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)

• 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
• Filtering for partially observed diffusion and its applications
• Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
• Signal processing techniques for vibration-based health monitoring of smart structures
• Continuous time state space modeling of panel data by means of sem
• A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements
• Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems
• Identification of shallow sea models
• Computational aspects of continuous-discrete extended Kalman-filtering
• Disturbance estimator as a state observer with extended Kalman filter for robotic manipulator
• Dimension reduction for systems with slow relaxation. In memory of Leo P. Kadanoff
• Adaptive approximation of higher order posterior statistics
• Computation of probabilistic hazard maps and source parameter estimation for volcanic ash transport and dispersion
• Recognizing recurrent neural networks (rRNN): Bayesian inference for recurrent neural net\-works
• Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters
• A probability conditioning method (PCM) for nonlinear flow data integration into multipoint statistical facies simulation
• Non-linear DSGE models and the optimized central difference particle filter
• Central suboptimal \(H_\infty\) filter design for linear time-varying systems with state or measurement delay
• An analysis of visual detection by temporal probability summation
• Generating and enhancing lag synchronization of chaotic systems by white noise
• Numerical method of moments for solute transport in a nonstationary flow field conditioned on hydraulic conductivity and head measurements
• A generalized polynomial chaos based ensemble Kalman filter with high accuracy
• THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS
• Modal parameter identification using Z‐transforms
• Continuous time modeling of panel data: SEM versus filter techniques
• Nonlinear continuous time modeling approaches in panel research
• Mathematical test criteria for filtering complex systems: Plentiful observations
• A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system
• Tracking in a cluttered environment with probabilistic data association
• Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation
• Test models for improving filtering with model errors through stochastic parameter estimation
• Estimation of noise covariance matrices for a linear time-varying stochastic process
• Distributed fusion receding horizon filtering for uncertain linear stochastic systems with time-delay sensors
• Analysis of the 3DVAR filter for the partially observed Lorenz '63 model
• Continuous panel models with time dependent parameters
• CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS
• An optimal linear estimation approach to solve systems of linear algebraic equations
• Adjoint sensitivity analysis of regional air quality models
• On parameter and state estimation for linear differential--algebraic equations
• Single range aided navigation and source localization: observability and filter design
• 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

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