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Relevant bibliographies by topics / BRANCHING PARTICLE FILTER

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Academic literature on the topic 'BRANCHING PARTICLE FILTER'

Author: Grafiati

Published: 11 September 2023

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Journal articles on the topic "BRANCHING PARTICLE FILTER"

1

Crisan, Dan, and Salvador Ortiz-Latorre. "A Kusuoka–Lyons–Victoir particle filter." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 469, no. 2156 (2013): 20130076. http://dx.doi.org/10.1098/rspa.2013.0076.

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The aim of this paper is to introduce a new numerical algorithm for solving the continuous time nonlinear filtering problem. In particular, we present a particle filter that combines the Kusuoka–Lyons–Victoir (KLV) cubature method on Wiener space to approximate the law of the signal with a minimal variance ‘thinning’ method, called the tree-based branching algorithm (TBBA) to keep the size of the cubature tree constant in time. The novelty of our approach resides in the adaptation of the TBBA algorithm to simultaneously control the computational effort and incorporate the observation data into

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2

YEONG, HOONG CHIEH, JUN HYUN PARK, and N. SRI NAMACHCHIVAYA. "PARTICLE FILTERS IN A MULTISCALE ENVIRONMENT: WITH APPLICATION TO THE LORENZ-96 ATMOSPHERIC MODEL." Stochastics and Dynamics 11, no. 02n03 (2011): 569–91. http://dx.doi.org/10.1142/s0219493711003450.

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The study of random dynamical systems involves understanding the evolution of state variables that contain uncertainties and that are usually hidden, or not directly observable. Therefore, state variables have to be estimated and updated based on system models using information from observational data, which themselves are noisy, in the sense that they contain uncertainties and disturbances due to imperfections in observational devices and disturbances in the environment within which data are being collected. The development of efficient data assimilation methods for integrating observational

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3

Nakagawa, Hidetoshi, and Hideyuki Takada. "Numerical analysis of rating transition matrix depending on latent macro factor via nonlinear particle filter method." Journal of Financial Engineering 01, no. 03 (2014): 1450026. http://dx.doi.org/10.1142/s2345768614500263.

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We propose a new nonlinear filtering model for a better estimation of credit rating transition matrix consistent with the hypothesis that rating transition intensities as well as dynamics of financial asset prices depend on some unobservable macroeconomic factor. We attempt a branching particle filter method to numerically obtain the conditional distribution of the latent factor. For an illustration, we analyze a rating transition history of Japanese enterprises. As a result, we realize that our model can capture some contagion effect of credit events and an interpolative role of financial mar

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4

Jeon, Byunghwan. "Deep Recursive Bayesian Tracking for Fully Automatic Centerline Extraction of Coronary Arteries in CT Images." Sensors 21, no. 18 (2021): 6087. http://dx.doi.org/10.3390/s21186087.

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Extraction of coronary arteries in coronary computed tomography (CT) angiography is a prerequisite for the quantification of coronary lesions. In this study, we propose a tracking method combining a deep convolutional neural network (DNN) and particle filtering method to identify the trajectories from the coronary ostium to each distal end from 3D CT images. The particle filter, as a non-linear approximator, is an appropriate tracking framework for such thin and elongated structures; however, the robust ‘vesselness’ measurement is essential for extracting coronary centerlines. Importantly, we

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5

Saraiev, Olexii, and Alexander Khrulev. "Devising a model of the airflow with dust particles in the intake system of a vehicle’s internal combustion engine." Eastern-European Journal of Enterprise Technologies 2, no. 1 (110) (2021): 61–69. http://dx.doi.org/10.15587/1729-4061.2021.230113.

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This paper considers the mechanism of malfunction of internal combustion engines that implies the accelerated local wear of parts in individual cylinders as a result of uneven distribution of dust particles that pass through the air filter in the intake system. In order to acquire quantitative data on the effect of the structure of the intake system on the redistribution of dust in engine cylinders, the two-phase flow of air with dust particles in the standard elements of the intake system was mathematically modeled. ANSYS software package was used to solve the problem. A simulation technique

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Meusinger, Carl, Ulrike Dusek, Stephanie M. King та ін. "Chemical and isotopic composition of secondary organic aerosol generated by <i>α</i>-pinene ozonolysis". Atmospheric Chemistry and Physics 17, № 10 (2017): 6373–91. http://dx.doi.org/10.5194/acp-17-6373-2017.

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Abstract. Secondary organic aerosol (SOA) plays a central role in air pollution and climate. However, the description of the sources and mechanisms leading to SOA is elusive despite decades of research. While stable isotope analysis is increasingly used to constrain sources of ambient aerosol, in many cases it is difficult to apply because neither the isotopic composition of aerosol precursors nor the fractionation of aerosol forming processes is well characterised. In this paper, SOA formation from ozonolysis of α-pinene – an important precursor and perhaps the best-known model system used in

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7

Kouritzin, Michael A. "Residual and stratified branching particle filters." Computational Statistics & Data Analysis 111 (July 2017): 145–65. http://dx.doi.org/10.1016/j.csda.2017.02.003.

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8

Kouritzin, Michael A. "Convergence rates for residual branching particle filters." Journal of Mathematical Analysis and Applications 449, no. 2 (2017): 1053–93. http://dx.doi.org/10.1016/j.jmaa.2016.12.046.

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9

Hoogenboezem, Wim, Jos G. M. van den Boogaart, Ferdinand A. Sibbing, Eddy H. R. R. Lammens, Arie Terlouw, and Jan W. M. Osse. "A New Model of Particle Retention and Branchial Sieve Adjustment in Filter-Feeding Bream (Abramis brama, Cyprinidae)." Canadian Journal of Fisheries and Aquatic Sciences 48, no. 1 (1991): 7–18. http://dx.doi.org/10.1139/f91-002.

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A new model for filter feeding in bream (Abramis brama, Cyprinidae) is presented based on the three dimensional architecture of the branchial sieve. Transverse ridges on the upper surface of the gill arches form a system of channels in which food particles appear to be retained. These ridges are formed by a fleshy interconnection between the middle part of the gill arch and the bony parts of its gill rakers. Muscles attached to the rakers, present only on the lateral edge of the gill arch, indicate movability of the lateral bony raker element. If the fish is foraging on particles smaller than

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10

Kouritzin, Michael A., and Wei Sun. "Rates for branching particle approximations of continuous-discrete filters." Annals of Applied Probability 15, no. 4 (2005): 2739–72. http://dx.doi.org/10.1214/105051605000000539.

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