Stochastic processes and filtering theory

zbMATH Open0203.50101MaRDI QIDQ2541850FDOQ2541850

Authors: A. H. Jazwinski 

Publication date: 1970

Published in: Mathematics in Science and Engineering (Search for Journal in Brave)

Cited In (only showing first 100 items - show all)

• An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods
• Predictor-based sampled-data exponential stabilization through continuous-discrete observers
• Third-order approximate Kushner filter for a non-linear dynamical system
• The treatment of bias in the square-root information filter/smoother
• Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
• Random cascades on wavelet trees and their use in analyzing and modeling natural images
• A two-body continuous-discrete filter
• The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems
• Kalman filter with outliers and missing observations
• A stochastic production planning model with a dynamic chance constraint
• Data assimilation: the Schrödinger perspective
• FIR filters and recursive forms for discrete-time state-space models
• Second-order Bayesian revision of a generalised linear model
• The exact quasi-likelihood of time-dependent ARMA models
• Prediction theory for autoregressivemoving average processes
• Kalman filters for time delay of arrival-based source localization
• The simultaneous processes of ageing and mortality
• Convergence and asymptotic behaviour of parallel algorithms
• Title not available (Why is that?)
• Application of the representer method for parameter estimation in numerical reservoir models
• A derivative-free implementation of the extended Kalman filter
• Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises
• Applying the EKF to stochastic differential equations with level effects
• Recursive estimation in piecewise affine systems using parameter identifiers and concurrent learning
• Bayesian subset selection for additive and linear loss function
• THE CORRESPONDENCE BETWEEN STOCHASTIC RESONANCE AND BIFURCATION OF MOMENT EQUATIONS OF NOISY NONLINEAR DYNAMICAL SYSTEM
• Random evolution equations in hydrology
• Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
• A generalized algorithm for the recursive implementation of polynomial filters
• Nonlinear filters approximations by cumulant function expansion: The polynomial case
• Statistical inference for dynamical systems: a review
• A robust estimator for stochastic systems under unknown persistent excitation
• Discrete-time stochastic consensus: a Kalman-filter-based two-time-scale protocol
• Title not available (Why is that?)
• Stochastic models for first-order kinetics of biochemical oxygen demand with random initial conditions, inputs, and coefficients
• Linear filtering of systems with memory and application to finance
• On classical and Bayesian asymptotics in state space stochastic differential equations
• A quasi-Gaussian approximation method for the Duffing oscillator with colored additive random excitation
• Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals
• Conditionally bilinear filter with tracking application
• Identification and estimation algorithm for stochastic neural system
• Consistency in least-squares estimation: A Bayesian approach
• Analysis of bilinear noise models in circuits and devices
• On practical implementation of robust kalman filtering
• Filtering for a class of nonlinear MIMO uncertain time-delay stochastic systems
• Development of a restricted state space stochastic differential equation model for bacterial growth in rich media
• On Stability of a Class of Filters for Nonlinear Stochastic Systems
• Optimal finite-dimensional solution for a class of nonlinear observation problems
• Partitioned estimation algorithms. II: Linear estimation
• Some aspects of recursive parameter estimation
• Data assimilation for magnetohydrodynamics systems
• Optimal continuous-discrete nonlinear finite memory filter with discrete predictions
• Graphical models for statistical inference and data assimilation
• A novel suboptimal method for solving polynomial filtering problems
• Singular perturbation analysis of a receding horizon controller
• Title not available (Why is that?)
• Asymptotic forecast uncertainty and the unstable subspace in the presence of additive model error
• Central limit theorem for nonlinear filtering and interacting particle systems
• A local linearization approach to nonlinear filtering
• Iterated gain-based stochastic filters for dynamic system identification
• Performance assessment of the maximum likelihood ensemble filter and the ensemble Kalman filters for nonlinear problems
• Effective actions for statistical data assimilation
• Exploring the need for localization in ensemble data assimilation using a hierarchical ensemble filter
• An iterative ensemble Kalman filter for reservoir engineering applications
• Growth with regulation in fluctuating environments. I. Alternative logistic-like diffusion models
• Growth with regulation in fluctuating environments. II. Intrinsic lower bounds to population size
• A continuous-discrete finite memory observer design for a class of nonlinear systems: application to fault diagnosis
• Joint state and parameter estimation for distributed mechanical systems
• Unbiased ensemble square root filters
• Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
• Variance or spectral density in sampled data filtering?
• Scaled unscented transform Gaussian sum filter: theory and application
• Title not available (Why is that?)
• Stochastic receding horizon control with output feedback and bounded controls
• Design of a continuous-discrete observer for state affine systems
• Prediction error sampling procedure based on dominant Schur decomposition. Application to state estimation in high dimensional oceanic model
• Discrete-time adaptive sliding mode control for a class of uncertain time delay systems
• A general system theory approach to rail freight car fleet sizing
• Central suboptimal mean-squareH_∞controller design for linear stochastic time-varying systems
• Filtering a statistically exactly solvable test model for turbulent tracers from partial observations
• Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory
• Adaptive stochastic numerical scheme in parallel random walk models for transport problems in shallow water
• On the design of a stable adaptive filter for state estimation in high dimensional systems
• Nonparametric multi-step prediction in nonlinear state space dynamic systems
• Central suboptimal H\(_{\infty }\) controller design for linear time-varying systems with unknown parameters
• High-gain observers in the state and parameter estimation of robots having elastic joints
• Central suboptimal \(H_{\infty}\) filter design for linear time-varying systems with state and measurement delays
• Odometry-based viterbi localization with artificial neural networks and laser range finders for mobile robots
• Efficient grid-based Bayesian estimation of nonlinear low-dimensional systems with sparse non-Gaussian PDFs
• State estimation with remote sensors and intermittent transmissions
• Multi-period information markets
• Coloured noise for dispersion of contaminants in shallow waters
• A mean field approximation in data assimilation for nonlinear dynamics
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
• A quadrature-based method of moments for nonlinear filtering
• Refined instrumental variable methods of recursive time-series analysis Part III. Extensions
• A two-stage prognosis model in condition based maintenance
• SEM modeling with singular moment matrices. I: ML-estimation of time series
• A class of subspace model identification algorithms to identify periodically and arbitrarily time-varying systems
• Reconstruction of the seasonally varying contact rate for measles

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