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)

• 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
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• 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
• Using maximum cross section method for filtering jump-diffusion random processes
• Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model
• Higher order sigma point filter: a new heuristic for nonlinear time series filtering
• Optimal filtering for incompletely measured polynomial states over linear observations
• Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model
• A recursive approach to parameter estimation in regression and time series models
• Energy-efficient weighted observation fusion Kalman filtering with randomly delayed measurements
• A review on stochastic differential equations for applications in hydrology
• Filtering on nonlinear time-delay stochastic systems
• Linear estimation of continuous-discrete linear state space models with multiplicative noise
• Continuous-time norm-constrained Kalman filtering
• Construction of interval observers for continuous-time systems with discrete measurements
• Joint state filtering and parameter estimation for linear stochastic time-delay systems
• Self-triggered continuous-discrete observer with updated sampling period
• On the transformation of diffusion processes into the Wiener process
• On a conjecture concerning population growth in random environment
• Derivative-free estimation methods: new results and performance analysis
• Kalman filtering with faded measurements
• Attitude estimation and control of manoeuvring spacecraft
• Parameter estimation for continuous-time models - a survey
• Nonlinear filters for chaotic oscillatory systems
• Functional optimal estimation problems and their solution by nonlinear approximation schemes
• System identification of nonlinear state-space models
• Robust receding-horizon state estimation for uncertain discrete-time linear systems
• Dynamic approaches to pension funding
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• STOCHASTIC OPTIMAL CONTROL FOR JUMP SYSTEMS WITH APPLICATION TO SAMPLED-DATA SYSTEMS
• Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems
• High gain estimation for nonlinear systems
• Computing multiple integrals involving matrix exponentials
• Quasi-stochastic integration filter for nonlinear estimation
• An approximate algorithm for prognostic modelling using condition monitoring information
• A general science-based framework for dynamical spatio-temporal models
• A random map implementation of implicit filters
• Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
• Sparse-grid quadrature nonlinear filtering
• Title not available (Why is that?)
• Belavkin filter for mixture of quadrature and photon counting process with some control techniques
• Uncertainty estimation and prediction for interdisciplinary ocean dynamics
• A new algorithm for latent state estimation in non-linear time series models
• Kalman filter with a non-linear non-Gaussian observation relation
• High-order accurate continuous-discrete extended Kalman filter for chemical engineering
• Bayesian model selection for nonlinear aeroelastic systems using wind-tunnel data
• Truncation nonlinear filters for state estimation with nonlinear inequality constraints
• A survey of numerical methods for nonlinear filtering problems
• An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data
• Recursive Bayesian estimation using Gaussian sums
• Robust maximum-likelihood estimation of multivariable dynamic systems
• 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

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