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20132019
most citedA Kushner-Stratonovich Monte Carlo Filter Applied to Nonlinear Dynamical System Identification

25 citations · 34 across the 9 of their papers we have counts for

collaborators

9 papers

eess.IV2019

Polarization Discrimination Imaging of objects hidden in turbid media: Detection of weak sinusoids through Stochastic Resonance

Samudra Dasgupta, Jithun Nair, Shauryadipta Sarkar +2

In Polarization Discrimination Imaging, the amplitude of a sinusoid from a rotating analyzer, representing residual polarized light and carrying information on the object, is detec…

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…

cond-mat.soft2015★ 7 cited

Internal noise driven generalized Langevin equation from a nonlocal continuum model

Saikat Sarkar, Shubhankar Roy Chowdhury, Debasish Roy +1

Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describi…

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.ME2014

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…

stat.ME2014

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…

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★ 1 cited

Iterated Gain-based Stochastic Filters for Dynamic System Identification: Annealing-type Iterations and the Filter Bank

Tara Raveendran, Debasish Roy, Ram Mohan Vasu

A novel form of nonlinear stochastic filtering employing an annealing-type iterative update scheme, aided by the introduction of an artificial diffusion parameter and based on the…

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…