Filtering in Gaussian Linear Systems With Fuzzy Switches
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Transactions on Fuzzy Systems"
DOI: 10.1109/tfuzz.2019.2921944
Abstract: This paper presents recent results on conditionally Gaussian observed Markov switching models by incorporating fuzzy switches in the model, instead of hard ones. This kind of generalization is of interest for applications involving continuous switching… read more here.
Keywords: filtering gaussian; fuzzy switches; linear systems; gaussian linear ... See more keywords
Filtering of Gaussian processes in Hilbert spaces
Sign Up to like & getrecommendations! Published in 2019 at "Stochastics and Dynamics"
DOI: 10.1142/s0219493720500203
Abstract: Linear filtering problem for infinite-dimensional Gaussian processes is studied, the observation process being finite-dimensional. Integral equations for the filter and for covariance of the error are derived. General results are applied to linear SPDEs driven… read more here.
Keywords: hilbert spaces; processes hilbert; gaussian processes; filtering gaussian ... See more keywords