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A New Extension of the Kalman Filter to Nonlinear Systems

by Simon J. Julier, Jeffrey K. Uhlmann , 1997
"... The Kalman filter(KF) is one of the most widely used methods for tracking and estimation due to its simplicity, optimality, tractability and robustness. However, the application of the KF to nonlinear systems can be difficult. The most common approach is to use the Extended Kalman Filter (EKF) which ..."
Abstract - Cited by 747 (6 self) - Add to MetaCart
The Kalman filter(KF) is one of the most widely used methods for tracking and estimation due to its simplicity, optimality, tractability and robustness. However, the application of the KF to nonlinear systems can be difficult. The most common approach is to use the Extended Kalman Filter (EKF

Evaluating collaborative filtering recommender systems

by Jonathan L. Herlocker, Joseph A. Konstan, Loren G. Terveen, John T. Riedl - ACM TRANSACTIONS ON INFORMATION SYSTEMS , 2004
"... ..."
Abstract - Cited by 942 (20 self) - Add to MetaCart
Abstract not found

Nonlinear Approximation

by Ronald A. DeVore - ACTA NUMERICA , 1998
"... ..."
Abstract - Cited by 970 (40 self) - Add to MetaCart
Abstract not found

NewsWeeder: Learning to Filter Netnews

by Ken Lang - in Proceedings of the 12th International Machine Learning Conference (ML95 , 1995
"... A significant problem in many information filtering systems is the dependence on the user for the creation and maintenance of a user profile, which describes the user's interests. NewsWeeder is a netnews-filtering system that addresses this problem by letting the user rate his or her interest l ..."
Abstract - Cited by 555 (0 self) - Add to MetaCart
A significant problem in many information filtering systems is the dependence on the user for the creation and maintenance of a user profile, which describes the user's interests. NewsWeeder is a netnews-filtering system that addresses this problem by letting the user rate his or her interest

The Ensemble Kalman Filter: theoretical formulation And Practical Implementation

by Geir Evensen , 2003
"... The purpose of this paper is to provide a comprehensive presentation and interpretation of the Ensemble Kalman Filter (EnKF) and its numerical implementation. The EnKF has a large user group, and numerous publications have discussed applications and theoretical aspects of it. This paper reviews the ..."
Abstract - Cited by 482 (4 self) - Add to MetaCart
implementation. A program listing is given for some of the key subroutines. The paper also touches upon specific issues such as the use of nonlinear measurements, in situ profiles of temperature and salinity, and data which are available with high frequency in time. An ensemble based optimal interpolation (En

Fusion, Propagation, and Structuring in Belief Networks

by Judea Pearl - ARTIFICIAL INTELLIGENCE , 1986
"... Belief networks are directed acyclic graphs in which the nodes represent propositions (or variables), the arcs signify direct dependencies between the linked propositions, and the strengths of these dependencies are quantified by conditional probabilities. A network of this sort can be used to repre ..."
Abstract - Cited by 482 (8 self) - Add to MetaCart
with the task of fusing and propagating the impacts of new information through the networks in such a way that, when equilibrium is reached, each proposition will be assigned a measure of belief consistent with the axioms of probability theory. It is shown that if the network is singly connected (e.g. tree

On Sequential Monte Carlo Sampling Methods for Bayesian Filtering

by Arnaud Doucet, Simon Godsill, Christophe Andrieu - STATISTICS AND COMPUTING , 2000
"... In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework is develop ..."
Abstract - Cited by 1032 (76 self) - Add to MetaCart
In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework

Empirical Analysis of Predictive Algorithm for Collaborative Filtering

by John S. Breese, David Heckerman, Carl Kadie - Proceedings of the 14 th Conference on Uncertainty in Artificial Intelligence , 1998
"... 1 ..."
Abstract - Cited by 1481 (4 self) - Add to MetaCart
Abstract not found

Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics

by Geir Evensen - J. Geophys. Res , 1994
"... . A new sequential data assimilation method is discussed. It is based on forecasting the error statistics using Monte Carlo methods, a better alternative than solving the traditional and computationally extremely demanding approximate error covariance equation used in the extended Kalman filter. The ..."
Abstract - Cited by 782 (22 self) - Add to MetaCart
. A new sequential data assimilation method is discussed. It is based on forecasting the error statistics using Monte Carlo methods, a better alternative than solving the traditional and computationally extremely demanding approximate error covariance equation used in the extended Kalman filter

Nonlinear component analysis as a kernel eigenvalue problem

by Bernhard Schölkopf, Alexander Smola, Klaus-Robert Müller - , 1996
"... We describe a new method for performing a nonlinear form of Principal Component Analysis. By the use of integral operator kernel functions, we can efficiently compute principal components in high-dimensional feature spaces, related to input space by some nonlinear map; for instance the space of all ..."
Abstract - Cited by 1554 (85 self) - Add to MetaCart
We describe a new method for performing a nonlinear form of Principal Component Analysis. By the use of integral operator kernel functions, we can efficiently compute principal components in high-dimensional feature spaces, related to input space by some nonlinear map; for instance the space of all
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