Results 51 to 60 of about 3,435,907 (207)
A limit theorem of nonlinear filtering for multiscale McKean–Vlasov stochastic systems
Comptes Rendus. MathématiqueThe work concerns about multiscale McKean–Vlasov stochastic systems. First of all, we prove an average principle for these systems in the $L^2$ sense. Moreover, a convergence rate is presented.
Qiao, Huijie, Zhu, Shengqing
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Systems Science & Control Engineering, 2020 In this paper, the set-membership filtering problem is discussed for a class of discrete time-varying nonlinear complex networks with mixed time-delays and incomplete measurements. Both the process noise and the measurement noise are unknown but bounded.
Liang Zhao +3 more
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IEEE Access, 2020 At the outset, a nonlinear dynamic system for the generalized robots with input constraint is given to design an adaptive fixed-time fault-tolerant constraint control (AFTFTCC) for trajectory tracking.
Chih-Lyang Hwang, Wen-Shyong Yu
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Systems Science & Control Engineering, 2021 This paper is concerned with the distributed filtering problem for a class of delayed nonlinear systems with random sensor saturation (RSS) under a dynamic event-triggered mechanism. The nonlinear function is assumed to satisfy the Lipschitz condition. A
Zehao Li, Jun Hu, Jiaxing Li
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Detecting global financial crises with scarce data by multivariate nonlinear filtering
Journal of Physics: ComplexityAn original procedure is devised for the automated detection of global financial crises from multivariate databases of share prices. It consists of: i) the construction of time series from the time-windowed estimations of crisis relevant information ...
Cécile Bastidon +5 more
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Spherical Simplex-Radial Cubature Quadrature Kalman Filter
Journal of Electrical and Computer Engineering, 2017 A spherical simplex-radial cubature quadrature Kalman filter (SSRCQKF) is proposed in order to further improve the nonlinear filtering accuracy. The Gaussian probability weighted integral of the nonlinear function is decomposed into spherical integral ...
Zhaoming Li, Wenge Yang
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Energy-Adaptive SGHSMC: A Particle-Efficient Nonlinear Filter for High-Maneuver Target Tracking
MathematicsTracking targets with nonlinear motion patterns remains a significant challenge in state estimation. We propose an energy-adaptive stochastic gradient Hamiltonian sequential Monte Carlo (SGHSMC) filter that combines adaptive energy dynamics with ...
Chang Ho Kang, Sun Young Kim
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Entropy, 2019 This paper discusses the effects of introducing nonlinear interactions and noise-filtering to the covariance matrix used in Markowitz’s portfolio allocation model, evaluating the technique’s performances for daily data from seven financial ...
Yaohao Peng +3 more
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Nonlinear Fuzzy Filters: An Overview
, 1996 Publication in the conference proceedings of EUSIPCO, Trieste, Italy ...
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Research and Analysis of Gaussian Filters for Parameter Fusion and State Estimation of Multi-Source Navigation Information of UAVs [PDF]
Hangkong bingqiIn a complex and dynamic environment， achieving high-precision navigation and control for unmanned aerial vehicles （UAVs） largely depends on the accurate estimation of system states and key parameters.
Pan Hua, Lu Tao, Zhang Xue, Liu Yaofei, Liu Xiangwan
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