3 papers
math.OC2026
Real time filtering algorithms
Chang Qin, Yikun Li, Ru Qian +2
This paper presents a systematic review of recent advances in nonlinear filtering algorithms, structured into three principal categories: Kalman-type methods, Monte Carlo methods,…
math.OC2024
Nonexistence of finite-dimensional estimation algebras on closed smooth manifolds
Jiayi Kang, Andrew Salmon, Stephen Shing-Toung Yau
Estimation algebras have been extensively studied in Euclidean space, where finite-dimensional estimation algebras form the foundation of the Kalman and Benes filters, and have con…
eess.SY2023
Maximum Correntropy Ensemble Kalman Filter
Yangtianze Tao, Jiayi Kang, Stephen Shing-Toung Yau
In this article, a robust ensemble Kalman filter (EnKF) called MC-EnKF is proposed for nonlinear state-space model to deal with filtering problems with non-Gaussian observation noi…