Results 281 to 290 of about 230,512 (314)

On Weak Feller Continuity Properties of Non-linear Filters

2019 IEEE 58th Conference on Decision and Control (CDC), 2019
Weak Feller property of controlled and control-free Markov chains leads to many desirable properties. In control-free setups this leads to the existence of invariant probability measures for compact spaces and applicability of numerical approximation methods.
Kara, A. D., Saldı, Naci, Yuksel, S.
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Stability Of Non-Linear Filtering

2008
Abstract In this chapter, we consider the stability of the non-linear filter for the case when the observation and signal noises are independent, i.e. c 0 in the filtering model introduced in the previous chapters. In this case, X t is a time-homogeneous Markov process taking values in Rd.
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Pathwise Non-Linear Filtering

1981
This paper concerns the nonlinear filtering problem of calculating recursively estimates E[f(xt)ys,0≤s≤t] where xt is a Markov process and yt is a real-valued “observation process” given by $$dy_t = h(x_t)dt + dw//deg_t$$ (1.1)
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Filtering Non-Linear Functions

1993
Two methods of estimating non-linear functions of a signal which has been observed in the presence of contaminating noise are considered based on disjunctive kriging and conditional expectation. For both methods a reliable estimate of the probability density function of the underlying variable must be obtained first.
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A set-valued non-linear filter for robust localization

2001 European Control Conference (ECC), 2001
In this paper, we propose a set-valued filtering algorithm for non-linear discrete-time systems. At each step, the algorithm computes an ellipsoid of minimal size that guarantees to contain the true state of the system, despite the noise affecting the system and taking into explicit consideration the linearization error.
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A general stochastic equation for the non-linear filtering problem

1975
A great deal of attention has been devoted in recent years to the theory of non-linear filtering, in particular, to the problem of deriving a stochastic differential equation for the filter. (see the bibliography in [2]). Perhaps the most general form of such an equation when the noise in the observation process model is the Wiener process is the one ...
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Recursive Quadratic Filtering for Linear Discrete Non-Gaussian Systems Over Time-Correlated Fading Channels

IEEE Transactions on Signal Processing, 2022
Shaoying Wang, Zidong Wang, Hongli Dong   +2 more
exaly  

Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises

Optimal Control Applications and Methods, 2023
Mehdi Rahmani
exaly  

Noise Resilient Thresholding Based on Fuzzy Logic and Non-linear Filtering

Studies in Big Data, 2021
Bhatnagar Gaurav, Chattopadhyay Chiranjoy   +1 more
exaly  

Is the site of non-linear filtering in stereopsis before or after binocular combination?

Vision Research, 1996
Laurie M Wilcox
exaly