Publications of Vikram Krishnamurthy listed by subject.

Sensor Networks, Sensor Management and Scheduling:

Constrained Markov Decision Processes, Partially Observed Markov Decision Processes (POMDPs), Integrated Target Tracking and Sensor Management, Structural Results such as monotone policies, Multi-armed bandits. Multifunction radars, Stochastic context free grammars, Bandwidth constrained target tracking, Game Theoretic Missile deflection. Meta-level Sensor Management. Social learning in Sensor Networks.

V. Krishnamurthy, M. Maskery, M. Ngo, Game Theoretic Activation and Transmission Scheduling in Unattended Ground Sensor Networks: A Correlated Equilibrium Approach, in Wireless Sensor Networks: Signal Processing and Communication Perspectives, Wiley, Editors: A. Swami, Q. Zhao, Y.W. Hong and L.Tong, 2007 .

  • T. Brehard, V. Krishnamurthy, Optimal Data Incest Removal in Bayesian Decentralized Estimation over a Sensor Network}, ICASSP 2007.

  • M. Maksery, V. Krishnamurthy, {\em Decentralized Activation in a ZigBee-enabled Unattended Ground Sensor Network: A Correlated Equilibrium Game Theoretic Analysis}, 2007 IEEE International Conference on Communications (ICC 2007), Glasgow, 2007.

  • L. Pillutla, V. Krishnamurthy, {\em Minimum Energy Data Gathering in Correlated Sensor Networks with Cooperative Transmission}, 2007 IEEE International Conference on Communications (ICC 2007), Glasgow, 2007.

  • S. Jang, X. Wang, V. Krishnamurthy, Discrete Stochastic Approximation Algorithms for Design of Optimal Sensor Fusion Rule, International Journal of Security and Networks, Special Issue on Theoretical and Algorithmic Aspects in Sensor Networks, Vol.2, No.3/4, 2007.

  • G. Yin, C. Ion, V. Krishnamurthy, How does a stochastic approximation algorithm adapt to a randomly evolving optimum with Jump Markov Sample paths , Mathematical Programming B (special issue dedicated to B.T. Polyak's 70th Birthday). [download abstract -- full paper available later.]; 33 pages.

  • M. Maskery and V. Krishnamurthy, Cooperative Engagement against Anti-Ship Missiles: A Correlated Equilibrium Game Theoretic Approach to Netcentric Force Protection, IEEE Trans.\ Aerospace \& Electronic Systems, 2007 (accepted).

  • D. Djonin and V. Krishnamurthy, Q-Learning Algorithms for Constrained Markov Decision Processes with Randomized Monotone Policies: Applications to MIMO Transmission Control IEEE Transactions Signal Processing, Vol.55, No.5, pp.2170--2181, 2007

  • Y. Chen, Q, Zhao, V. Krishnamurthy, D. Djonin, Transmission Scheduling for Optimizing Sensor Network Lifetime: A Stochastic Shortest Path Approach, IEEE Transactions Signal Processing, Vol.55, No.5, pp.2294--2309, 2007.

  • new N. Visnevski, V Krishnamurthy, A. Wang and S. Haykin, Syntatic Model\ ing ad Signal Processing of Multifunction Radars: A Stochastic Context Free Grammar Approach , Proceedings of the IEEE, Special Issue on Estimation and Control of Large Scale Systems, April 2007, 21 pages, to appear.

  • A. Wang, V. Krishnamurthy Threat Estimation of Multifunction Radars: Modeling and Statistical Signal Processing of Stochastic Context Free Grammars, ICASSP 2007.

  • M. Maskery and V. Krishnamurthy, i> Decentralized Management of Sensors in a Multi-attribute Environment +under Weak Network Congestion. ICASSP 2006, Istanbul.
  • M. Maskery, V. Krishnamurthy and C. O'Regan, {\em Decentralized Algorithms for Netcentric Force Protection against Anti-Ship Missiles}, IEEE Transactions Aerospace and Electronic Systems, 2006 (accepted).

  • V. Krishnamurthy, D. Djonin, Structured Threshold Policies for Dynamic Sensor Scheduling--A Partially Observed Markov Decision Process Approach, IEEE Transactions Signal Processing, 2007 (accepted).

  • F. Ghassemi, V. Krishnamurthy, {\em A Stochastic Search Approach for Optimal UAV Trajectory Planning in Localization Problems}, ICASSP 2006, Istanbul.

  • L. Johnston and Vikram Krishnamurthy, Opportunistic File Transfer over a Fading Channel - A POMDP Search Theory Formulation with Optimal Threshold Policies , IEEE Transactions Wireless Communications, Vol.5, No.2, pp.394--405, Feb. 2006.

  • J. Wintenby, Vikram Krishnamurthy, Hierarchical Resource Management in Adaptive Airborne Surveillance Radars , IEEE Transactions Aerospace Electronic Systems, Vol.42., No.2, pp.401--420, April 2006.

  • L. Pillutla and V. Krishnamurthy, {\em Joint Rate and Cluster Optimization in Cooperative MIMO Sensor Networks}, Sixth IEEE International Workshop in Signal Processing Advances in Wireless Communications (SPAWC-2005), NY, 2005.

  • Vikram Krishnamurthy, Decentralized Emission Management for Low Probability of Intercept Sensor Platforms in Network Centric Warfare -- A Multi-armed Bandit Approach, IEEE Trans Aerospace & Electronic Systems, pp.133--152, Vol.41, No.1, Jan 2005.

  • R. Evans, Vikram Krishnamurthy and G. Nair, Networked Sensor Management and Data Rate Control for Tracking Maneuvering Targets, IEEE Transactions on Signal Processing, Vol.53, No.6, pp.1979--1991, June 2005.

  • S. McLaughlin, V. Krishnamurthy and R. Evans, {\em A Graph Theoretic Approach to Data Incest Management in Network Centric Warfare}, Information Fusion 2005, Philadephia, July 2005.

  • S. Singh and Vikram Krishnamurthy, The optimal search for a Markovian target when the search space is constrained: the infinite horizon case , IEEE Trans Automatic Control, pp.487--492, March 2003.

  • Vikram Krishnamurthy, R.J. Evans, Correction to Hidden Markov Model Multi-arm Bandits: A Methodology for Beam Scheduling in Multi-Target Tracking, IEEE Trans Signal Processing, Vol.51, No.6, pp.1662--1663, June 2003.

  • Vikram Krishnamurthy and S. Dey Reduced Complexity Spatio-Temporal Image-Based Tracking Filters for Maneuvering Targets , IEEE Trans Aerospace and Electronic Systems, Vol.39, No.4, pp.1277--1291, Oct. 2003.

  • L. Johnston, Vikram Krishnamurthy, Performance Analysis of a Dynamic Programming Track Before Detect Algorithm, IEEE Transactions on Aerospace and Electronic Systems, Vol.38, No.1, pp.228-242, January 2002.

  • Vikram Krishnamurthy, Algorithms for Optimal Scheduling of Hidden Markov Model Sensors, IEEE Trans Signal Processing, 2002, Vol.50, No.6, pp.1382--1397, June 2002.

  • J.S. Evans and Vikram Krishnamurthy, Optimal Sensor Scheduling for Hidden Markov Model State Estimation, International Journal of Control, Special Issue on Parameter Identification and State Estimation for Nonlinear Models, Vol.74, No.18, pp.1737-1742, December 2001.

  • Vikram Krishnamurthy and R.J. Evans, Beam Scheduling for Electronically Scanned Array Tracking Systems using Multi-arm Bandits, IEEE Trans Signal Processing, Vol.49, No.12, pp.2893-2908, December 2001,

    Cognitive Radio and Cross Layer Optimization in Wireless Networks:

  • M. Maskery, V. Krishnamurthy, Q. Zhao, Game Theoretic Learning and Pricing for Dynamic +Spectrum Access in Cognitive Radio, in Cognitive Wireless Communications Networks, Springer Verlag, Editors: V. Bhargava and E. Hossain, 2007. {\bf (invited)}.
  • V. Krishnamurthy, M. Maskery, M. Ngo, Game Theoretic Activation and Transmission Scheduling in Unattended Ground Sensor Networks: A Correlated Equilibrium Approach, in Wireless Sensor Networks: Signal Processing and Communication Perspectives, Wiley, Editors: A. Swami, Q. Zhao, Y.W. Hong and L.Tong, 2007 .

  • F. Yu, V. Krishnamurthy, Optimal Joint Session Admission Control in Integrated WLAN and CDMA Cellular Network, IEEE Transactions Mobile Computing, Vol6. No.1, pp.126--139, January 2007.

  • M. Ngo, V. Krishnamurthy, Game Theoretic Cross Layer Transmission Policies in Multipacket Reception Wireless Networks, IEEE Trans Signal Processing, Vol.55, No.5, pp.1911-1927, May 2007.

  • D. Djonin and V. Krishnamurthy, Q-Learning Algorithms for Constrained Markov Decision Processes with Randomized Monotone Policies: Applications to MIMO Transmission Control IEEE Transactions Signal Processing, Vol.55, No.5, pp.2170--2181, 2007

  • T. Issariyakul, E. Hossain, V. Krishnamurthy, Packet-Level Performance Statistics in a Wireless Network Using Amplify-and-Forward Cooperative Diversity, 2006 IEEE International Conference on Communications (ICC 2006).
  • new S Ali, V. Krishnamurthy, V. Leung, Mobility Assisted Opportunistic Scheduling in Cellular Data Networks, IEEE Transactions Mobile Computing, vol.6, No.6, pp.633-648, June 2007 (featured article in June 2007 issue).

  • V. Krishnamurthy, D. Djonin, Structured Threshold Policies for Dynamic Sensor Scheduling--A Partially Observed Markov Decision Process Approach, IEEE Transactions Signal Processing, 2007 (accepted).

  • A. Wang, V. Krishnamurthy, Mobility Enhanced Smart Antenna Adaptive Sectoring for Uplink Capacity Maximization in CDMA Cellular Networks, IEEE Transactions Communications, 2007 (accepted).

  • L. Johnston and Vikram Krishnamurthy, Opportunistic File Transfer over a Fading Channel - A POMDP Search Theory Formulation with Optimal Threshold Policies , IEEE Transactions Wireless Communications, Vol.5, No.2, pp.394--405, Feb. 2006.

  • F. Yu, Vikram Krishnamurthy, V. Leung, Cross-Layer Optimal Connection Admission Control for Variable Bit Rate Multimedia Traffic in Packet Wireless CDMA Networks, IEEE Transactions Signal Processing, Vol.54, No.2, pp.542--555, Feb. 2006.

  • F. Yu, Vikram Krishnamurthy, Effective Bandwidth of Multimedia Traffic in Packet Wireless CDMA Networks with LMMSE Receivers -- a Cross Layer Perspective, IEEE Transactions Wireless Communications, Vol.5, No.2, pp.542--555, March 2006.

  • X. Wang, Vikram Krishnamurthy, J. Wang, Stochastic Gradient Algorithms for Design of Minimum Error-rate Linear Dispersion Codes in MIMO Wireless Systems, IEEE Transactions Signal Processing, Vol.54, No.4, pp.1242-1255, April 2006.

  • A Farrokh, V. Krishnamurthy, Opportunistic Scheduling for Streaming Users in HSDPA Multimedia Systems , IEEE Transactions Multimedia Systems, Vol.8, No.4, pp.844--855, August 2006.

  • F. Yu and V. Krishnamurthy, Cross-Layer Radio Resource Allocation in Packet CDMA Wireless Mobile Networks, ACM/Baltzer Wireless Networks, October 2006, (16 pages).

  • N.T. Bui, Vikram Krishnamurthy and H.V. Poor, On-line Bayesian Based Activity Detection in DS/CDMA Networks, IEEE Transactions Signal Processing, pp.371--375, Vol.53, No.1, Jan 2005.

  • Vikram Krishnamurthy, C. Athaudage, D. Huang, Adaptive OFDM Synchronization Algorithms Based on Discrete Stochastic Approximation, IEEE Transactions Signal Processing, Vol.53, No.4, April 2005, pp.1561--1574.

  • G. Yin and Vikram Krishnamurthy Analysis of LMS Algorithm for Slowly Varying Markovian Parameters -- Tracking Slow Hidden Markov Models and Adaptive Multiuser Detection in DS/CDMA, IEEE Trans Information Theory, 2005, Vol.51, No.7, pp.2475--2490, July 2005.

  • I. Berenguer, X. Wang and Vikram Krishnamurthy, Adaptive MIMO Antenna Selection via Discrete Stochastic Optimization, IEEE Transactions Signal Processing, Vol.53, No.11, pp.4315--4329, 2005.

  • F. Yu, Vikram Krishnamurthy, Efficient Radio Resource Management in Integrated WLAN/CDMA Mobile Networks , Telecommunication Systems Journal, pp.177-192, 2005. Springer Verlag.
  • S. Buzzi, Vikram Krishnamurthy, M. Lops, H. Vincent Poor, Blind Multiuser Detection in Multirate CDMA based on Cyclic LMS Adaptation, Wireless Personal Communications, pp.293-320, Vol.27, No.4, January 2004.

  • G. Yin, Vikram Krishnamurthy and C. Ion, Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization, SIAM Journal on Optimization, Vol.14, No.4, pp.1187--1215, 2004.
  • Vikram Krishnamurthy, X. Wang and G.Yin, Spreading Code Optimization and Adaptation in CDMA via Discrete Stochastic Approximation, IEEE Transactions on Information Theory, pp.1927--1949, Vol.50, No.9, Sept.2004.

  • G. Yin, Vikram Krishnamurthy and C.Ion Iterate Averaging Sign Algorithms for Adaptive Filtering with Applications to Blind Multiuser Detection., IEEE Trans Information Theory, Vol.49, No.3, pp.657--671, March 2003.

  • S. Singh, Vikram Krishnamurthy and H.V. Poor, Integrated Voice/Data Call Admission Control for Wireless DS-CDMA Systems with Fading, IEEE Transactions Signal Processing, Vol.50, No.6, pp.1483--1495 June 2002.

  • N. T. Bui, Vikram Krishnamurthy and R.J. Evans, Detection Aided Recursive Least Squares Adaptive Multiuser Detection in DS/CDMA, IEEE Signal Processing Letters, Vol.9, No.8, pp.229--232, October 2002.

  • Vikram Krishnamurthy, G. Yin and S.Singh, Adaptive Step Size Algorithms for Blind Interference Suppression in DS/CDMA Systems, IEEE Transactions on Signal Processing, Vol.49, No.1, pp.190-201, January 2001.

  • Vikram Krishnamurthy, Averaged Stochatic Gradient Algorithms for Adaptive Blind Multiuser Detection in DS/CDMA Systems, IEEE Transactions on Communications, Vol.48, No.1, pp.125-134, January 2000.

  • K. Dogancay, Vikram Krishnamurthy, Blind identification of fractionally spaced communication channels, Signal Processing, Vol.77, No.3, pp.275-288, 1999.

  • L. Johnston, Vikram Krishnamurthy, Hidden Markov Model Algorithms for Narrowband Interference Suppression in CDMA Spread Spectrum Systems, Signal Processing, Volume 79, No. 3, pp.315-324, 1999.

  • K. Dogancay, Vikram Krishnamurthy, Blind on-line testing for equalization errors in digital communication systems, IEEE Transactions on Information Theory, Vol. 44, No.4, pp. 1677-1686, July 1998.

  • G.D. Brushe, Vikram Krishnamurthy, L.B. White, A Reduced Complexity On-line State Sequence and Parameter Estimator for Superimposed Convolutional Coded Signals, IEEE Trans. Communications, Vol.45, No.12, pp.1565-1574, Dec 1997.

    Biological Ion Channels (Nanotubes):

    Signal Processing for Ion Channels, Protein Dynamics and Permeation, Biosensors.

  • new V. Krishnamurthy, K. Luk, B. Cornell, D. Martin, Gramicidin Ion Channel based Nano-Biosensors: Construction, Stochastic Dynamical Models and Statistical Detection Algorithms , IEEE Sensors Journal, Vol.7, No.9, September 2007.

  • new M. Hoyles, V. Krishnamurthy, M Siksik, S.H Chung, Brownian Dynamics Theory for Predicting Internal and External Blockages of Tetraethylamonium in the KcsA Potassium Channel ,Biophysical Journal, accepted 2007.

  • new T.Vora, V. Krishnamurthy, S.H Chung, Estimating the dielectric constant of the channel protein and pore , European Biophysics Journal, accepted 2007.

  • new V. Krishnamurthy, T. Vora, S.H. Chung, Adaptive Brownian Dynamics Algorithms for Estimating the Shape of Sodium Ion Channels, Journal of Nanoscience and Nanotechnology, Vol.7, pp.2273--2282, 2007 (invited -- special issue on Bio-nanotubes). [download abstract -- full paper available later.]

  • V. Renugopalakrishnan, V. Krishnamurthy, Preface: A Special Section on Bionanotubes, Journal of Nanoscience and Nanotechnology, Vol.7, pp.i-iii, July 2007.

  • new V. Krishnamurthy and S.H. Chung, Large-scale Dynamical Models and Estimation for Permeation in Biological Membrane Ion Channels, Proceedings of the IEEE, Special Issue on Estimation and Control of Large Scale Systems, April 2007, 23 pages, to appear.

  • V. Krishnamurthy, K. Luk, B. Cornell, D. Martin, Gramicidin Ion Channel based Nano-Biosensors: Construction, Stochastic Dynamical Models and Statistical Detection Algorithms, IEEE Sensors Journal, 2007 (accepted).

  • Vikram Krishnamurthy, G Yin, Controlled Hidden Markov Models for Dynamically Adapting Patch Clamp Experiment to Estimate Nernst Potential of Single-Ion Channels , IEEE Transactions Nanobioscience , Vol.5, No.2, pp.115--125, June 2006.

  • Vikram Krishnamurthy, S.H. Chung, Adaptive Brownian Dynamics for Estimation Potential of Mean Force in Ion Channel Permeation , IEEE Transactions Nanobioscience , Vol.5. Np.2, pp.126--138, June 2006.

  • V. Krishnamurthy, M. Hoyles, R. Saab, S.H. Chung, Permeation in Gramicidin Ion Channels by Directly Estimating the Potential of Mean Force using Brownian Dynamics Simulation , Journal of Computational and Theoretical Nanoscience, Vol.3, pp.702--711, 2006.

  • Vikram Krishnamurthy and S.H. Chung, Ion channels - estimation and control at macroscopic and nano scales, Australian Journal of Electrical & Electronics Engineering, Vol.2, No.1, pp.59--68, 2005.

  • Vikram Krishnamurthy and S.H. Chung, Brownian Dynamics Simulation for Modeling Ion Permeation Across Bio-Nanotubes, IEEE Transactions NanoBioScience, Vol.4, pp. 102--111, March 2005.

  • Vikram Krishnamurthy, Dynamic Ion Channel Activation in Patch Clamp on a Chip , IEEE Trans. NanoBioScience, pp.217--224, Vol.3, No.3, September 2004.

  • Vikram Krishnamurthy and S.H. Chung, Adaptive Learning Algorithms for Nernst Potential and Current-Voltage Curves in Nerve Cell Membrane Ion Channels , IEEE Transactions NanoBioscience, Vol.2, No.4, pp.266-278, December 2003.

  • Vikram Krishnamurthy, J.B. Moore and S.H. Chung, Hidden Markov Model Signal Processing in the presence of unknown deterministic interferences, IEEE Trans Auto. Control, Vol. 38, No.1, pp.146-152, Jan.1993.
  • Vikram Krishnamurthy, J.B. Moore and S.H. Chung, Hidden Fractal Model Signal Processing, Signal Processing, pp.177-192, Vol.24, No.2, Aug.1991.
  • S.H. Chung, Vikram Krishnamurthy, J.B. Moore, Adaptive Processing Techniques based on Hidden Markov Models for characterizing very small channel currents buried in noise and deterministic interferences, Philosophical Transactions of the Royal Society, Lond. B, pp.357-384, 1991.

    Stochastic Analysis:

    Stochastic Filtering Theory, Ito Calculus, Weak Convergence, Stochastic Approximation Algorithms

  • G. Yin, C. Ion, V. Krishnamurthy, How does a stochastic approximation algorithm adapt to a randomly evolving optimum with Jump Markov Sample paths , Mathematical Programming B (special issue dedicated to B.T. Polyak's 70th Birthday). [download abstract -- full paper available later.]; 33 pages.

  • Vikram Krishnamurthy, G Yin, Controlled Hidden Markov Models for Dynamically Adapting Patch Clamp Experiment to Estimate Nernst Potential of Single-Ion Channels , IEEE Transactions Nanobioscience , Vol.5, No.2, pp.115--125, June 2006.

  • G. Yin and Vikram Krishnamurthy, Least Mean Squares Algorithms with Markov Regime Switching Limit, IEEE Transactions Automatic Control, Vol.50, No.5, pp.577--593, May 2005.

  • G. Yin and Vikram Krishnamurthy Analysis of LMS Algorithm for Slowly Varying Markovian Parameters -- Tracking Slow Hidden Markov Models and Adaptive Multiuser Detection in DS/CDMA, IEEE Trans Information Theory, 2005, Vol.51, No.7, pp.2475--2490, July 2005.

  • G. Yin, Vikram Krishnamurthy and C. Ion, Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization, SIAM Journal on Optimization, Vol.14, No.4, pp.1187--1215, 2004.
  • Vikram Krishnamurthy, X. Wang and G.Yin, Spreading Code Optimization and Adaptation in CDMA via Discrete Stochastic Approximation, IEEE Transactions on Information Theory, pp.1927--1949, Vol.50, No.9, Sept.2004.

  • G. Yin, Vikram Krishnamurthy and C.Ion Iterate Averaging Sign Algorithms for Adaptive Filtering with Applications to Blind Multiuser Detection., IEEE Trans Information Theory, Vol.49, No.3, pp.657--671, March 2003.

  • C.D. Charalambous, R.J. Elliott and Vikram Krishnamurthy Conditional Moment Generating Functions for Integrals and Stochastic Integrals , SIAM Journal Control and Optimization, Vol.42, No.5, pp.1578-1603.

  • Vikram Krishnamurthy and S. Dey Reduced Complexity Spatio-Temporal Image-Based Tracking Filters for Maneuvering Targets , IEEE Trans Aerospace and Electronic Systems, Vol.39, No.4, pp.1277--1291, Oct. 2003.

  • Vikram Krishnamurthy and G. Yin, Recursive Algorithms for Estimation of Hidden Markov Models and Autoregressive Models with Markov Regime, IEEE Transactions on Information Theory, Vol.48, No.2, pp.458-476, Feb 2002.

  • Vikram Krishnamurthy and R.J. Elliott, Robust Continuous-time Smoothers - without two-sided stochastic integrals, IEEE Trans Automatic Control, Vol.47, No.11, pp.1824--1841, November 2002.

  • S. Challa, Y. Bar-Shalom, Vikram Krishnamurthy, Nonlinear Filtering via Generalized Edgeworth Series and Gauss Hermite Quadrature, IEEE Transactions on Signal Processing, Vol.48, No.6, pp.1816-1820, June 2000.

  • J.S. Evans, Vikram Krishnamurthy, Optimal Filtering of Doubly Stochastic Auto-regressive Processes, Automatica, Vol.35, No.2, pp.241-250, Feb.1999.

  • J. S. Evans and Vikram Krishnamurthy, Exact filters for doubly stochastic AR models with conditionally Poisson observations, IEEE Transactions in Automatic Control, vol.44., No.4, pp.794-797, April, 1999.

  • R.J. Elliott and Vikram Krishnamurthy New Finite dimensional Filters for Estimation of Linear Gauss-Markov Models, IEEE Trans. Auto Control, Vol.44, No.5, pp.938-951, May 1999.

  • J. Manton, Vikram Krishnamurthy, R.J. Elliott, Discrete Time Filter for a Doubly Stochastic Poisson Process, International Journal of Adaptive Control and Signal Processing, Vol. 13 Issue 5, pp.393-416, August 1999.

  • L. Johnston, Vikram Krishnamurthy, Finite Dimensional Smoothers for MAP State Estimation of Bilinear Systems, IEEE Transactions Signal Processing, Vol.47, No.9, pp.2444-2459, September 1999.

  • R.J. Elliott Vikram Krishnamurthy and H.V. Poor, Exact Filters for Certain Moments and Stochastic Integrals of the State of Systems with Benes Nonlinearity, IEEE Transactions in Auto Control, Vol.44, No.10, pp.1929-1933, October 1999.

  • Vikram Krishnamurthy, J.S. Evans, Covert Tracking of Markov Jump Linear Systems, Automatica, Vol 34, No.6, pp.765-770, June 1998.

  • J. Manton, Vikram Krishnamurthy, H.V. Poor, James-Stein State Filtering Algorithms, IEEE Transactions Signal Processing, Vol. 46, No. 9, pp. 2431-2447, September 1998.

  • Vikram Krishnamurthy, R.J. Elliott, Filters for Estimating Markov Modulated Poisson Processes and Image-Based Tracking, Automatica, Vol 33, No.5, pp 821-833, May 1997.

  • Vikram Krishnamurthy, R.J. Elliott, Exact Finite Dimensional Filters for Doubly Stochastic Auto-regressive Processes, IEEE Trans. Automatic Control, Vol.42. No.9, September 1997, pp 1289-1293.

  • R.J. Elliott, Vikram Krishnamurthy, Exact Finite Dimensional Filters for Maximum Likelihood Parameter Estimation of Continuous-time Linear-Gaussian Systems, SIAM Journal on Control and Optimization, Vol.35, No.6, November 1997, pp 1908-1923.

  • M.R. James, Vikram Krishnamurthy, F. LeGland, Time Discretization of Continuous-Time Filters and Smoothers for HMM Parameter Estimation, IEEE Trans. Information Theory, Vol.32, No.2, pp 593-605 March 1996.

  • Vikram Krishnamurthy, R.J. Elliott, A Filtered EM algorithm for joint Hidden Markov Model and sinusoidal parameter estimation, IEEE Trans. Signal Processing, Vol. 43, No. 1, pp. 353-358, Jan. 1995.
  • Statistical Inference for Stochastic Dynamical Systems:

    Hidden Markov Models, Expectation Maximization Algorithms Statistical Inference, Jump Markov Linear Systems, Markov Chain Monte-Carlo, Particle filters.

  • A. Logothetis, Vikram Krishnamurthy and J. Holst, A Bayesian EM Algorithm for Optimal Tracking of a Maneuvering Target in Clutter, Signal Processing, Vol.82, No.3, pp.473-490, March 2002.

  • A. Doucet, N.J. Gordon and Vikram Krishnamurthy, Particle Filters for State Estimation of Jump Markov Linear Systems, IEEE Transactions Signal Processing, Vol.49, No.3, pp.613-624, March 2001.

  • L. Johnston, Vikram Krishnamurthy, Derivation of a Sawtooth Iterated Extended Kalman Smoother via the AECM Algorithm, IEEE Trans Signal Processing, Vol.49, No.9, pp.1899-1909, September 2001.

  • L. Johnston and Vikram Krishnamurthy, An Improvement to the Interacting Multiple Model (IMM) Algorithm, IEEE Trans Signal Processing, Vol.49, No.12, pp.2909-2923, December 2001.

  • A. Doucet, A. Logothetis, Vikram Krishnamurthy, Stochastic Sampling Algorithms for State Estimation of Jump Markov Linear Systems, IEEE Transactions Automatic Control, Vol.45, No.2, pp.188-202, Feb 2000.

  • K. Dogancay, Vikram Krishnamurthy, On Fast Aggregation of Markov Chain Functionals Using Stochastic Complementation, Signal Processing, Vol.74, No.3, pp. 223-237, 1999.

  • J.S. Evans and Vikram Krishnamurthy, Hidden Markov Model Signal Processing over Packet Switched Networks, IEEE Transactions Signal Processing, Vol.47, No.8, pp.2157-2166, August 1999.

  • L. Johnston, Vikram Krishnamurthy, Finite Dimensional Smoothers for MAP State Estimation of Bilinear Systems, IEEE Transactions Signal Processing, Vol.47, No.9, pp.2444-2459, September 1999.

  • Vikram Krishnamurthy, T. Ryden, Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime, Journal of Time Series Analysis, Vol.19, No.3, pp.291-308, May 1998.

  • A. Logothetis and Vikram Krishnamurthy, De-interleaving of Quantized AR Processes with Amplitude Information, IEEE Trans. Signal Processing, Vol.46, No.5, pp. 1344-1350, May 1998.

  • Vikram Krishnamurthy, J.S. Evans, Covert Tracking of Markov Jump Linear Systems, Automatica, Vol 34, No.6, pp.765-770, June 1998.

    LI>J. Manton, A. Muscatelli, Vikram Krishnamurthy, S. Hurn, Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise, Discussion Papers in Economics No 9806, Department of Economics, University of Glasgow, 1998.

  • A. Logothetis, Vikram Krishnamurthy, H.V. Poor, Estimation of 1-bit quantized time-series with Markov regime, Signal Processing Journal, Vol.58, No.3, pp.273-292, March 1997.

  • Vikram Krishnamurthy, H.V. Poor, Asymptotic Analysis of Binary Time-Series Algorithm for Parameter Estimation of AR Time-Series, IEEE Trans Signal Processing, Vol 44, No 1, pp 62-73, Jan. 1996.
  • Vikram Krishnamuthy, A. Logothetis, Iterative and Recursive Estimators for Hidden Markov Errors-in-variables Models, IEEE Trans. Signal Processing, Vol.44, No.3, pp.629-639, March 1996.
  • Vikram Krishnamurthy, I.M.Y. Mareels, Estimation of noisy quantized Gaussian time-series with randomly varying coefficients, IEEE Trans. Signal Processing, Vol.43, No.5, pp.1285-1290, May 1995.
  • Vikram Krishnamurthy, Estimation of Quantized Linear Error-in-Variables Models, Automatica, Vol.31, No.10, pp.1459-1464, Oct 1995.
  • Vikram Krishnamurthy, S. Dey, J.P. LeBlanc, Blind Equalization of IIR Channels using Hidden Markov Models and Extended Least Squares, IEEE Trans Signal Processing, Vol.43, No.12, pp.2994-3006, Dec 1995.
  • Vikram Krishnamurthy, Adaptive Estimation of Hidden Nearly Completely Decomposable Markov Chains with Applications in Blind Equalization, Int. Journal of Adaptive Control and Signal Processing, Vol.8, pp.237-260, August, 1994.
  • S. Dey, Vikram Krishnamurthy, T. Salmon, Estimation of Markov Modulated Time-series via the EM algorithm, IEEE Signal Processing Letters, Vol.1, No. 10, pp.153-155, Oct 1994.
  • J.B. Moore, Vikram Krishnamurthy, De-interleaving Pulse Trains using Discrete-time Stochastic Dynamic-Linear Models, IEEE Trans. on Signal Processing, Vol. 42, No. 11, pp.3092-3103, Nov 1994.
  • I.B. Collings, Vikram Krishnamurthy, J.B. Moore, On-line Identification of Hidden Markov Models via Recursive Prediction Error Techniques, IEEE Trans. Signal Processing, Vol. 42, No. 12, pp. 3535-3539, Dec. 1994.
  • Vikram Krishnamurthy, B. Wahlberg, J.B. Moore, Factorizations that relax the Positive Real Condition in Continuous-time and Fast-Sampled ELS schemes, Int. Journal of Adaptive Control and Signal Processing, pp.289-314, Sept.1990.
  • L. Xia, Vikram Krishnamurthy, J.B. Moore, Adaptive Estimation in the presence of order and parameter changes, Int. Journal of Adaptive Control and Signal Processing, pp.283-292, Sept.1989.
  • Miscellaneous:

    Quantum Computing, Computer Science, Neural Networks, (Note: I occasionally dabble in computer science related stuff. A lot of this is in collaboration with my father E.V. Krishnamurthy who is a well known applied mathematician/computer scientist.)

  • E.V. Krishnamurthy and Vikram Krishnamurthy, Quantum Field Theory and Computational Paradigms, International Journal of Modern Physics C, Vol.12, No.8, pp.1179-1206, October 2001.

  • E.V. Krishnamurthy, Vikram Krishnamurthy, Rule-based programming paradigm: A formal basis for biological, chemical and physical computation, Biosystems, Vol.49, No.3, pp.205-228, March 1999.

  • E.V. Krishnamurthy and Vikram Krishnamurthy, An Artificial Neural Net Model Perceptron Algorithm using Generalized Matrix Inversion, Parallel Computing, Vol.20, pp.799-806, 1994.
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    Last modified: Tue Aug 28 21:28:40 PDT 2007