Stochastic processes and filtering theory
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Publication:2541850
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(only showing first 100 items - show all)- Application of a multiple-model adaptive filter method to inertial navigation systems
- Nonlinear identification of electro-magnetic force model
- Single range aided navigation and source localization: observability and filter design
- On parameter and state estimation for linear differential--algebraic equations
- Adjoint sensitivity analysis of regional air quality models
- A practical variational approach to stochastic optimal control via state moment equations
- Limit theorems for filtered long-range dependent random fields
- scientific article; zbMATH DE number 1061782 (Why is no real title available?)
- Numerical approximation of the Frobenius-Perron operator using the finite volume method
- On the relationship between the Lagrange multiplier method and the two-filter smoother
- Current developments in time series modelling
- On identification and adaptive estimation for systems with interrupted observations
- Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
- Non-linear filtering for Markov stochastic processes, using higher-order statistics (HOS) approach
- Asymptotic forecast uncertainty and the unstable subspace in the presence of additive model error
- A statistical overview and perspectives on data assimilation for marine biogeochemical models
- On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations
- Logistic population growth under random dispersal
- Error analysis for numerical formulation of particle filter
- Nonlinear state estimation for inertial navigation systems with intermittent measurements
- A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification
- Copula particle filters
- An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods
- Quantitative verification of Kalman filters
- Long baseline navigation with explicit pseudo-range clock offset and propagation speed estimation
- Bayesian estimation via sequential Monte Carlo sampling-Constrained dynamic 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
- Analysis of the ensemble Kalman-Bucy filter for correlated observation noise
- Mortensen observer for a class of variational inequalities – lost equivalence with stochastic filtering approaches
- Convergence analysis of splitting-up algorithm of the Zakai's equation with correlated noises
- Sliding mode identification and control for linear uncertain stochastic systems
- Nonlinear state prediction by separation approach for continuous-discrete stochastic systems
- Estimation of systematic error in an equatorial ocean model using data assimilation
- Central limit theorem for nonlinear filtering and interacting particle systems
- Scattering theory and linear state-space estimation
- A straightforward way to design nonlinear controllers for nonlinear processes by means of process discretization
- Predictor-based sampled-data exponential stabilization through continuous-discrete observers
- Estimation and smoothing from incomplete data for a class of lattice processes
- An adaptive signal classification procedure. Application to aircraft engine condition monitoring
- An efficient 3D particle transport model for use in stratified flow
- Adaptive tracking system for a manoeuvring target using images with correlated noises
- Filtering dynamical systems using observations of statistics
- Resampling strategy in sequential Monte Carlo for constrained sampling problems
- Estimation and control of discrete time stochastic systems having cone-bounded non-linearities†
- Iterated gain-based stochastic filters for dynamic system identification
- NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
- A modified extended Kalman filter for linear discrete-time systems with unknown parameters
- Desensitized cubature Kalman filter with uncertain parameters
- Data assimilation for models with parametric uncertainty
- A simple proof for the Kalman-Bucy smoothed estimate formula
- Assessing the performance of data assimilation algorithms which employ linear error feedback
- Extended ellipsoidal outer-bounding set-membership estimation for nonlinear discrete-time systems with unknown-but-bounded disturbances
- Optimality with a finite number of trajectory penalties
- Robust data assimilation with noise: applications to cardiac dynamics
- Recursive identification of linear and non-linear systems
- Nonlinear Kalman filtering via ultradiscretization procedure
- The treatment of bias in the square-root information filter/smoother
- Ensemble-based conditioning of reservoir models to seismic data
- Efficient nonlinear data-assimilation in geophysical fluid dynamics
- A hybrid data assimilation scheme for model parameter estimation: application to morphodynamic modelling
- Optimization based on quasi-Monte Carlo sampling to design state estimators for non-linear systems
- Variance formulae for feedback stochastic control systems
- A local linearization approach to nonlinear filtering
- Sul ruolo delle distribuzioni di classe esponenziale nel filtraggio
- Bias, variance, and estimation error in reduced order filters
- Exponential data weighting in the Kalman-Bucy filter
- On aggregation of information in competitive markets: The dynamic case
- Recursive estimation of a discrete-time Markov chain
- Deterministic treatment of model error in geophysical data assimilation
- Fisher information matrix for single molecules with stochastic trajectories
- Integrated probabilistic data association-finite resolution
- Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals
- A sequential failure detection approach and the identification of failure parameters
- scientific article; zbMATH DE number 1014746 (Why is no real title available?)
- Optimal smoothing in discrete-continuous linear and nonlinear systems
- Gaussian approximation in recursive estimation of multiple states of nonlinear Wiener systems
- Discrete-time estimation in continuous-time communication systems
- Third-order approximate Kushner filter for a non-linear dynamical system
- Stability properties of Kalman-Bucy filters
- Semi-widely linear estimation algorithms of quaternion signals with missing observations and correlated noises
- Estimating the angular dynamics of a Fan window stroboscope from noisy quantum image measurements
- Performance assessment of the maximum likelihood ensemble filter and the ensemble Kalman filters for nonlinear problems
- A method of orthogonal directions. III: Estimation algorithms of Chandrasekhar and Cholesky types for discrete-time, nonconstant models
- A controlled linearized Kalman filter for economic forecasting and adaptive modelling
- Comments on: Exact and approximate state estimation for nonlinear dynamic systems
- State and parameter estimation in stochastic dynamical models
- Optimal projection filters with information geometry
- Efficient spatio-temporal Gaussian regression via Kalman filtering
- Existence and uniqueness for variational data assimilation in continuous time
- Data driven adaptive Gaussian mixture model for solving Fokker-Planck equation
- Sampling free iterative PCE filter for state and parameter estimation of nonlinear dynamical systems
- Efficient particle filtering for stochastic Korteweg-de Vries equations
- Suboptimal linear estimation for continuous-discrete bilinear systems
- Effective actions for statistical data assimilation
- Detection and estimation of a Bernoulli-Gauss process for linear discrete-time systems
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
- An efficient algorithm for stochastic ensemble smoothing
- Asymptotic distribution theory for the kalman filter state estimator
- Sequential solution of a three-dimensional inverse radiation problem.
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