메뉴 건너뛰기




Volumn 351, Issue 2, 2014, Pages 1093-1111

Iterated gain-based stochastic filters for dynamic system identification

Author keywords

[No Author keywords available]

Indexed keywords

ENGINEERING INTERESTS; ENSEMBLE KALMAN FILTER; HIGHER-DIMENSIONAL; ITERATIVE EVALUATION; KUSHNER-STRATONOVICH EQUATIONS; MONTE CARLO SCHEMES; STOCHASTIC FILTERING; UNSCENTED TRANSFORMATIONS;

EID: 84892830392     PISSN: 00160032     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfranklin.2013.10.003     Document Type: Article
Times cited : (7)

References (26)
  • 1
    • 0015385037 scopus 로고
    • Nonlinear bayesian estimation using gaussian sum approximation
    • D.L. Alspach, and H.W. Sorenson Nonlinear bayesian estimation using gaussian sum approximation IEEE Trans. Autom. Control 20 1972 439 447
    • (1972) IEEE Trans. Autom. Control , vol.20 , pp. 439-447
    • Alspach, D.L.1    Sorenson, H.W.2
  • 2
    • 34247642674 scopus 로고    scopus 로고
    • An adaptive covariance inflation error correction algorithm for ensemble filters
    • J.L. Anderson An adaptive covariance inflation error correction algorithm for ensemble filters Tellus 59A 2007 210 224
    • (2007) Tellus , vol.59 A , pp. 210-224
    • Anderson, J.L.1
  • 3
    • 67149131689 scopus 로고    scopus 로고
    • A pseudo-dynamical systems approach to a class of inverse problems in engineering
    • B. Banerjee, D. Roy, and R.M. Vasu A pseudo-dynamical systems approach to a class of inverse problems in engineering Proc. R. Soc. A 465 2105 2009 1561 1579
    • (2009) Proc. R. Soc. A , vol.465 , Issue.2105 , pp. 1561-1579
    • Banerjee, B.1    Roy, D.2    Vasu, R.M.3
  • 4
    • 78650035343 scopus 로고    scopus 로고
    • Optimal filtering over linear observations with unknown parameters
    • M. Basin, and D. Calderon-Alvarez Optimal filtering over linear observations with unknown parameters J. Franklin Inst. 347 2010 988 1000
    • (2010) J. Franklin Inst. , vol.347 , pp. 988-1000
    • Basin, M.1    Calderon-Alvarez, D.2
  • 5
    • 57949085983 scopus 로고    scopus 로고
    • Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
    • T. Bengtsson, P. Bickel, and B. Li Curse-of-dimensionality revisited: collapse of the particle filter in very large scale systems Probab. Stat. 2 2008 316 334
    • (2008) Probab. Stat. , vol.2 , pp. 316-334
    • Bengtsson, T.1    Bickel, P.2    Li, B.3
  • 6
    • 0033261066 scopus 로고    scopus 로고
    • A particle approximation of the solution of the Kushner-Stratonovitch equation
    • D. Crisan, and T. Lyons A particle approximation of the solution of the Kushner-Stratonovitch equation Probab. Theory Relat. Fields 115 1999 549 578
    • (1999) Probab. Theory Relat. Fields , vol.115 , pp. 549-578
    • Crisan, D.1    Lyons, T.2
  • 7
    • 0032186558 scopus 로고    scopus 로고
    • Convergence of a branching particle method to the solution of the Zakai equation
    • D. Crisan, J. Gaines, and T. Lyons Convergence of a branching particle method to the solution of the Zakai equation SIAM Journal on Appl. Math. 58 5 1998 1568 1590
    • (1998) SIAM Journal on Appl. Math. , vol.58 , Issue.5 , pp. 1568-1590
    • Crisan, D.1    Gaines, J.2    Lyons, T.3
  • 9
    • 0028193070 scopus 로고
    • Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics
    • G. Evensen Sequential data assimilation with a nonlinear quasi-geostrophic 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
  • 10
    • 84884550570 scopus 로고    scopus 로고
    • The ensemble Kalman filter: Theoretical formulation and practical implementation
    • G. Evensen The ensemble Kalman filter: theoretical formulation and practical implementation Ocean Dyn. 53 4 2003 343 367
    • (2003) Ocean Dyn. , vol.53 , Issue.4 , pp. 343-367
    • Evensen, G.1
  • 12
    • 84916593381 scopus 로고
    • A Bayesian approach to problems in stochastic estimation and control
    • Y.C. Ho, and R.C.K. Lee A Bayesian approach to problems in stochastic estimation and control IEEE Trans. Autom. Control 9 1964 333 339
    • (1964) IEEE Trans. Autom. Control , vol.9 , pp. 333-339
    • Ho, Y.C.1    Lee, R.C.K.2
  • 15
    • 43049140484 scopus 로고    scopus 로고
    • Unbiased ensemble square root filters
    • D.M. Livings, S.L. Dance, and N.K. Nichols Unbiased ensemble square root filters Phys. D. 237 2008 1021 1028
    • (2008) Phys. D. , vol.237 , pp. 1021-1028
    • Livings, D.M.1    Dance, S.L.2    Nichols, N.K.3
  • 16
    • 77649272466 scopus 로고    scopus 로고
    • Scaled unscented transform Gaussian sum filter: Theory and application
    • X. Luo, I.M. Moroz, and I. Hoteit Scaled unscented transform Gaussian sum filter: theory and application Phys. D. 239 2010 684 701
    • (2010) Phys. D. , vol.239 , pp. 684-701
    • Luo, X.1    Moroz, I.M.2    Hoteit, I.3
  • 17
    • 79954615574 scopus 로고    scopus 로고
    • The Gaussian approach to adaptive covariance inflation and its implementation with the local ensemble transform kalman filter
    • T. Miyoshi The Gaussian approach to adaptive covariance inflation and its implementation with the local ensemble transform kalman filter Mon. Weather Rev 139 2011 1519 1535
    • (2011) Mon. Weather Rev , vol.139 , pp. 1519-1535
    • Miyoshi, T.1
  • 19
    • 1542427941 scopus 로고    scopus 로고
    • Filtering via simulation: Auxiliary particle filters
    • M.K. Pitt, and N. Shephard Filtering via simulation: auxiliary particle filters J. Am. Stat. Assoc. 94 446 1999 590 599
    • (1999) J. Am. Stat. Assoc. , vol.94 , Issue.446 , pp. 590-599
    • Pitt, M.K.1    Shephard, N.2
  • 20
    • 84863041625 scopus 로고    scopus 로고
    • A pseudo-time EnKF incorporating shape based reconstruction for diffuse optical tomography
    • T. Raveendran, S. Gupta, R.M. Vasu, and D. Roy A pseudo-time EnKF incorporating shape based reconstruction for diffuse optical tomography Med. Phys. 39 2 2012 1092 1101
    • (2012) Med. Phys. , vol.39 , Issue.2 , pp. 1092-1101
    • Raveendran, T.1    Gupta, S.2    Vasu, R.M.3    Roy, D.4
  • 22
    • 84873337071 scopus 로고    scopus 로고
    • A nearly exact reformulation of the girsanov linearization for stochastically driven nonlinear oscillators
    • (Art. No. 21020)
    • T. Raveendran, D. Roy, and R.M. Vasu A nearly exact reformulation of the girsanov linearization for stochastically driven nonlinear oscillators J. Appl. Mech. (ASME) 80 2013 2 (Art. No. 21020)
    • (2013) J. Appl. Mech. (ASME) , vol.80 , pp. 2
    • Raveendran, T.1    Roy, D.2    Vasu, R.M.3
  • 23
    • 0034325967 scopus 로고    scopus 로고
    • Exploration of the phase-space linearization method for deterministic and stochastic nonlinear dynamical systems
    • D. Roy Exploration of the phase-space linearization method for deterministic and stochastic nonlinear dynamical systems Nonlinear Dyn. 23 3 2000 225 258
    • (2000) Nonlinear Dyn. , vol.23 , Issue.3 , pp. 225-258
    • Roy, D.1
  • 24
    • 70349904577 scopus 로고    scopus 로고
    • A semi-analytical particle filter for identification of nonlinear oscillators
    • R. Sajeeb, C.S. Manohar, and D. Roy A semi-analytical particle filter for identification of nonlinear oscillators Probabilistic Eng. Mech. 25 1 2010 35 48
    • (2010) Probabilistic Eng. Mech. , vol.25 , Issue.1 , pp. 35-48
    • Sajeeb, R.1    Manohar, C.S.2    Roy, D.3
  • 25
    • 0003174553 scopus 로고
    • Bayesian statistics without tears: A sampling resampling perspective
    • A.F.M. Smith, and A.E. Gelfand Bayesian statistics without tears: a sampling resampling perspective Am. Stat 46 4 1992 84 88
    • (1992) Am. Stat , vol.46 , Issue.4 , pp. 84-88
    • Smith, A.F.M.1    Gelfand, A.E.2
  • 26
    • 35348876591 scopus 로고    scopus 로고
    • The Girsanov linearisation method for stochastically driven nonlinear oscillators
    • N. Saha, and D. Roy The Girsanov linearisation method for stochastically driven nonlinear oscillators J. Appl. Mech (ASME) 74 2007 885 897
    • (2007) J. Appl. Mech (ASME) , vol.74 , pp. 885-897
    • Saha, N.1    Roy, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.