Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering

M Coghi, T Nilssen, N Nüsken… - The Annals of Applied …, 2023 - projecteuclid.org
Motivated by the challenge of incorporating data into misspecified and multiscale dynamical
models, we study a McKean–Vlasov equation that contains the data stream as a common …

Approximation of the filter equation for multiple timescale, correlated, nonlinear systems

R Beeson, NS Namachchivaya, N Perkowski - SIAM Journal on Mathematical …, 2022 - SIAM
This paper considers the approximation of the continuous time filtering equation for the case
of a multiple timescale signal (slow-intermediate and fast scales) that may have correlation …

Optimal design of electromagnetic metamaterial electronic device sensor with specific performance based on multivariate big data fusion

S Bi - Journal of Experimental Nanoscience, 2023 - Taylor & Francis
As the basic unit structure of electromagnetic metamaterial, the structure size of open
resonant ring directly determines the constitutive parameters of SRR (dielectric constant ε …

Nonlinear filtering of high dimensional, chaotic, multiple timescale correlated systems

RT Beeson - 2020 - ideals.illinois.edu
This dissertation addresses theoretical and numerical questions in nonlinear filtering theory
for high dimensional, chaotic, multiple timescale correlated systems. The research is …