5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.DS2013★ 5 cited
State estimation under non-Gaussian Levy noise: A modified Kalman filtering method
Xu Sun, Jinqiao Duan, Xiaofan Li +1
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian Lévy noise is present, the conventional Kalman filter may fail…
math.DS2012
Small noise approximation of center manifolds for stochastic dynamical systems
Jian Ren, Zhongkai Guo, Xianming Liu +1
This paper provides a small noise approximation for local random center manifolds of a class of stochastic dynamical systems in Euclidean space. An example is presented to illustra…