Related papers: On integration with respect to filter
This monograph, written for educational purposes, serves as an introduction to the concept of integrability as it applies to systems of differential equations (both ordinary and partial) as well as to vector-valued fields. The general cases…
We introduce the notion of an approximation system as a generalization of Taylor approximation, and we give some first examples. Next we develop the general theory, including error bounds and a sufficient criterion for convergence. More…
Image processing is one of the most immerging and widely growing techniques making it a lively research field. Image processing is converting an image to a digital format and then doing different operations on it, such as improving the…
Particle filters contain the promise of fully nonlinear data assimilation. They have been applied in numerous science areas, but their application to the geosciences has been limited due to their inefficiency in high-dimensional systems in…
We propose analogs of the classical Generalized Riemann Hypothesis and the Generalized Simplicity Conjecture for the characteristic p L-series associated to function fields over a finite field. These analogs are based on the use of absolute…
The paper deals with kernel density estimates of filtering densities in the particle filter. The convergence of the estimates is investigated by means of Fourier analysis. It is shown that the estimates converge to the theoretical filtering…
This talk reviews recent developments in the field of analytical Feynman integral calculations. The central theme is the geometry associated to a given Feynman integral. In the simplest case this is a complex curve of genus zero (aka the…
A new parametric integral is obtained as a consequence of the Riemann hypothesis. An asymptotic multiplicability is the main property of this integral.
Using the character expansion method, we generalize several well-known integrals over the unitary group to the case where general complex matrices appear in the integrand. These integrals are of interest in the theory of random matrices and…
The interpolation of couples of separable Hilbert spaces with a function parameter is studied. The main properties of the classic interpolation are proved. Some applications to the interpolation of isotropic H\"ormander spaces over a closed…
[1] investigates advanced connotations of Hardy and Rellich-type inequalities on complete noncompact Riemannian manifolds, delving on deriving inequalities that incorporate poignant weight functions. These inequalities prolongate classical…
Characterizations for Riemannian submersions to be harmonic or biharmonic are shown. Examples of biharmonic but not harmonic Riemannian submersions are shown.
Integrability conditions for Lie systems are related to reduction or transformation processes. We here analyse a geometric method to construct integrability conditions for Riccati equations following these approaches. This approach provides…
The Gaussian Filter (GF) is one of the most widely used filtering algorithms; instances are the Extended Kalman Filter, the Unscented Kalman Filter and the Divided Difference Filter. GFs represent the belief of the current state by a…
In this paper, we study Riemannian, anti-invariant Riemannian and Lagrangian submersions. We prove that the horizontal distribution of a Lagrangian submersion from a Kaehlerian manifold is integrable. We also give some applications of this…
We give a definition of higher dimensional iterated integrals based on integration over membranes. We prove basic properties of this definition and formulate a conjecture which extends Chen's de Rham Theorem for iterated integrals to the…
A GGC (Generalized Gamma Convolution) representation of Riemann's Xi-function is constructed.
We compute bilinear integrals involving Macdonald and Gegenbauer functions. These integrals are convergent only for a limited range of parameters. However, when one uses generalized integrals they can be computed essentially without…
A proof for the original Riemann hypothesis is proposed based on the infinite Hadamard product representation for the Riemann zeta function and later generalized to Dirichlet L-functions. The extension of the hypothesis to other functions…
Kalman Filtering problems often have inherent and known constraints in the physical dynamics that are not exploited despite potentially significant gains (e.g., fixed speed of a motor). In this paper, we review existing methods and propose…