3 citations · 3 across the 5 of their papers we have counts for
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A System-Theoretic Approach to Hawkes Process Identification with Guaranteed Positivity and Stability
Xinhui Rong, Girish N. Nair
The Hawkes process models self-exciting event streams, requiring a strictly non-negative and stable stochastic intensity. Standard identification methods enforce these properties u…
An Extended Kalman Filter for Systems with Infinite-Dimensional Measurements
Maxwell M. Varley, Timothy L. Molloy, Girish N. Nair
This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world a…
Optimal Linear Filtering for Discrete-Time Systems with Infinite-Dimensional Measurements
Maxwell Varley, Timothy L. Molloy, Girish N. Nair
Systems equipped with modern sensing modalities such as vision and lidar gain access to increasingly high-dimensional measurements with which to enact estimation and control scheme…