-
1
-
-
85024429815
-
A new approach to linear filtering and prediction problems
-
Kalman, R. E., "A New Approach to Linear Filtering and Prediction Problems," Journal of Basic Engineering, Vol. 82, No. 1, 1960, pp. 35-45.
-
(1960)
Journal of Basic Engineering
, vol.82
, Issue.1
, pp. 35-45
-
-
Kalman, R.E.1
-
2
-
-
70449667785
-
Optimal filtering
-
doi:10.1109/TSMC.1982.4308806
-
Anderson, B., Moore, J. B., and Eslami, M., "Optimal Filtering," IEEE Transactions on Systems, Man, and Cybernetics, Vol. 12, No. 2, 1982, pp. 235-236. doi:10.1109/TSMC.1982.4308806
-
(1982)
IEEE Transactions on Systems, Man, and Cybernetics
, vol.12
, Issue.2
, pp. 235-236
-
-
Anderson, B.1
Moore, J.B.2
Eslami, M.3
-
3
-
-
79955750805
-
-
Univ. of North Carolina at Chapel Hill, Chapel Hill, NC
-
Welch, G., and Bishop, G., An Introduction to the Kalman Filter, Univ. of North Carolina at Chapel Hill, Chapel Hill, NC, 1995.
-
(1995)
An Introduction to the Kalman Filter
-
-
Welch, G.1
Bishop, G.2
-
4
-
-
0027047114
-
Using the extended kalman filter with a multilayer quasi-geostrophic ocean model
-
doi:10.1029/92JC01972
-
Evensen, G., "Using the Extended Kalman Filter with a Multilayer Quasi-Geostrophic Ocean Model," Journal of Geophysical Research, Vol. 97, No. C11, 1992, pp. 17905-17924. doi:10.1029/92JC01972
-
(1992)
Journal of Geophysical Research
, vol.97 C11
, pp. 17905-17924
-
-
Evensen, G.1
-
5
-
-
0028554556
-
Advanced data assimilation in strongly nonlinear dynamical systems
-
doi:10.1175/1520- 0469(1994)051<1037:ADAISN>2.0.CO;2
-
Miller, R. N., Ghil, M., and Gauthiez, F., "Advanced Data Assimilation in Strongly Nonlinear Dynamical Systems," Journal of the Atmospheric Sciences, Vol. 51, No. 8, 1994, pp. 1037-1056. doi:10.1175/1520- 0469(1994)051<1037:ADAISN>2.0.CO;2
-
(1994)
Journal of the Atmospheric Sciences
, vol.51
, Issue.8
, pp. 1037-1056
-
-
Miller, R.N.1
Ghil, M.2
Gauthiez, F.3
-
6
-
-
0027839236
-
Assimilation of simulatedwind lidar data with a kalman filter
-
doi:10.1175/1520-0493(1993)121<1803:AOSWLD>2.0.CO;2
-
Gauthier, P., Courtier, P., and Moll, P., "Assimilation of SimulatedWind Lidar Data with a Kalman Filter," Monthly Weather Review, Vol. 121, No. 6, 1993, pp. 1803-1820. doi:10.1175/1520-0493(1993)121<1803: AOSWLD>2.0.CO;2
-
(1993)
Monthly Weather Review
, vol.121
, Issue.6
, pp. 1803-1820
-
-
Gauthier, P.1
Courtier, P.2
Moll, P.3
-
7
-
-
0028595111
-
A dynamical estimation of forecast error covariances in an assimilation system
-
doi:10.1175/1520-0493(1994)122<2376:ADEOFE>2.0.CO;2
-
Bouttier, F., "A Dynamical Estimation of Forecast Error Covariances in an Assimilation System," Monthly Weather Review, Vol. 122, No. 10, 1994, pp. 2376-2390. doi:10.1175/1520-0493(1994)122<2376:ADEOFE>2.0.CO;2
-
(1994)
Monthly Weather Review
, vol.122
, Issue.10
, pp. 2376-2390
-
-
Bouttier, F.1
-
8
-
-
0033723743
-
A new method for the nonlinear transformation of means and covariances in filters and estimators
-
doi:10.1109/9.847726
-
Julier, S., Uhlmann, J., Durrant-Whyte, H. F., Ind, I., and City, J., "A New Method for the Nonlinear Transformation of Means and Covariances in Filters and Estimators," IEEE Transactions on Automatic Control, Vol. 45, No. 3, 2000, pp. 477-482. doi:10.1109/9.847726
-
(2000)
IEEE Transactions on Automatic Control
, vol.45
, Issue.3
, pp. 477-482
-
-
Julier, S.1
Uhlmann, J.2
Durrant-Whyte, H.F.3
Ind, I.4
City, J.5
-
10
-
-
0001460136
-
On sequential monte carlo sampling methods for bayesian filtering
-
doi:10.1023/A:1008935410038
-
Doucet, A., Godsill, S., and Andrieu, C., "On Sequential Monte Carlo Sampling Methods for Bayesian Filtering," Statistics and Computing, Vol. 10, No. 3, 2000, pp. 197-208. doi:10.1023/A:1008935410038
-
(2000)
Statistics and Computing
, vol.10
, Issue.3
, pp. 197-208
-
-
Doucet, A.1
Godsill, S.2
Andrieu, C.3
-
11
-
-
0008802221
-
An introduction to sequential monte carlo methods
-
Springer, New York
-
Doucet, A., de Freitas N., and Gordon, N., "An Introduction to Sequential Monte Carlo Methods," Sequential Monte Carlo Methods in Practice, Springer, New York, 2001, pp. 3-14.
-
(2001)
Sequential Monte Carlo Methods in Practice
, pp. 3-14
-
-
Doucet, A.1
De Freitas, N.2
Gordon, N.3
-
12
-
-
0027580559
-
Novel approach to nonlinear/non-gaussian bayesian state estimation
-
Gordon, N. J., Salmond, D. J., and Smith, A. F. M., "Novel Approach to Nonlinear/Non-Gaussian Bayesian State Estimation," IEE Proceedings F, Radar and Signal Processing, Vol. 140, 1993, pp. 107-113.
-
(1993)
IEE Proceedings F, Radar and Signal Processing
, vol.140
, pp. 107-113
-
-
Gordon, N.J.1
Salmond, D.J.2
Smith, A.F.M.3
-
13
-
-
0036475447
-
A Tutorial on particle filters for online nonlinear/non-debs-gaussian bayesian tracking
-
doi:10.1109/78.978374
-
Arulampalam, M. S., Maskell, S., Gordon, N., Clapp, T., Sci, D., Organ, T., and Adelaide, S. A., "A Tutorial on Particle Filters for Online Nonlinear/Non-Debs-Gaussian Bayesian Tracking," IEEE Transactions on Signal Processing, Vol. 50, No. 2, 2002, pp. 174-188. doi:10.1109/78.978374
-
(2002)
IEEE Transactions on Signal Processing
, vol.50
, Issue.2
, pp. 174-188
-
-
Arulampalam, M.S.1
Maskell, S.2
Gordon, N.3
Clapp, T.4
Sci, D.5
Organ, T.6
Adelaide, S.A.7
-
14
-
-
3242789232
-
-
Artech House, Boston
-
Ristic, B., Arulampalam, S., and Gordon, N., Beyond The Kalman Filter: Particle Filters for Tracking Applications, Artech House, Boston, 2004.
-
(2004)
Beyond the Kalman Filter: Particle Filters for Tracking Applications
-
-
Ristic, B.1
Arulampalam, S.2
Gordon, N.3
-
15
-
-
64149083162
-
Obstacles to high-dimensional particle filtering
-
doi:10.1175/2008MWR2529.1
-
Snyder, C., Bengtsson, T., Bickel, P., and Anderson, J., "Obstacles to High-Dimensional Particle Filtering," Monthly Weather Review, Vol. 136, No. 12, 2008, pp. 4629-4640. doi:10.1175/2008MWR2529.1
-
(2008)
Monthly Weather Review
, vol.136
, Issue.12
, pp. 4629-4640
-
-
Snyder, C.1
Bengtsson, T.2
Bickel, P.3
Anderson, J.4
-
16
-
-
0037249229
-
The wiener-askey polynomial chaos for stochastic differential equations
-
doi:10.1137/S1064827501387826
-
Xiu, D., and Karniadakis, G. E., "The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations," SIAM Journal on Scientific Computing, Vol. 24, No. 2, 2002, pp. 619-644. doi:10.1137/S1064827501387826
-
(2002)
SIAM Journal on Scientific Computing
, vol.24
, Issue.2
, pp. 619-644
-
-
Xiu, D.1
Karniadakis, G.E.2
-
17
-
-
0000786435
-
The homogeneous chaos
-
doi:10.2307/2371268
-
Wiener, N., "The Homogeneous Chaos," American Journal of Mathematics, Vol. 60, No. 4, 1938, pp. 897-936. doi:10.2307/2371268
-
(1938)
American Journal of Mathematics
, vol.60
, Issue.4
, pp. 897-936
-
-
Wiener, N.1
-
18
-
-
0000148817
-
The orthogonal development of non-linear functionals in series of fourier-hermite functionals
-
doi:10.2307/1969178
-
Cameron, R. H., and Martin, W. T., "The Orthogonal Development of Non-Linear Functionals in Series of Fourier-Hermite Functionals," Annals of Mathematics, Vol. 48, No. 2, 1947, pp. 385-392. doi:10.2307/1969178
-
(1947)
Annals of Mathematics
, vol.48
, Issue.2
, pp. 385-392
-
-
Cameron, R.H.1
Martin, W.T.2
-
19
-
-
0001308382
-
Some basic hypergeometric polynomials that generalize jacobi polynomials
-
American Mathematical Society, March
-
Askey, R., and Wilson, J., "Some Basic Hypergeometric Polynomials that Generalize Jacobi Polynomials," Memoirs of the American Mathematical Society, Vol. 54, No. 319, March 1985.
-
(1985)
Memoirs of the
, vol.54
, Issue.319
-
-
Askey, R.1
Wilson, J.2
-
20
-
-
33744543472
-
Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics
-
doi:10.1016/j.jcp.2006.01.008
-
Hou, T. Y., Luo, W., Rozovskii, B., and Zhou, H. M., "Wiener Chaos Expansions and Numerical Solutions of Randomly Forced Equations of Fluid Mechanics," Journal of Computational Physics, Vol. 216, No. 2, 2006, pp. 687-706. doi:10.1016/j.jcp.2006.01.008
-
(2006)
Journal of Computational Physics
, vol.216
, Issue.2
, pp. 687-706
-
-
Hou, T.Y.1
Luo, W.2
Rozovskii, B.3
Zhou, H.M.4
-
21
-
-
0037408312
-
Modeling uncertainty in flow simulations via generalized polynomial chaos
-
doi:10.1016/S0021-9991(03)00092-5
-
Xiu, D., and Karniadakis, G. E., "Modeling Uncertainty in Flow Simulations via Generalized Polynomial Chaos," Journal of Computational Physics, Vol. 187, No. 1, 2003, pp. 137-167. doi:10.1016/S0021-9991(03)00092-5
-
(2003)
Journal of Computational Physics
, vol.187
, Issue.1
, pp. 137-167
-
-
Xiu, D.1
Karniadakis, G.E.2
-
22
-
-
0003519920
-
-
Springer-Verlag, New York
-
Ghanem, R. G., and Spanos, P. D., Stochastic Finite Elements: A Spectral Approach, Springer-Verlag, New York, 1991.
-
(1991)
Stochastic Finite Elements: A Spectral Approach
-
-
Ghanem, R.G.1
Spanos, P.D.2
-
23
-
-
0033329066
-
Propagation of probabilistic uncertainty in complex physical systems using a stochastic finite element approach
-
doi:10.1016/S0167-2789(99)00102-5
-
Ghanem, R., and Red-Horse, J., "Propagation of Probabilistic Uncertainty in Complex Physical Systems Using a Stochastic Finite Element Approach," Physica D, Vol. 133, No. 1-4, 1999, pp. 137-144. doi:10.1016/S0167-2789(99)00102-5
-
(1999)
Physica D
, vol.133
, Issue.1-4
, pp. 137-144
-
-
Ghanem, R.1
Red-Horse, J.2
-
24
-
-
0033528038
-
Ingredients for a general purpose stochastic finite elements implementation
-
doi:10.1016/S0045-7825(98)00106-6
-
Ghanem, R. G., "Ingredients for a General Purpose Stochastic Finite Elements Implementation," Computer Methods in Applied Mechanics and Engineering, Vol. 168, Nos. 1-4, 1999, pp. 19-34. doi:10.1016/S0045-7825(98) 00106-6
-
(1999)
Computer Methods in Applied Mechanics and Engineering
, vol.168
, Issue.1-4
, pp. 19-34
-
-
Ghanem, R.G.1
-
25
-
-
70449627997
-
Optimal trajectory generation with probabilistic system uncertainty using polynomial chaos
-
to be published
-
Fisher, J., and Bhattacharya, R., "Optimal Trajectory Generation with Probabilistic System Uncertainty Using Polynomial Chaos," Journal of Dynamic Systems, Measurement, and Control (to be published).
-
Journal of Dynamic Systems, Measurement, and Control
-
-
Fisher, J.1
Bhattacharya, R.2
-
26
-
-
70449674218
-
Linear quadratic regulation of systems with stochastic parameter uncertainties
-
Dec., doi:10.1016/j.automatica.2009.10.001
-
Fisher, J., and Bhattacharya, R., "Linear Quadratic Regulation of Systems with Stochastic Parameter Uncertainties," Automatica,Vol. 45, No. 12, Dec. 2009, pp. 2831-2841. doi:10.1016/j.automatica.2009.10.001
-
(2009)
Automatica
, vol.45
, Issue.12
, pp. 2831-2841
-
-
Fisher, J.1
Bhattacharya, R.2
-
27
-
-
52449090225
-
Stability analysis of stochastic systems using polynomial chaos
-
Piscataway, NJ
-
Fisher, J., and Bhattacharya, R., "Stability Analysis of Stochastic Systems Using Polynomial Chaos," American Control Conference, Inst. of Electrical and Electronics Engineers, Piscataway, NJ, 2008, pp. 4250-4255.
-
(2008)
American Control Conference, Inst. of Electrical and Electronics Engineers
, pp. 4250-4255
-
-
Fisher, J.1
Bhattacharya, R.2
-
28
-
-
0038824929
-
Robust nonlinear model predictive control of batch processes
-
doi:10.1002/aic.690490715
-
Nagy, Z. K., and Braatz, R. D., "Robust Nonlinear Model Predictive Control of Batch Processes," AIChE Journal, Vol. 49, No. 7, 2003, pp. 1776-1786. doi:10.1002/aic.690490715
-
(2003)
AIChE Journal
, vol.49
, Issue.7
, pp. 1776-1786
-
-
Nagy, Z.K.1
Braatz, R.D.2
-
29
-
-
0346750527
-
Open-loop and closed-loop robust optimal control of batch processes using distributional and worst- case analysis
-
doi:10.1016/j.jprocont.2003.07.004
-
Nagy, Z. K., and Braatz, R. D., "Open-Loop and Closed-Loop Robust Optimal Control of Batch Processes Using Distributional and Worst- Case Analysis," Journal of Process Control, Vol. 14, No. 4, 2004, pp. 411-422. doi:10.1016/j.jprocont.2003.07.004
-
(2004)
Journal of Process Control
, vol.14
, Issue.4
, pp. 411-422
-
-
Nagy, Z.K.1
Braatz, R.D.2
-
30
-
-
33645157628
-
Application of polynomial chaos in stability and control
-
doi:10.1016/j.automatica.2006.01.010
-
Hover, F. S., and Triantafyllou, M. S., "Application of Polynomial Chaos in Stability and Control," Automatica, Vol. 42, No. 5, 2006, pp. 789-795. doi:10.1016/j.automatica.2006.01.010
-
(2006)
Automatica
, vol.42
, Issue.5
, pp. 789-795
-
-
Hover, F.S.1
Triantafyllou, M.S.2
-
31
-
-
78149236964
-
A polynomial chaos based bayesian approach for estimating uncertain parameters of mechanical systems Part 1
-
Computer Science Dept. Virginia Polytechnic Inst. and State Univ., TR-07-38, Blacksburg, VA
-
Sandu, C., Blanchard, E. D., Sandhu, A., "A Polynomial Chaos Based Bayesian Approach for Estimating Uncertain Parameters of Mechanical Systems Part 1: Theoretical Approach," Computer Science Dept., Virginia Polytechnic Inst. and State Univ., TR-07-38, Blacksburg, VA, 2007.
-
(2007)
Theoretical Approach
-
-
Sandu, C.1
Blanchard, E.D.2
Sandhu, A.3
-
32
-
-
78149236964
-
A polynomial chaos based bayesian approach for estimating uncertain parameters of mechanicalsystems Part 1
-
Computer Science Dept., Virginia Polytechnic Inst. and State Univ., TR- 07-39, Blacksburg, VA
-
Sandu, C., Blanchard, E. D., Sandhu, A., "A Polynomial Chaos Based Bayesian Approach for Estimating Uncertain Parameters of MechanicalSystems Part 1: Theoretical Approach," Computer Science Dept., Virginia Polytechnic Inst. and State Univ., TR-07-39, Blacksburg, VA, 2007.
-
(2007)
Theoretical Approach
-
-
Sandu, C.1
Blanchard, E.D.2
Sandhu, A.3
-
33
-
-
0004027301
-
-
Academic Press, New York
-
Arfken, G. B., Arfken, G. B., andWeber, H. J., Mathematical Methods for Physicists, Academic Press, New York, 2001.
-
(2001)
Mathematical Methods for Physicists
-
-
Arfken, G.B.1
Arfken, G.B.2
Weber, H.J.3
-
34
-
-
16244382554
-
Numerical challenges in the use of polynomial chaos representations for stochastic processes
-
doi:10.1137/S1064827503427741
-
Debusschere,B.J.,Najm,H.N.,Pébay,P.P.,Knio,O.M.,Ghanem,R.G., and Le Maître, O. P., "Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes," SIAM Journal on Scientific Computing, Vol. 26, No. 2, 2004, pp. 698-719. doi:10.1137/S1064827503427741
-
(2004)
SIAM Journal on Scientific Computing
, vol.26
, Issue.2
, pp. 698-719
-
-
Debusschere, B.J.1
Najm, H.N.2
Pébay, P.P.3
Knio, O.M.4
Ghanem, R.G.5
Le Maître, O.P.6
-
35
-
-
0003594381
-
-
Duxbury, Pacific Grove, CA
-
Casella, G., Berger, R. L., and Berger, R. L., Statistical Inference, Duxbury, Pacific Grove, CA, 2002.
-
(2002)
Statistical Inference
-
-
Casella, G.1
Berger, R.L.2
Berger, R.L.3
-
36
-
-
79955803023
-
The infinite gaussian mixture model
-
MIT Press, Cambridge, MA
-
Rasmussen, C. E., "The Infinite Gaussian Mixture Model," Advances in Neural Information Processing Systems, Vol. 12, MIT Press, Cambridge, MA, 2000, pp. 554-560.
-
(2000)
Advances in Neural Information Processing Systems
, vol.12
, pp. 554-560
-
-
Rasmussen, C.E.1
-
38
-
-
0003840118
-
-
Springer-Verlag, ,New York, Chaps. 1-7
-
Bourbaki, N., Elements of Mathematics. Commutative Algebra, Springer-Verlag, ,New York, 1998, Chaps. 1-7.
-
(1998)
Elements of Mathematics. Commutative Algebra
-
-
Bourbaki, N.1
-
39
-
-
0942282935
-
Applied optimal control: Optimization, estimation, and control
-
London
-
Bryson, A. E., and Ho, Y. C., Applied Optimal Control: Optimization, Estimation, and Control, Taylor & Francis, London, 1975.
-
(1975)
Taylor & Francis
-
-
Bryson, A.E.1
Ho, Y.C.2
-
40
-
-
33745214236
-
First-order approximation of gram-schmidt orthonormalization beats deflation in coupled PCA learning rules
-
doi:10.1016/j.neucom.2005.06.016
-
Möller, R., "First-Order Approximation of Gram-Schmidt Orthonormalization Beats Deflation in Coupled PCA Learning Rules," Neurocomputing: Variable Star Bulletin, Vol. 69, Nos. 13-15, 2006, pp. 1582-1590. doi:10.1016/j.neucom.2005.06.016
-
(2006)
Neurocomputing: Variable Star Bulletin
, vol.69
, Issue.13-15
, pp. 1582-1590
-
-
Möller, R.1
-
42
-
-
78149250637
-
Uncertainty analysis of hypersonic flight using multi-resolution markov operators
-
Honolulu, HI, AIAA Paper 2008-6298
-
Sengupta, P., and Bhattacharya, R., "Uncertainty Analysis of Hypersonic Flight Using Multi-Resolution Markov Operators," AIAA Guidance, Navigation, and Control Conference and Exhibit, Honolulu, HI, AIAA Paper 2008-6298, 2008.
-
(2008)
AIAA Guidance, Navigation, and Control Conference and Exhibit
-
-
Sengupta, P.1
Bhattacharya, R.2
-
43
-
-
33845762382
-
Optimal nonlinear feedback guidance for reentry vehicles
-
Keystone, CO, AIAA Paper 2006-6074
-
Bollino, K. P., Ross, I. M., and Doman, D. D., "Optimal Nonlinear Feedback Guidance for Reentry Vehicles," AIAA Guidance, Navigation, and Control Conference and Exhibit, Keystone, CO, AIAA Paper 2006-6074, 2006.
-
(2006)
AIAA Guidance, Navigation, and Control Conference and Exhibit
-
-
Bollino, K.P.1
Ross, I.M.2
Doman, D.D.3
-
44
-
-
73949126549
-
Polynomial chaos based analysis of probabilistic uncertainty in hypersonic flight dynamics
-
doi:10.2514/1.41551
-
Prabhakar, A., Fisher, J., and Bhattacharya, R., "Polynomial Chaos Based Analysis of Probabilistic Uncertainty in Hypersonic Flight Dynamics," Journal of Guidance, Control, and Dynamics, Vol. 33, No. 1, 2010, pp. 222-234. doi:10.2514/1.41551
-
(2010)
Journal of Guidance, Control, and Dynamics
, vol.33
, Issue.1
, pp. 222-234
-
-
Prabhakar, A.1
Fisher, J.2
Bhattacharya, R.3
-
45
-
-
0036433588
-
SNOPT: An SQP algorithm for large-scale constrained optimization
-
doi:10.1137/S1052623499350013
-
Gill, P. E., Murray, W., and Saunders, M. A., "SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization," SIAM Journal on Optimization, Vol. 12, No. 4, 2002, pp. 979-1006. doi:10.1137/S1052623499350013
-
(2002)
SIAM Journal on Optimization
, vol.12
, Issue.4
, pp. 979-1006
-
-
Gill, P.E.1
Murray, W.2
Saunders, M.A.3
|