-
1
-
-
0003665481
-
-
A. Doucet, N. Freitas, N. Gordon, Springer New York
-
A. Doucet, N. Freitas, N. Gordon, Sequential Monte Carlo methods in practice 2001 Springer New York
-
(2001)
Sequential Monte Carlo Methods in Practice
-
-
-
3
-
-
56449085264
-
A Kalman filter based strategy for linear structural system identification based on multiple static and dynamic test data
-
R. Tipireddy, H.A. Nasrellah, and C.S. Manohar A Kalman filter based strategy for linear structural system identification based on multiple static and dynamic test data Probab Eng Mech 24 2009 60 74
-
(2009)
Probab Eng Mech
, vol.24
, pp. 60-74
-
-
Tipireddy, R.1
Nasrellah, H.A.2
Manohar, C.S.3
-
4
-
-
0001157746
-
On the differential equations satisfied by conditional probability densities of Markov processes, with applications
-
H.J. Kushner On the differential equations satisfied by conditional probability densities of Markov processes, with applications SIAM J Control Ser A 2 1962 106 119
-
(1962)
SIAM J Control ser A
, vol.2
, pp. 106-119
-
-
Kushner, H.J.1
-
5
-
-
0001355394
-
Conditional Markov processes
-
R.L. Stratonovich Conditional Markov processes Theory Probab Appl 5 1960 156 178
-
(1960)
Theory Probab Appl
, vol.5
, pp. 156-178
-
-
Stratonovich, R.L.1
-
7
-
-
85024423711
-
New results in linear filtering and prediction theory
-
R.E. Kalman, and R.S. Bucy New results in linear filtering and prediction theory J Basic Eng D 83 1960 95 108
-
(1960)
J Basic Eng D
, vol.83
, pp. 95-108
-
-
Kalman, R.E.1
Bucy, R.S.2
-
8
-
-
0028554556
-
Advanced data assimilation in strongly nonlinear dynamical systems
-
R.N. Miller, M. Ghil, and P. Gauthiez Advanced data assimilation in strongly nonlinear dynamical systems J Atmos Sci 51 1994 1037 1056
-
(1994)
J Atmos Sci
, vol.51
, pp. 1037-1056
-
-
Miller, R.N.1
Ghil, M.2
Gauthiez, P.3
-
9
-
-
63449107832
-
Monte Carlo-based filtering for fatigue crack growth estimation
-
F. Cadini, E. Zio, and D. Avram Monte Carlo-based filtering for fatigue crack growth estimation Probab Eng Mech 24 2009 367 373
-
(2009)
Probab Eng Mech
, vol.24
, pp. 367-373
-
-
Cadini, F.1
Zio, E.2
Avram, D.3
-
10
-
-
0027580559
-
Novel approach to nonlinear/non-Gaussian Bayesian state estimation
-
N. Gordon, D. Salmond, and A.F.M. Smith Novel approach to nonlinear/non-Gaussian Bayesian state estimation IEE Proc F 140 1993 107 113
-
(1993)
IEE Proc F
, vol.140
, pp. 107-113
-
-
Gordon, N.1
Salmond, D.2
Smith, A.F.M.3
-
11
-
-
0001534675
-
Nonlinear filtering: Interacting particle solution
-
P.D. Moral Nonlinear filtering: interacting particle solution Markov Process Related Fields 2 1996 555 579
-
(1996)
Markov Process Related Fields
, vol.2
, pp. 555-579
-
-
Moral, P.D.1
-
12
-
-
0013326015
-
Nonlinear filtering using random particles
-
P.D. Moral Nonlinear filtering using random particles Theory Probab Appl 40 1996 690 701
-
(1996)
Theory Probab Appl
, vol.40
, pp. 690-701
-
-
Moral, P.D.1
-
13
-
-
0036475447
-
A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking
-
DOI 10.1109/78.978374, PII S1053587X0200569X
-
M.S. Arulampalam, S. Maskell, N. Gordon, and T. Clapp A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking IEEE Trans Signal Process 50 2 2002 174 188 (Pubitemid 34291500)
-
(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
-
14
-
-
0000601815
-
Inverse methods and data assimilation in nonlinear ocean models
-
G. Evensen Inverse methods and data assimilation in nonlinear ocean models Physica D 77 1994 108 129
-
(1994)
Physica D
, vol.77
, pp. 108-129
-
-
Evensen, G.1
-
15
-
-
0028193070
-
Sequential data assimilation with a nonlinear quasigeostrophic model using Monte Carlo methods to forecast error statistics
-
G. Evensen Sequential data assimilation with a nonlinear quasigeostrophic model using Monte Carlo methods to forecast error statistics J Geophys Res 99 C5 1994 10143 10162
-
(1994)
J Geophys Res
, vol.99
, Issue.C5
, pp. 10143-10162
-
-
Evensen, G.1
-
18
-
-
0036646756
-
Measuring dynamical prediction utility using relative entropy
-
R. Kleeman Measuring dynamical prediction utility using relative entropy J Atmos Sci 59 2002 2057 2072 (Pubitemid 34817275)
-
(2002)
Journal of the Atmospheric Sciences
, vol.59
, Issue.13
, pp. 2057-2072
-
-
Kleeman, R.1
-
20
-
-
0034186948
-
Gaussian filters for nonlinear filtering problems
-
K. Ito, and K. Xiong Gaussian filters for nonlinear filtering problems IEEE Trans Automat Control 45 2000 910 927
-
(2000)
IEEE Trans Automat Control
, vol.45
, pp. 910-927
-
-
Ito, K.1
Xiong, K.2
-
21
-
-
0002348641
-
Bayesian analysis using Monte Carlo integrationa powerful methodology for handling some difficult problems
-
L. Stewart Bayesian analysis using Monte Carlo integrationa powerful methodology for handling some difficult problems J R Stat Soc Ser D (The Statistician) 32 1983 195 200
-
(1983)
J R Stat Soc ser D (The Statistician)
, vol.32
, pp. 195-200
-
-
Stewart, L.1
-
22
-
-
0034382275
-
Convergence of empirical processes for interacting particle systems with applications to non-linear filtering
-
P.D. Moral, and M. Ledoux Convergence of empirical processes for interacting particle systems with applications to non-linear filtering J Theoret Probab 13 2000 225 257
-
(2000)
J Theoret Probab
, vol.13
, pp. 225-257
-
-
Moral, P.D.1
Ledoux, M.2
-
23
-
-
21344490247
-
Sequential imputation and Bayesian missing data problem
-
A. Kong, J.S. Liu, and W.H. Wong Sequential imputation and Bayesian missing data problem J Amer Statist Assoc 90 1994 567 576
-
(1994)
J Amer Statist Assoc
, vol.90
, pp. 567-576
-
-
Kong, A.1
Liu, J.S.2
Wong, W.H.3
-
24
-
-
1542427941
-
Filtering via simulation: Auxiliary particle filters
-
M.K. Pitt, and N. Shephard Filtering via simulation: auxiliary particle filters J Amer Statist Assoc 94 1999 590 599
-
(1999)
J Amer Statist Assoc
, vol.94
, pp. 590-599
-
-
Pitt, M.K.1
Shephard, N.2
-
25
-
-
0142010030
-
A variance-minimizing filter for large-scale application
-
P.J.V. Leeuwen A variance-minimizing filter for large-scale application Mon Weather Rev 131 2003 2071 2084
-
(2003)
Mon Weather Rev
, vol.131
, pp. 2071-2084
-
-
Leeuwen, P.J.V.1
-
28
-
-
25444532546
-
A practical computational framework for the multidimensional moment-constrained maximum entropy principle
-
DOI 10.1016/j.jcp.2005.05.008, PII S0021999105002688
-
R. Abramov A practical computational framework for the multidimensional moment-constrained maximum entropy principle J Comput Phys 211 2006 198 209 (Pubitemid 41363981)
-
(2006)
Journal of Computational Physics
, vol.211
, Issue.1
, pp. 198-209
-
-
Abramov, R.1
-
29
-
-
8744297806
-
A mathematical framework for quantifying predictability through relative entropy
-
A. Majda, R. Kleeman, and D. Cai A mathematical framework for quantifying predictability through relative entropy Methods Appl Anal 9 2002 425 444
-
(2002)
Methods Appl Anal
, vol.9
, pp. 425-444
-
-
Majda, A.1
Kleeman, R.2
Cai, D.3
|