-mode augmentation for multiple-model estimation," Proc. 2001 International Conf. Information Fusion, Montreal, QC, Canada, August 2001, pp. WeB1-3-WeB1-10 pdf
  
• V. P. Jilkov and X. R. Li, "Adaptation of transition probability matrix for multiple model estimators," Proc. 2001 International Conf. Information Fusion, Montreal, QC, Canada, August 2001, pp. ThB1-3-ThB1-10 pdf
  
• X. R. Li and Z.-L. Zhao, "Measures of performance for evaluation of estimators and filters," Proc. 2001 SPIE Conf. Signal and Data Processing of Small Targets, vol. 4473, San Diego, CA, July-August 2001, pp. 530-541 pdf
  
• X. R. Li, Z.-L. Zhao, and V. P. Jilkov, "Practical measures and test for credibility of an estimator," Proc. Workshop on Estimation, Tracking, and Fusion - A Tribute to Yaakov Bar-Shalom, Monterey, CA, May 2001, pp. 481-495 pdf
  
• X. R. Li and Z.-L. Zhao, "Practical measures for performance evaluation of estimators and filters," Proc. Workshop on Estimation, Tracking, and Fusion - A Tribute to Yaakov Bar-Shalom, Monterey, CA, May 2001, pp. 467-480
  
• X. R. Li, C.-Z. Han, and J. Wang: "Discrete-time linear filtering in arbitrarily correlated noise," Proc. 39th IEEE Conf. Decision and Control, Sydney, Australia, December 2000, pp. 1212-1217 pdf
• V. P. Jilkov, Tz. A. Semerdjiev, D. S. Angelova, "Monte Carlo Filtering Algorithm for Nonlinear Stochastic Environmental Model," In: Recent Advances in Numerical Methods and Applications, World Scientific, 1999, pp. 266-274
  
• Y. M. Zhu and X. R. Li, "Recursive least squares with linear constraints," Proc. 38th IEEE Conf. Decision and Control, Phoenix, AZ, December 1999, pp. 2414-2419 pdf
  
• X. R. Li and C. He, "Model-set design, choice, and comparison for multiple-model estimation," Proc. 1999 SPIE Conf. Signal and Data Processing of Small Targets, Vol. 3809-48, Denver, CO, July 1999, pp. 501-513
  
• X. R. Li and Y. M. Zhang, "Numerically robust implementation of multiple-model algorithms," Proc. IFAC 14th World Congress, Beijing, China, July 1999, Vol. P, pp. 235-240
  
• X. R. Li and C. He, "Model-set choice for multiple-model estimation," Proc. IFAC 14th World Congress, Beijing, China, July 1999, 3a-154
  
• X. R. Li and C. He, "Optimal initialization of linear recursive filters," Proc. 37th IEEE Conf. Decision and Control, Tampa, FL, December 1998. pp. 2335-2340 pdf
  
• X. R. Li, "Model-set adaptation in variable-structure MM estimation by hypothesis testing," Proc. 1998 American Control Conf., Philadelphia, PA, June 1998, pp. 2439-2443
  
• X. R. Li and Y. M. Zhang, "Multiple-model estimation with variable structure: likely-model set algorithm," in Proc. 1998 SPIE Conf. Signal and Data Processing of Small Targets, Vol. 3373-26, Orlando, FL, April 1998, pp. 234-246
  
• X. R. Li, " Model-set sequence conditioned estimation for variable-structure MM estimation," in Proc. 1998 SPIE Conf. Signal and Data Processing of Small Targets, Vol. 3373-58, Orlando, FL, April 1998, pp. 546-558
  
• O. E. Drummond, X. R. Li, and C. He, "Comparison of various static multiple-model estimation algorithms," in Proc. 1998 SPIE Conf. Signal and Data Processing of Small Targets, Vol. 3373-50, Orlando, FL, April 1998, pp. 510-527
• L. Mihaylova, V. P. Jilkov, Tz. A. Semerdjiev, "A Combination Algorithm for Noise Identification," In: Proc. of the European Conf. on Circuit Theory & Design (ECCTD'97), Budapest, Hungary, 30 VIII - 3 IX 1997
• V. P. Jilkov, D. S. Angelova, Tz. A. Semerdjiev, "Filtering of Hybrid Systems: Bootstrap versus IMM," In: Proc. of the European Conf. on Circuit Theory & Design (ECCTD'97), Budapest, Hungary, 30 VIII - 3 IX 1997
• X. R. Li, Y. M. Zhang, and X. R. Zhi, "Multiple-model estimation with variable structure: model-group switching algorithm," Proc. 36th IEEE Conf. Decision and Control, San Diego, CA, December 1997, pp. 3114-3119
  
• X. R. Li, X. R. Zhi, and Y. M. Zhang, "Model-group switching algorithm for multiple-model estimation with variable structure," Proc. AIAA Conf. Guidance, Navigation, and Control, New Orleans, LA, August 1997, Paper 97-3453, pp. 32-42
  
• X. R. Li, Y. M. Zhang, and X. R. Zhi, "Design and evaluation of model-group switching algorithm for multiple-model estimation with variable structure," Proc. 1997 SPIE Conf. Signal and Data Processing of Small Targets, Vol. 3163, 3163-38, San Diego, CA, July 1997, pp. 388-399
  
• X. R. Li, "Optimal selection of estimatee for parameter estimation using multiple models," in Proc. 1997 American Control Conf., Albuquerque, NM, June 1997, pp. 1052-1053
  
• X. R. Li, "Multiple-model estimation with variable structure: some theoretical considerations," Proc. 33rd IEEE Conf. Decision and Control, Orlando, FL, December 1994, pp. 1199-1204
  
• X. R. Li and Y. Bar-Shalom, "A hybrid conditional averaging technique for performance prediction of algorithms with continuous and discrete uncertainties," Proc. 1994 American Control Conf., Baltimore, MD, June 1994, pp. 1530-1534
• V. P. Jilkov, "Square-Root PDA Filtering," In Proc. of the International Conf. on Mathematical Modelling and Scientific Computations, Sozopol, September 1993, pages 67-72, Datecs Publishing, Sofia, 1993
  
• X. R. Li and Y. Bar-Shalom, "A recursive hybrid system approach to noise identification," Proc. 1st IEEE Conf. Control Applications, Dayton, OH, September 1992, pp. 847-852
  
• X. R. Li, "Generation of random points in hyperellipsoids," Proc. 1st IEEE Conf. Control Applications, Dayton, OH, September 1992, pp. 654-658
  
• X. R. Li and Y. Bar-Shalom, "Performance prediction of the Interacting Multiple Model algorithm," Proc. 1992 American Control Conf., Chicago, IL, June 1992, pp. 2109-2113
  
• X. R. Li and Y. Bar-Shalom, "Mode set adaptation in multiple-model estimators for hybrid systems," Proc. 1992 American Control Conf., Chicago, IL, June 1992, pp. 1794-1799
  
• Y. Bar-Shalom, X. R. Li, and K. C. Chang, "Non-stationary noise identification with Interacting Multiple Model algorithm," Proc. 5th IEEE International Symposium on Intelligent Control, Philadelphia, PA, September 1990, pp. 585-589

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