Abstract: Let the signal and noise processes be given as solutions to nonlinear stochastic differential equations. The optimal filter for the problem, derived elsewhere, is usually infinite ...

Reproducing kernel Hilbert space method is utilized in this paper as an efficient approach to solve singular fourth order ...

Abstract: There are mainly two types of particle flows in the design of particle flow filters, i.e., the deterministic flows and the stochastic flows as diffusion processes. These two types of flows ...

The dissipative term in the Rayleigh oscillator contains a nonlinear (cubic) contribution. Usually, the coefficient, ε, of ...

The modern economy is a complex machine. Its job is to allocate limited resources and distribute output among a large number of agents—mainly individuals, firms, and governments—allowing for the ...