3 accepted papers
Networks of interacting Hawkes processes have emerged as useful models in neuroscience, geophysics, high frequency finance, and social network analysis. The Hawkes process is of fundamental importance, being a point process analog of an autoregression. Here we develop a fixed gain adaptive (aka onli…
There is an achilles heel underlying the consensus literature. It has been known for some time that measurement noise causes the explosive growth of the consensus mode. Here we state the noise problem; characterise the behaviour of the noisy consensus system including its drift to ∞ critique the exi…
We consider estimation of the angular velocity of a satellite undergoing noisy process dynamics. Modelling the attitude as a diffusion process evolving in SO(3), we propose an offline nonparametric estimator of the angular velocity over an interval based on noise free observations of the attitude. T…