63 citations · 143 across the 25 of their papers we have counts for
4 papers · 2 filters
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…
A global optimization paradigm based on change of measures
Saikat Sarkar, Debasish Roy
A global optimization framework, acronymed COMBEO (Change OfMeasure Based Evolutionary Optimization), is proposed. An important aspect in the development is a set of derivative-fre…
Evolutionary global optimization posed as a randomly perturbed martingale problem and applied to parameter recovery of chaotic oscillators
Saikat Sarkar, Debasish Roy, Ram Mohan Vasu
A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte…
An Ensemble Kushner-Stratonovich (EnKS) Nonlinear Filter: Additive Particle Updates in Non-Iterative and Iterative Forms
Saikat Sarkar, Debasish Roy
Despite the cheap availability of computing resources enabling faster Monte Carlo simulations, the potential benefits of particle filtering in revealing accurate statistical inform…