7 citations · 18 across the 6 of their papers we have counts for
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math.PR2015
Derivation and Analysis of Simplified Filters for Complex Dynamical Systems
Wonjung Lee, Andrew Stuart
Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accu…
cs.IT2015
The adaptive patched cubature filter and its implementation
Wonjung Lee, Terry Lyons
There are numerous contexts where one wishes to describe the state of a randomly evolving system. Effective solutions combine models that quantify the underlying uncertainty with a…