Results 11 to 20 of about 62,162 (314)
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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Nonlinear filtering for state delayed systems with Markovian switching [PDF]
, 2003 Copyright [2003] 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.
Liu, X, Wang, Z, Lam, J
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Poisson's Equation in Nonlinear Filtering [PDF]
SIAM Journal on Control and Optimization, 2014 25 pages; accepted to SIAM Journal on Control and ...
Richard S. Laugesen +3 more
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Robust INS/GPS sensor fusion for UAV localization using SDRE nonlinear filtering [PDF]
, 2009 For publication in IEEE Sensors JournalThe aim of this paper is to present a new INS/GPS sensor fusion scheme, based on State-Dependent Riccati Equation (SDRE) nonlinear filtering, for Unmanned Aerial Vehicle (UAV) localization problem.
Aouf, Nabil, Aouf, N., Nemra, A.
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Nonlinear filtering of image contours defined in a complex-valued code
Компьютерная оптика, 2020 The article describes special aspects of the organization of nonlinear filtering of image contours defined as a sequence of complex numbers. An effect of scale and rotation of the contour on the filtering result is studied. Changes in the contour spectra
R.G. Khafizov, S.A. Okhotnikov
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Entropy, 2021 In this study, an intelligent computing paradigm built on a nonlinear autoregressive exogenous (NARX) feedback neural network model with the strength of deep learning is presented for accurate state estimation of an underwater passive target.
Wasiq Ali +4 more
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Signal Processing, 2015 The paper discusses a novel sub-class of linear-in-the-parameters nonlinear filters, the Legendre nonlinear filters. The novel sub-class combines the best characteristics of truncated Volterra filters and of the recently introduced even mirror Fourier nonlinear filters, in particular: (i) Legendre nonlinear filters can arbitrarily well approximate any ...
Alberto Carini +3 more
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Nonlinear filtering with transfer operator [PDF]
2013 American Control Conference, 2013 This paper presents a new nonlinear filtering algorithm that is shown to outperform state-of-the-art particle filters with resampling. Starting from the Itˆo stochastic differential equation, the proposed algorithm harnesses Karhunen- Lo'eve expansion to derive an approximate non-autonomous dynamical system, for which transfer operator based density ...
Dutta, Parikshit +2 more
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Random Weighting-Based Nonlinear Gaussian Filtering
IEEE Access, 2020 The Gaussian filtering is a commonly used method for nonlinear system state estimation. However, this method requires both system process noise and measurement noise to be white noise sequences with known statistical characteristics.
Zhaohui Gao +4 more
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Data and Program Structure for a Modular Extended Kalman Filter [PDF]
Modeling, Identification and Control, 1988 The paper presents a data and program structure that makes it easier to implement a nonlinear process or measurement model when using the extended Kalman filter. This is achieved by a composite data type containing both the estimated value and covariance
Ingar Solberg
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