activity
20132016
most citedA Kushner-Stratonovich Monte Carlo Filter Applied to Nonlinear Dynamical System Identification

25 citations · 38 across the 5 of their papers we have counts for

collaborators

5 papers

physics.geo-ph2016★ 12 cited

Quantifying Uncertainties in the 2004 Sumatra-Andaman Earthquake Source Parameters by Stochastic Inversion

Devaraj Gopinathan, Mamatha Venugopal, Debasish Roy +3

Usual inversion for earthquake source parameters from tsunami wave data incorporates subjective elements. Noisy and possibly insufficient data also results in instability and non-u…

stat.ME2015

A Stochastically Evolving Non-local Search and Solutions to Inverse Problems with Sparse Data

Mamatha Venugopal, Ram Mohan Vasu, Debasish Roy

Building upon our earlier work of a martingale approach to global optimization, a powerful stochastic search scheme for the global optimum of cost functions is proposed on the basi…

stat.ME2014

An ensemble Kushner-Stratonovich-Poisson filter for recursive estimation in nonlinear dynamical systems

Mamatha Venugopal, Ram Mohan Vasu, Debasish Roy

Despite the numerous applications that may be expeditiously modelled by counting processes, stochastic filtering strategies involving Poisson-type observations still remain somewha…

stat.ME2013★ 1 cited

A New Evolutionary Bayesian Approach Incorporating Additive Path Correction for Nonlinear Inverse Problems

M Venugopal, D Roy, R M Vasu

An evolutionary form of a generalized Bayesian update method, which is strictly derivative- free yet directed through an additive update term based purely on the statistical moment…

stat.ME2013★ 25 cited

A Kushner-Stratonovich Monte Carlo Filter Applied to Nonlinear Dynamical System Identification

S Sarkar, S R Chowdhury, M Venugopal +2

A Monte Carlo filter, based on the idea of averaging over characteristics and fashioned after a particle-based time-discretized approximation to the Kushner-Stratonovich (KS) nonli…