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
• Current developments in time series modelling
• Sliding mode identification and control for linear uncertain stochastic systems
• Bullwhip reduction for ARMA demand: the proportional order-up-to policy versus the full-state-feedback policy
• Observer design for continuous-discrete time state affine systems up to output injection
• NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
• On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations
• Error analysis for numerical formulation of particle filter
• Nonlinear Kalman filtering via ultradiscretization procedure
• Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
• Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering
• Approximate finite-dimensional filtering for polynomial states over polynomial observations
• Central suboptimal \(H_\infty\) filtering for nonlinear polynomial systems with multiplicative noise
• Global exponential sampled-data observers for nonlinear systems with delayed measurements
• Kullback-Leibler average, consensus on probability densities, and distributed state estimation with guaranteed stability
• Constrained linear state estimation -- a moving horizon approach
• On numerical properties of the ensemble Kalman filter for data assimilation
• Forecasting inflation using dynamic model averaging
• An Adaptive Extended Kalman Filter with Application to Compartment Models
• Stochastic differential equations with fractional Brownian motion input
• Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
• Detection and estimation for abruptly changing systems
• Title not available (Why is that?)
• Dynamics of a stochastically perturbed two-body problem
• Logistic growth with random density independent disasters
• Extinction and exponential growth in random environments
• On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*
• High-gain observers for non-linear systems
• Estimation of parameters for Hilbert space-valued partially observable stochastic processes
• Electric load optimization of a nonlinear mono-stable Duffing harvester excited by white noise
• Large time-varying parameter VARs
• Nonlinear filtering for a dust-perturbed two-body model
• Monitoring and prediction of an epidemic outbreak using syndromic observations
• On the algebraic structure of quadratic and bilinear dynamical systems
• On the equivalence of time and frequency domain maximum likelihood estimation
• Unified set membership theory for identification, prediction and filtering of nonlinear systems
• On a non-linear electronic circuit filtering
• A survey of design methods for failure detection in dynamic systems
• A data assimilation method used with an ocean circulation model and its application to the tropical Atlantic
• Digital synthesis of non-linear filters
• Hierarchical information and the rate of information diffusion
• Stability of the Kalman filter for continuous time output error systems
• The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time

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