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440,208
A New Extension of the Kalman Filter to Nonlinear Systems
, 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
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Cited by 747 (6 self)
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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
- ACM TRANSACTIONS ON INFORMATION SYSTEMS
, 2004
"... ..."
NewsWeeder: Learning to Filter Netnews
- 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
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Cited by 555 (0 self)
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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
, 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 ..."
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Cited by 482 (4 self)
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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
- 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 ..."
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Cited by 482 (8 self)
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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
- 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
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Cited by 1032 (76 self)
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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
- Proceedings of the 14 th Conference on Uncertainty in Artificial Intelligence
, 1998
"... 1 ..."
Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics
- 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
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Cited by 782 (22 self)
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. 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
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, 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 ..."
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Cited by 1554 (85 self)
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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
Results 1 - 10
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440,208