Robust filtering for bilinear uncertain stochastic discrete-time systems [PDF]
, 2002 Copyright [2002] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services.
Qiao, H, Wang, Z
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Recent advances on filtering and control for nonlinear stochastic complex systems with incomplete information: A survey [PDF]
, 2011 This Article is provided by the Brunel Open Access Publishing Fund - Copyright @ 2012 Hindawi PublishingSome recent advances on the filtering and control problems for nonlinear stochastic complex systems with incomplete information are surveyed.
Liu, Y +7 more
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H ? filtering for stochastic singular fuzzy systems with time-varying delay [PDF]
, 2014 This paper considers the H? filtering problem for stochastic singular fuzzy systems with timevarying delay. We assume that the state and measurement are corrupted by stochastic uncertain exogenous disturbance and that the system dynamic is modeled ...
Cai, Min +3 more
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Linear and nonlinear filtering in mathematical finance: a review [PDF]
, 2010 Copyright @ The Authors 2010This paper presents a review of time series filtering and its applications in mathematical finance. A summary of results of recent empirical studies with market data are presented for yield curve modelling and stochastic ...
Date, P +3 more
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Robust H∞ filtering for discrete nonlinear stochastic systems with time-varying delay [PDF]
, 2008 This is the postprint version of the article. The official published version can be accessed from the link below - © 2007 Elsevier IncIn this paper, we are concerned with the robust H∞ filtering problem for a class of nonlinear discrete time-delay ...
Liu, Y +5 more
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Robust filtering for a class of stochastic uncertain nonlinear time-delay systems via exponential state estimation [PDF]
, 2001 Copyright [2001] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services.
Wang, Z, Burnham, KJ
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H∞ filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities [PDF]
, 2008 This is the post print version of the article. The official published version can be obtained from the link - Copyright 2008 Elsevier Ltd.In this paper, we deal with the robust H∞ filtering problem for a class of uncertain nonlinear time-delay stochastic
Liu, Y +8 more
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Cost-Based Filtering Techniques for Stochastic Inventory Control Under Service Level Constraints [PDF]
, 2008 This paper considers a single product and a single stocking locationproduction/inventory control problem given a non-stationary stochastic demand.Under a widely-used control policy for this type of inventory system, the objectiveis to find the optimal ...
Hnich, B. +10 more
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Robust variance-constrained filtering for a class of nonlinear stochastic systems with missing measurements [PDF]
, 2010 The official published version of the article can be found at the link below.This paper is concerned with the robust filtering problem for a class of nonlinear stochastic systems with missing measurements and parameter uncertainties.
Zidong Wang +9 more
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Filtering for nonlinear genetic regulatory networks with stochastic disturbances [PDF]
, 2008 In this paper, the filtering problem is investigated for nonlinear genetic regulatory networks with stochastic disturbances and time delays, where the nonlinear function describing the feedback regulation is assumed to satisfy the sector condition, the ...
Liu, X +4 more
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