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The problem of the Taylor-Ito and Taylor-Stratonovich expansions of the Ito stochastic processes in a neighborhood of a fixed moment of time is considered. The classical forms of the Taylor-Ito and Taylor-Stratonovich expansions are…

Probability · Mathematics 2026-02-13 Dmitriy F. Kuznetsov

In this brief, we discuss the implementation of a third order semi-implicit differentiator as a complement of the recent work by the author that proposes an interconnected semi-implicit Euler double differentiators algorithm through Taylor…

Numerical Analysis · Mathematics 2024-08-02 Loïc Michel , Jean-Pierre Barbot

The article is devoted to the practical material on expansions and mean-square approximations of specific iterated Ito and Stratonovich stochastic integrals of multiplicities 1 to 6 with respect to components of the multidimensional Wiener…

Probability · Mathematics 2026-02-13 Dmitriy F. Kuznetsov

The book is devoted to the strong approximation of iterated stochastic integrals (ISIs) in the context of numerical integration of Ito SDEs and non-commutative semilinear SPDEs with nonlinear multiplicative trace class noise. The monograph…

Probability · Mathematics 2026-05-04 Dmitriy F. Kuznetsov

Function approximation is a generic process in a variety of computational problems, from data interpolation to the solution of differential equations and inverse problems. In this work, a unified approach for such techniques is…

Numerical Analysis · Mathematics 2019-10-01 Nikolaos P. Bakas

Chebyshev expansion coefficients can be computed efficiently by using the FFT, and for smooth functions the resulting approximation is close to optimal, with computations that are numerically stable. Given sufficiently accurate function…

Numerical Analysis · Mathematics 2015-03-30 Haiyong Wang , Daan Huybrechs

The spacecraft attitude tracking problem is addressed with actuator faults and uncertainties among inertias, external disturbances, and, in particular, state estimates. A continuous sliding mode attitude controller is designed using…

Systems and Control · Electrical Eng. & Systems 2021-02-22 Haichao Gui

In order to further advance the accuracy and robustness of the incremental parameter estimation-based rotation averaging methods, in this paper, a new member of the Incremental Rotation Averaging (IRA) family is introduced, which is termed…

Computer Vision and Pattern Recognition · Computer Science 2025-04-01 Xiang Gao , Hainan Cui , Yangdong Liu , Shuhan Shen

In this note, the attitude and inertial sensors drift biases estimation for Strapdown inertial navigation system is investigated. A semi-analytic method is proposed, which contains two interlaced solution procedures. Specifically, the…

Robotics · Computer Science 2018-01-17 Lubin Chang

This paper presents a novel end-to-end deep learning framework for real-time inertial attitude estimation using 6DoF IMU measurements. Inertial Measurement Units are widely used in various applications, including engineering and medical…

Robotics · Computer Science 2023-05-23 Arman Asgharpoor Golroudbari , Mohammad Hossein Sabour

Functional time series have become an integral part of both functional data and time series analysis. Important contributions to methodology, theory and application for the prediction of future trajectories and the estimation of functional…

Methodology · Statistics 2017-01-04 Alexander Aue , Johannes Klepsch

In this paper, we consider the iterative solution of linear algebraic equations under the condition that matrix-vector products with the coefficient matrix are computed only partially. At the same time, non-computed entries are set to…

Numerical Analysis · Mathematics 2024-10-15 Vassilis Kalantzis , Yuanzhe Xi , Lior Horesh , Yousef Saad

In underwater navigation systems, strap-down inertial navigation system/Doppler velocity log (SINS/DVL)-based loosely coupled architectures are widely adopted. Conventional approaches project DVL velocities from the body coordinate system…

Robotics · Computer Science 2026-01-28 Jin Huang , Zichen Liu , Haoda Li , Zhikun Wang , Ying Chen

Iterative gradient-based optimization algorithms are widely used to solve difficult or large-scale optimization problems. There are many algorithms to choose from, such as gradient descent and its accelerated variants such as Polyak's Heavy…

Optimization and Control · Mathematics 2023-09-21 Bryan Van Scoy , Laurent Lessard

Stochastic Taylor expansions of the expectation of functionals applied to diffusion processes which are solutions of stochastic differential equation systems are introduced. Taylor formulas w.r.t. increments of the time are presented for…

Probability · Mathematics 2013-10-24 Andreas Rößler

Error distribution analysis is an important assistant technology for the research of SINS(Strapdown Inertial Navigation System). Error distribution result can provide the contribution of different errors to final navigation error, which is…

Systems and Control · Electrical Eng. & Systems 2022-09-12 Xiaokang Yang , Gongmin Yan , Fan Liu , Bofan Guan , Sihai Li

Estimating the Domain of Attraction (DA) of non-polynomial systems is a challenging problem. Taylor expansion is widely adopted for transforming a nonlinear analytic function into a polynomial function, but the performance of Taylor…

Systems and Control · Computer Science 2017-09-18 Dongkun Han , Dimitra Panagou

We investigate solutions to the functional equation $f(f(x)) = e^x$, which can be interpreted as the problem of finding a half iterate of the exponential map. While no elementary solution exists, we construct and analyze non-elementary…

Numerical Analysis · Mathematics 2025-09-30 Sanay Nesargi , Gregory Roudenko

Real life signals are in general non--stationary and non--linear. The development of methods able to extract their hidden features in a fast and reliable way is of high importance in many research fields. In this work we tackle the problem…

Numerical Analysis · Mathematics 2018-10-26 Antonio Cicone , Haomin Zhou

We demonstrate the relevance of an algorithm called generalized iterative scaling (GIS) or simultaneous multiplicative algebraic reconstruction technique (SMART) and its rescaled block-iterative version (RBI-SMART) in the field of optimal…

Numerical Analysis · Mathematics 2023-05-15 Johannes von Lindheim , Gabriele Steidl