Ruixin Niu

Polynomial Chaos Expansion Based Nonlinear Filtering of Stochastic Processes

David Bordenkircher, Ruixin Niu

In Dynamic Data Driven Applications Systems (DDDAS), non-linear continuous-discrete (CD) tracking algorithms have been proposed to recursively estimate stochastic processes which follow continuous-time stochastic differential equations (SDE) using non-linear discrete-time measure…Read more