activity
20072025
most citedOn Particle Methods for Parameter Estimation in State-Space Models

362 citations · 427 across the 10 of their papers we have counts for

collaborators

10 papers

stat.AP2025

Uncovering Drivers of EU Carbon Futures with Bayesian Networks

Jan Maciejowski, Manuele Leonelli

The European Union Emissions Trading System (EU ETS) is a key policy tool for reducing greenhouse gas emissions and advancing toward a net-zero economy. Under this scheme, tradeabl…

eess.SY2017

Moving Horizon Estimation for ARMAX process with t-Distribution Noise

Dexiang Zhou, Keck Voon Ling, Weng Khuen Ho +1

In this paper, instead of the usual Gaussian noise assumption, -distribution noise is assumed. A Maximum Likelihood Estimator using the most recent N measurements is proposed fo…

math.OC2015

Sequential Monte Carlo Optimisation for Air Traffic Management

A. J. Eele, J. M. Maciejowski

This report shows that significant reduction in fuel use could be achieved by the adoption of `free flight' type of trajectories in the Terminal Manoeuvring Area (TMA) of an airpor…

stat.CO2014★ 362 cited

On Particle Methods for Parameter Estimation in State-Space Models

Nikolas Kantas, Arnaud Doucet, Sumeetpal S. Singh +2

Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Mont…

math.OC2011★ 4 cited

Designing MPC controllers by reverse-engineering existing LTI controllers

Edward N. Hartley, Jan M. Maciejowski

This technical report presents a method for designing a constrained output-feedback model predictive controller (MPC) that behaves in the same way as an existing baseline stabilisi…

eess.SY2011★ 6 cited

Multiplexed Model Predictive Control

K. V. Ling, J. M. Maciejowski, A. G. Richards +1

This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are update…