A new algorithm for passively estimating the ranges and bearings of multiple narrow-band
sources using a uniform linear sensor array is presented. The algorithm is computationally …

Consider a long-only investor who has an extremely negative view about a typical stock. The
investor’s ability to benefit from this insight is very limited. The most the investor can do is …

The authors present polynomial-based Newton algorithms for maximum likelihood estimation
(MLE) of the parameters of multiple exponential signals in noise. This formulation can be …

We consider the optimality of portfolios not subject to short-selling constraints and derive
conditions that a universe of securities must satisfy for an optimal active portfolio to be dollar …

This paper analyzes two direction-of-arrival (DOA) estimation algorithms used in the
presence of multipath propagation and with very few snapshots. The conditional maximum …

AN adaptive algorithm is developed for online estimation of the poles of autoregressive (AR)
processes. The method estimates the poles directly from the data without intermediate …

Presents a new algorithm for passive localization of multiple narrow-band near-field sources
using a uniform linear array. The algorithm is computationally efficient and has global …

The authors present a Newton algorithm for exact maximum likelihood estimation of the
parameters of multiple exponential signals in additive white Gaussian noise. Closed-form …

A polynomial factorization algorithm is presented which updates all roots simultaneously and
efficiently in response to coefficient perturbations. The algorithm requires approximately 2n/…

The authors present two new polynomial factorization algorithms suitable for use in adaptive
signal processing applications where it is required to track the movements of roots. Their …