Results 251 to 260 of about 7,844,010 (281)

On Stochastic Lyapunov Functon Method in Optimal Linear Filtering Problem

IFAC Proceedings Volumes, 1992
Abstract The stable filters (SF) designed by inversion of direct Lyapunov function (LF) method are proposed. Some properties of SF are studied. The stability of SF can be easily established by using the equation constructed for given stochastic LF. The existence and uniqueness conditions of design problem are investigated.
H.S. Hoang, O. Talagrand
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Application of particle filter algorithm in nonlinear constraint optimization problems

2012 8th International Conference on Natural Computation, 2012
To overcome the shortcomings of low solution precision of the nonlinear constraint optimization problems, a new optimization algorithm based on the particle filter, which is used to solve nonlinear constraint optimization problems, is brought forward in this paper.
Xinjie Wu, Guoxing Huang
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A Filter-Genetic Algorithm for Constrained Optimization Problems

2014
A filter-genetic method for constrained optimization problems is presented. It uses the filter technique instead of a fitness function to determine the merits of individuals. The method not only ensures the optimization of the offspring, but also avoids selecting the penalty parameter of a penalty function, which often leads to computational ...
Junjie Tang, Wei Wang
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A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem

SIAM Journal on Optimization, 2016
Summary: In this paper, we propose a filter active-set algorithm for the minimization problem over a product of multiple ball/sphere constraints. By making effective use of the special structure of the ball/sphere constraints, a new limited memory BFGS (L-BFGS) scheme is presented.
Chungen Shen, Lei-Hong Zhang, Wei Hong Yang   +2 more
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Solving Portfolio Optimization Problems with Particle Filter

2022
Zeming Yang, Guoxing Huang, Yunxian Chen, Weidang Lu, Yu Zhang 0015   +4 more
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Optimal Filtering Problems for Time-Delay Systems

2008
Let (Ω,F,P) be a complete probability space with an increasing right-continuous family of σ-algebras F t ,t ≥ 0, and let (W1(t),F t ,t ≥ 0) and (W2(t),F t ,t ≥ 0) be independent Wiener processes. The partially observed F t -measurable random process (x(t),y(t)) is described by an ordinary differential equation for the dynamic system state $$ dx(t) =
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The General Filtering Problem and the Stochastic Equation of the Optimal Filter (Part I)

1980
Before discussing the filtering problem, we prove a number of results in preparation for the martingale approach to the stochastic differential equation of the optimal filter which will be derived in the later sections of this chapter. Let us recall that (Ω,A,P) is a complete probability space and (ℱ t ) (t ∈ R + ) is an increasing family of sub σ ...
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Adaptive optimal nonlinear filtering and some related problems. II

2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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An optimal control approach to particle filtering

Automatica, 2023
Yongxin Chen, Amirhossein Taghvaei, Qinsheng Zhang   +2 more
exaly  

A priori information in problems of optimal filtering

English summary: The correlations allowing to calculate the filtering additional error resulting from insufficient a priori information concerning the characteristics of the desired signal and the disturbance or from a deliberate simplification of the filter structure are derived.
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