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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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- V. P. Jilkov and X. R. Li, "On the generalized input estimation,"
Information and Security, 9: 107-113, 2002
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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
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- 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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