List
of Stephen Yau's papers in Control and Filtering
March 21, 2023
1.
Solving nonlinear filtering problems using a tensor train
decomposition method (with Sijing Li, Zhongjian Wang and Zhiwen Zhang),
(to appear), IEEE Transactions on Automatic Control, 2023.
2.
Neural Projection Filter:
Learning Unknown Dynamics Driven By Noisy Observations (with Yangtianze Tao and Jiayi Kang),
(to appear), IEEE Transactions on Neural Networks and Learning Systems, 2023.
3.
On the stability of linear
feedback particle filter (with Xiuqiong Chen),
(to appear), Asian Journal of Mathematics, 2023.
4.
Recurrent Neural Networks are Universal Approximators
with Stochastic Inputs (with Xiuqiong Chen, Yangtianze Tao and Wenjie Xu), to
appear, IEEE Transactions on Neural Networks and Learning Systems, 2023.
5.
Complete classification of finite
dimensional estimation algebras with state dimension n, linear rank n-1 and
constant Wong matrix
(with Hongyu Yu and Xiaopei
Jiao), (to appear), IEEE Transactions on Automatic Control, 2023.
6.
Hessian Matrix Non-decomposition Theorem And Its Application to
Nonlinear Filtering (with Wenhui Dong and Shanze Gao), Nonlinear Analysis, Vol. 230 :113236 (2023), 1-22.
7.
Structure of finite dimensional exact estimation algebra on
state dimension 3 and linear rank 2 (with Xiaopei
Jiao), International Journal of Control, Vol. 96, No. 2 (2023), 362-373.
8.
Optimal Transportation Particle Filter for Linear Filtering
Systems with Correlated Noises (with Jiayi Kang, Xiuqiong Chen and Yangtianze
Tao), IEEE Transactions on Aerospace and Electronic Systems, Vol. 58, No. 6
(2022), 5190-5203.
9.
General Convergence Result for Continuous-Discrete Feedback
Particle Filter (with Xiuqiong Chen, Xue Luo and Ji Shi), International Journal of Control, Vol.
95, No. 11(2022), 2972-2986.
10.
A New Linear Regression Kalman Filter
with Symmetric Samples (with Xiuqiong Chen*, Jiayi Kang* and Mina Teicher),
Symmetry, Vol. 13, No. 11 (2021), 1-13.
11.
A Novel Real-Time Filtering Method to General Nonlinear Filtering
Problem Without Memory (with Ji Shi* and Xiuqiong
Chen*), IEEE Access, Vol. 9 (2021), 119343-119352.
12.
The novel classes of finite dimensional filters with non-maximal
rank estimation algebra on state space dimension four and rank of one (with
Wenhui Dong and Xiuqiong
Chen), International Journal of Control, Vol. 94, No. 5 (2021), 1156-1165.
13.
Solving Nonlinear Filtering Problems in Real-time by Legendre Galerkin Spectral Method (with Wenhui
Dong and Xue Luo), IEEE Transactions on Automatic
Control, Vol. 66, No. 4 (2021), 1559-1572.
14.
Novel Classification of Finite Dimensional Filters with
Non-maximal Rank Estimation Algebra (with Wenhui
Dong and Xiuqiong Chen), The Proceedings of 2020
American Control Conference, Denver, CO, USA, July 1-3, 2020, 3349-3354.
15. New classes of
finite dimensional filters with nonmaximal rank
estimation algebra on state dimension N and linear rank N-2 (with Xiaopei Jiao), SIAM Journal on Control and Optimization,
Vol. 58, No. 6 (2020), 3413-3427.
16.
Finite dimensional estimation algebras with state dimension 3
and rank 2, Mitter conjecture (with Ji Shi),
International Journal of Control, Vol. 93, No. 9 (2020), 2177-2186.
17.
A Novel Image Description with the Stretched Natural Vector
Method: Application to Face Recognition (with Wenhui
Dong), IEEE Access, Vol. 8, No. 1 (2020), 100084-100094.
18.
Proper orthogonal decomposition method to nonlinear filtering
problems in medium-high dimension (with Zhongjian
Wang*, Xue Luo* and Zhiwen
Zhang), IEEE Transactions on Automatic Control, Vol. 65, No. 4 (2020),
1613-1624.
19.
High
Order Linear Extended State Observer and Error Analysis of Active Disturbance
Rejection Control
(with Ji Shi and Xiuqiong Chen), Asian Journal of
Mathematics, Vol. 23, No.4 (2019), 631-650.
20.
Real-time
Solution of Time-varying Yau Filtering Problems via Direct Method and Gaussian
Approximation
(with Xiuqiong Chen and Ji Shi), IEEE Transactions on
Automatic Control, Vol. 64, No.4 (2019), 1648-1654.
21.
Suboptimal
Linear Estimation for Continuous-discrete Bilinear Systems (with Xue
Luo* and Xiuqiong Chen*), Systems & Control
Letters, Vol. 119 (2018), 92-100.
22.
The
suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems (with Xue
Luo), Automatica, Vol. 94 (2018), 9-17.
23.
Direct
method for Yau filtering system with nonlinear observations (with Ji Shi and Zhiyu Yang), International Journal of Control, Vol. 91,
No.3 (2018), 678-687.
24.
Finite
dimensional estimation algebras with state dimension 3 and rank 2, I: linear
structure of wong matrix (with Ji Shi), SIAM J. Control Optim., Vol. 55, No. 6 (2017), 4227-4246.
25.
New
classes of finite dimensional filters with non-maximal rank (with Ji Shi, Xiuqiong
Chen and Wenhui Dong), IEEE Control Systems Letters,
Vol. 1, No. 2 (2017), 233-237.
26.
Direct
method for time-varying nonlinear filtering problems (with Xiuqiong
Chen and Xue Luo), IEEE Transactions on Aerospace and
Electronic Systems, Vol. 53, No. 2 (2017), 630-639.
27.
Novel
Suboptimal Filter via Higher Order Central Moments (with Xue
Luo, Yang Jiao, and Wen-Lin Chiou), IEEE Transactions
on Aerospace and Electronic Systems, Vol. 52, No.4 (2016), 2030-2038.
28.
On
the quenching behavior of the mems with fringing field (with Xue
Luo), Quarterly of Applied Mathematics, Vol. 73, No. 4 (2015), 629-659.
29.
Some
Finite Dimensional Filters derived from the Structure Theorem for
Five-dimensional Estimation Algebras
(with Wen-Lin Chiou and Shaopu
Lin), Asian Journal of Mathematics, Vol. 19, No. 5 (2015), 793-810.
30.
A
Novel Suboptimal Method for Solving Polynomial Filtering Problems (with Xue
Luo, Yang Jiao and Wen-Lin Chiou), Automatica, Vol. 62 (2015), 26-31.
31.
Time-dependent
Hermite-Galerkin spectral method and its applications (with Xue
Luo and Shing Tung Yau), Applied Mathematics and Computation, Vol. 264 (2015),
378-391.
32.
Hermite Spectral Method with Hyperbolic
Cross Approximations to High-dimensional Parabolic PDEs (with Xue
Luo), SIAM J. Numer. Anal., Vol. 51, No. 6 (2013),
3186-3212.
33.
Hermite spectral method to 1-D forward
Kolmogorov equation and its application to non-linear filtering problems (with Xue
Luo), IEEE Transactions on Automatic Control, Vol. 58, No. 10 (2013),
2495-2507.
34.
Complete
real time solution of the general nonlinear filtering problem without memory (with Xue
Luo), IEEE Transactions on Automatic Control, Vol. 58, No. 10 (2013),
2563-2578.
35.
Mitter conjecture and structure theorem
for six-dimensional estimation algebras (with Yang Jiao and Wen-Lin Chiou),
International Journal of Control, Vol. 86, No. 1 (2013), 146-158.
36.
Mitter conjecture for low dimensional
estimation algebras in nonlinear filtering (with Wen- Lin Chiou and Woei-Ren Chiueh), International
Journal of Control, Vol. 81, No. 11 (2008), 1793-1805.
37.
Real
time solution of the nonlinear filtering problem without memory II (with S.T. Yau), SIAM J. Control
and Optimization, Vol. 47, No. 1 (2008), 163-195.
38.
Optimal
fast tracking observer bandwidth of the linear extended state observer (with Dongchul
Yoo and Zhiqiang Gao),
International Journal of Control, Vol. 80, No. 1 (2007), 102-111.
39.
Circuit
design for Yau filter
(with Yen-Tai Lai), International Journal of Electronic, Vol. 94, No. 2 (2007),
137-156.
40.
Classification
of estimation algebras with state dimension 2 (with Xi Wu), SIAM J. Control and Optimization, Vol.
45, No. 3 (2006), 1039-1073.
41.
Structure
theorem for five dimensional estimation algebras (with Wen-Lin Chiou
and Woei- Ren Chiueh),
Systems and Control Letters, Vol. 55, No. 4 (2006), 275-281.
42.
Solution
of filtering problem with nonlinear observations (with S.T. Yau), SIAM J. Control
and Optimization, Vol. 44, No. 3 (2005), 1019-1039.
43.
Classification
of Finite-Dimensional Estimation Algebras of Maximal Rank with Arbitrary State
Space Dimension and Mitter Conjecture (with G. Q. Hu), International
Journal of Control, Vol. 78, No. 10 (2005), 689-705.
44.
Parallel
computations for Yau Filters
(with Hon-Wing Cheng), Computers and Mathematics with Applications, Vol. 50
(2005), 881-893.
45.
Wavelet-Cralerkin Method for the Kolmogorov equation (with Zhigang
Liang), Mathematical and Computer Modelling, Vol. 40 (2004), 1093-1121.
46.
Computation
of Fokker-Planck equation,
Quarterly of Applied Mathematics,Vol. LXII, No. 4
(2004), 643-650.
47.
Nonlinear
filtering and time varying Schrӧdinger equation
I (with Shing-Tung
Yau), IEEE Transactions on Aerospace and Electronic Systems, Vol. 40, No. 1
(2004), 284-292.
48.
Explicit
solution of DMZ equation in nonlinear filtering via solution of ODEs (with Yuen-Tai Lai), IEEE
Transaction on Automatic Control, Vol. 48, No. 3 (2003), 505-508.
49.
Complete
classification of finite-dimensional estimation algebras of maximal rank, International Journal of Control,
Vol. 76, No. 7 (2003), 657-677.
50.
Finite-dimensional
filters with nonlinear drift XV: New direct method for construction of
universal finite-dimensional filter
(with Guo-Qing Hu), IEEE Transactions on Aerospace
and Electronic Systems, Vol. 38, No. 1 (2002), 50-57.
51.
Finite-dimensional
filters with nonlinear drift X: Explicit Solution of DMZ Equation (with Guo-Qing
Hu), IEEE Transactions on Automatic Control, Vol. 46, No. 1 (2001), 142-148.
52.
Finite
dimensional filters with nonlinear drift XIII: Classification of
finite-dimensional estimation algebras of maximal rank with state space
dimension less than or equal to five
(with GuoQing Hu and Wen-Lin Chiou),
Asian Journal of Math, Vol. 4, No. 4 (2000), 905-932.
53.
Real
time solution of nonlinear filtering problem without memory I (with Shing-Tung Yau),
Mathematical Research Letters, Vol. 7 (2000), 671-693.
54.
Approximate
nonlinear output regulation based on the universal approximation theorem (with Jin
Wang and Jie Huang), International Journal of Robust
and Nonlinear Control, Vol. 10 (2000), 439-456.
55.
Classification
of Four-Dimensional Estimation Algebras (with Amid Rasoulian), IEEE
Transactions on Automatic Control, Vol. 44, No. 4 (1999), 2312-2318.
56.
Hessian
Matrix Non-decomposition Theorem
(with Xi Wu and Wing-Shing Wong), Mathematical Research Letter, Vol. 6 (1999),
663-673.
57.
Wavelet
representations of general signals
(with T. Bielecki, J. Chen and E. B. Lin), Nonlinear
Analysis, Vol. 35 (1999), 125-141.
58.
Existence
and Decay Estimates for Time Dependent Parabolic Equation with Application to
Duncan-Mortensen-Zakai equation (with S.T. Yau), Asian Journal of
Mathematics, Vol. 2, No. 4 (1998), 1079-1150.
59.
Finite
Dimensional Filters with Nonlinear Drift, XI: Explicit Solution of the
Generalized Kolmogorov Equation in Brockett-Mitter
Program (with
Shing-Tung Yau), Advances in Mathematics, Vol. 140 (1998), 156-189.
60.
Filtering
Systems with Finite-Dimensional Estimation Algebras (with Rui-Tao
Dong and Wing-Shing Wong), IEEE Automatic Control, Vol. 42, No. 11 (1997),
1601-1606.
61.
Finite
dimensional filters with non-linear drift IX: Construction of finite
dimensional estimation algebras of non-maximal rank (with Amid Rasoulian),
Systems & Control Letters, Vol. 30 (1997), 109-118.
62.
Finite-dimensional
filters with nonlinear drift VIII: Classification of finite-dimensional
estimation algebras of maximal rank with state-space dimension 4 (with Jie
Chen and Chi-Wah Leung), SIAM J. Control Optim., Vol. 35, No. 4, July (1997), 1132-1141.
63.
Finite-dimensional
filters with nonlinear drift VII: Mitter conjecture
and structure of η (with Jie
Chen), SIAM J. Control Optim., Vol.35, No. 4, July
(1997), 1116-1131.
64.
Finite-dimensional
filters with nonlinear drift V: Solution to Kolmogorov equation arising from
linear filtering with non-Gaussian initial condition (with Zhigang
Liang and Shing-Tung Yau), IEEE Transactions on Aerospace and Electronic
Systems, Vol. 33, No. 4, Oct. (1997), 1295-1308.
65.
Finite-dimensional
filters with nonlinear drift III: Duncan-Mortensen-Zakai
equation with arbitrary initial condition for the linear filtering system and
the Benes filtering system
(with Shing-Tung Yau), IEEE Transactions on Aerospace and Electronic Systems,
Vol. 33, No. 4 (1997), 1277-1294.
66.
Finite-dimensional
filters with nonlinear drift, VI: Linear structure of Ω (with Jie
Chen), Math. Control Signals Systems, Vol. 9 (1996), 370-385.
67.
Explicit
solution of a Kolmogorov equation
(with S.T. Yau), Applied Mathematics and Optimization, Vol. 34 (1996), 231-266.
68.
Finite-dimensional
filters with nonlinear drift IV: classification of finite-dimensional
estimation algebras of maximal rank with state-space dimension 3 (with Jie
Chen, Chi-Wah Leung), SIAM J. Control and
Optimization, Vol. 34, No. 1 (1996), 179-198.
69.
Finite-dimensional
filters with nonlinear drift II: Brockett's problem on classification of
finite-dimensional estimation algebras
(with Wen-Lin Chiou), SIAM J. Control and Optimization, Vol. 32, No. 1 (1994),
297-310.
70.
Finite
dimensional filters with nonlinear drift I: A class of filters including both Kalman-Bucy filters and Benes filters, J. of Math. Systems, Estimation and
Control, Vol. 4, No. 2 (1994), 181-203.
71.
Structure
and classification theorems of finite-dimensional exact estimation algebras (with R.T. Dong, L.F. Tam and W.S.
Wong), SIAM J. Control Optim., Vol. 29, No. 4 (1991),
866-877.
72.
On
a necessary and sufficient condition for finite dimensionality of estimation
algebras (with
L.F. Tam and W.S. Wong), SIAM J. Control Optim., Vol.
28, No. 1 (1990), 173-185.