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Adaptive Kalman Filtering for Recursive Both Additive Noise and Multiplicative Noise

IEEE Transactions on Aerospace and Electronic Systems, 2022
This article focuses on the adaptive Kalman filtering problem for linear systems with unknown covariances of both dynamic multiplicative noise (multiplicative measurement noise) and additive noises (additive process and measurement noises).
Xingkai Yu, Jian-xun Li
semanticscholar   +1 more source

Stabilization of Triangular Nonlinear Systems With Multiplicative Stochastic State Sensing Noise

IEEE Transactions on Automatic Control, 2023
We present new state feedback control designs for lower/upper triangular nonlinear systems with multiplicative stochastic sensor uncertainty. For lower triangular nonlinear systems with small sensor noise, we develop a novel control design where the ...
Wuquan Li, M. Krstić
semanticscholar   +1 more source

The effect of multiplicative noise on the exact solutions of the stochastic Burgers' equation

Waves in Random and Complex Media, 2021
In this paper, we consider the stochastic Burgers' equation, which is forced by multiplicative noise in the Stratonovich sense. To get a new trigonometric and hyperbolic stochastic solutions, we apply $ \exp (-\varphi (\mu )) $ exp⁡(−φ(μ))-expansion ...
W. Mohammed   +3 more
semanticscholar   +1 more source

Multiples: Signal or noise? [PDF]

open access: possibleGEOPHYSICS, 2014
Migration and migration inversion are the seismic processing methods for structural determination and subsequent amplitude analysis, respectively. To date, the most well-founded and physically interpretable migration method is based on predicting a coincident source and receiver experiment at depth at time equals zero.
openaire   +2 more sources

Approximate solutions for stochastic time‐fractional reaction–diffusion equations with multiplicative noise

Mathematical methods in the applied sciences, 2020
In this paper, we consider the approximate solutions of time‐fractional reaction–diffusion equations forced by multiplicative noise on a bounded domain.
W. Mohammed
semanticscholar   +1 more source

Target Tracking Algorithm for System With Gaussian/Non-Gaussian Multiplicative Noise

IEEE Transactions on Vehicular Technology, 2020
The paper considers target tracking system with multiplicative noise. Gaussian white, colored and non-Gaussian multiplicative noise are taken into account.
Xingkai Yu, Gumin Jin, Jian-xun Li
semanticscholar   +1 more source

The impact of multiplicative noise on the solution of the Chiral nonlinear Schrödinger equation

Physica Scripta, 2020
In this paper, we consider the (1+1)-dimensional chiral nonlinear Schrödinger equation forced by multiplicative noise. We apply two different methods, namely the Riccati-Bernoulli method and He’s semi-inverse method to obtain new hyperbolic ...
M. Abdelrahman, W. Mohammed
semanticscholar   +1 more source

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