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2002
Kouritzin, Michael, Bauer, Will, Kim, Surrey
Predicting the future state of a random dynamic signal based on corrupted, distorted, and partial observations is vital for proper real-time control of a system that includes time delay. Motivated by problems from Acoustic Positioning Research Inc., we consider the continual automated...
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2002
Kim, Surrey, Kouritzin, Michael, Ballantyne, David
Particle-based nonlinear filters have proven to be effective and versatile methods for computing approximations to difficult filtering problems. We introduce a novel hybrid particle method, thought to possess an excellent compromise between the unadaptive nature of the weighted particle methods...