Results 1 to 10 of about 64,413 (127)
Multiplicative Kalman filtering [PDF]
TEST, 2010 We study a non-linear hidden Markov model, where the process of interest is the absolute value of a discretely observed Ornstein-Uhlenbeck diffusion, which is observed after a multiplicative perturbation. We obtain explicit formulae for the recursive relations which link the relevant conditional distributions.
Comte, Fabienne +2 more
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Autodifferentiable Ensemble Kalman Filters
SIAM Journal on Mathematics of Data Science, 2022 Data assimilation is concerned with sequentially estimating a temporally-evolving state. This task, which arises in a wide range of scientific and engineering applications, is particularly challenging when the state is high-dimensional and the state-space dynamics are unknown.
Yuming Chen +2 more
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Multimodal Kalman filtering [PDF]
2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2016 A difficult aspect of multimodal estimation is the possible discrepancy between the sampling rates and/or the noise levels of the considered data. Many algorithms cope with these dissimilarities empirically. In this paper, we propose a conceptual analysis of multimodality where we try to find the "optimal" way of combining modalities. More specifically,
Bourrier, Anthony +3 more
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Differentially private Kalman filtering [PDF]
2012 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton), 2012 9 pages.
Ny, Jerome Le, Pappas, George J.
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Physica D: Nonlinear Phenomena, 2001 41 pages, 9 figures, correction of errors in the general multivariate ...
Sornette, Didier, Ide, Kayo
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Journal of Research of the National Bureau of Standards, 1985 The increased power of small computers makes the use of parameter estimation methods attractive. Such methods have a number of uses in analytical chemistry. When valid models are available, many methods work well, but when models used in the estimation are in error, most methods fail.
Brown, Steven D., Rutan, Sarah C.
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Joint semi-blind detection and channel estimation in space-frequency trellis coded MIMO-OFDM [PDF]
, 2003 This paper considers an OFDM system with a multiple-input multiple-output (MIMO) configuration, which uses space-frequency trellis coding (SFTC). A novel method of decoding SFTC without a need to transmit separate training sequences is developed.
McGeehan, JP, Nix, AR, Piechocki, RJ
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A Unification of Ensemble Square Root Kalman Filters [PDF]
, 2012 In recent years, several ensemble-based Kalman filter algorithms have been developed that have been classified as ensemble square-root Kalman filters.
Hiller, Wolfgang +3 more
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Journal of the Royal Statistical Society Series B: Statistical Methodology, 2000 Summary In treating dynamic systems, sequential Monte Carlo methods use discrete samples to represent a complicated probability distribution and use rejection sampling, importance sampling and weighted resampling to complete the on-line ‘filtering’ task. We propose a special sequential Monte Carlo method, the mixture Kalman filter, which
Chen, Rong, Liu, Jun S.
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Controlling balance in an ensemble Kalman filter [PDF]
, 2014 We present a method to control unbalanced fast dynamics in an ensemble Kalman filter by introducing a weak constraint on the imbalance in a spatially sparse observational network.
G. A. Gottwald
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