The filtering problem for stochastic systems driven by G‐Brownian motion
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DOI: 10.1002/mma.10547
Abstract: This paper studies quasi‐sure exponential of triangular stochastic differential equations driven by G$$ G $$ ‐Brownian motion ( G$$ G $$ ‐SDEs, in short) with the help of the stability of each diagonal subsystems by… read more here.
Keywords: problem stochastic; filtering problem; driven brownian; stochastic systems ... See more keywords
Identification and an Inverse Filtering Problem
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DOI: 10.1016/j.ifacol.2018.09.092
Abstract: Abstract This paper is devoted to the problem of compensating for errors of nonlinear dynamical systems (DSs) between observation sessions. Such a problem is connected with the coordination of solutions of the nonlinear differential equations… read more here.
Keywords: inverse filtering; filtering problem; identification; identification inverse ... See more keywords
A Novel Real-Time Filtering Method to General Nonlinear Filtering Problem Without Memory
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DOI: 10.1109/access.2021.3050572
Abstract: In this paper, the filtering problem for the general time-invariant nonlinear state-observation system is considered. Our work is based on the Yau-Yau filtering framework developed by S.-T. Yau and the third author in 2008. The… read more here.
Keywords: filtering problem; time; real time; line ... See more keywords