Related papers: Comparing Fr\'echet-Urysohn filters with two pre-o…
We pose and solve the problem of quantum filtering based on continuous-in-time quadrature measurements (homodyning) for the case where the quantum process is in a thermal state. The standard construction of quantum filters involves the…
In the following article we consider the numerical approximation of the non-linear filter in continuous-time, where the observations and signal follow diffusion processes. Given access to high-frequency, but discrete-time observations, we…
Unlike the conventional kernel adaptive filtering (KAF) approach of using a fixed kernel to define the Reproducing Kernel Hilbert Space (RKHS), this paper embeds the statistics of the input data in the kernel definition, obtaining a…
The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…
Alas, Junqueira and Wilson asked whether there is a discretely generated locally compact space whose one point compactification is not discretely generated and gave a consistent example using CH. Their construction uses a remote filter in…
Consider a space object in an orbit about the earth. An uncertain initial state can be represented as a point cloud which can be propagated to later times by the laws of Newtonian motion. If the state of the object is represented in…
An Ensemble Kalman Filter (EnKF, the predictor) is used make a large change in the state, followed by a Particle Filer (PF, the corrector) which assigns importance weights to describe non-Gaussian distribution. The weights are obtained by…
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…
An ultrafilter $p$ on $\omega$ is said to be discrete if, given any function $f\colon \omega \to X$ to any completely regular Hausdorff space, there is an $A \in p$ such that $f(A)$ is discrete. Basic properties of discrete ultrafilters are…
In this paper we revisit a non-linear filter for {\em non-Gaussian} noises that was introduced in [1]. Goggin proved that transforming the observations by the score function and then applying the Kalman Filter (KF) to the transformed…
It was recently shown that arbitrary first-order models canonically extend to models (of the same language) consisting of ultrafilters. The main precursor of this construction was the extension of semigroups to semigroups of ultrafilters, a…
We call a nonempty subset $A$ of a topological space $X$ finitely non-Urysohn if for every nonempty finite subset $F$ of $A$ and every family $\{U_x:x\in F\}$ of open neighborhoods $U_x$ of $x\in F$, $\cap\{\mathrm{cl}(U_x):x\in…
Solution methods for the nonlinear partial differential equation of the Rudin-Osher-Fatemi (ROF) and minimum-surface models are fundamental for many modern applications. Many efficient algorithms have been proposed. First order methods are…
In non-linear filtering, it is traditional to compare non-linear architectures such as neural networks to the standard linear Kalman Filter (KF). We observe that this mixes the evaluation of two separate components: the non-linear…
Particle filters (also called sequential Monte Carlo methods) are widely used for state and parameter estimation problems in the context of nonlinear evolution equations. The recently proposed ensemble transform particle filter (ETPF)…
A divisibility relation on ultrafilters on the set $\mathbb{N}$ of natural numbers is defined as follows: ${\cal F}\hspace{1mm}\widetilde{\mid}\hspace{1mm}{\cal G}$ if and only if every set in $\cal F$ upward closed for divisibility also…
We study free filters and their maximal extensions on the set of natural numbers. We characterize the limit of a sequence of real numbers in terms of the Frechet filter, which involves only one quantifier as opposed to the three…
Suppose that R is an analytically irreducible or excellent local domain with maximal ideal m_R. We consider multiplicities and mixed multiplicities of R by filtrations of m_R-primary ideals. We show that the theorem of Teissier, Rees and…
We are considering typed hierarchies of total, continuous functionals using complete, separable metric spaces at the base types. We pay special attention to the so called Urysohn space constructed by P. Urysohn. One of the properties of the…
We continue the study of the pseudo-intersection property with respect to an ideal introduced in \cite{TomNatasha2}. Our theory applies to the study of the Tukey types of general sums of ultrafilters, which, as evidenced by the results of…