List of Stephen Yau's papers in Control and Filtering

September 21, 2023

1. Yau lecture in the 1st ICBS.pdf

2. Maximum Correntropy Ensemble Kalman Filter (with Yangtianze Tao, and Jiayi Kang), to appear, proceedings of the 2023 62nd IEEE Conference on Decision and Control, 2023.

3. Finite Dimensional Estimation Algebra For Time-varying Filtering System and Optimal Transport Particle Filter: A Tangent Flow Point of View (with Jiayi Kang and Xiaopei Jiao), to appear, IEEE Transactions on Aerospace and Electronic Systems, 2023.

4. 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.

5. 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.

6. 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.

7. Solving Nonlinear Filtering Problems with Correlated Noise Based on Hermite-Galerkin Spectral Method (with Zeju Sun), Automatica, Vol. 156 (2023) 111176, 1-14.

8. Outlier-Robust Iterative Extended Kalman Filtering (with Yangtianze Tao), IEEE Signal Processing Letters, Vol. 30 (2023), 743-747.

9. Log-concave posterior densities arising in continuous filtering and a maximum a posteriori algorithm (with Jiayi Kang and Andrew Salmon), SIAM Journal on Control and Optimization, Vol. 64, No. 4 (2023), 2407-2424.

10. Solving nonlinear filtering problems using a tensor train decomposition method (with Sijing Li, Zhongjian Wang and Zhiwen Zhang), IEEE Transactions on Automatic Control, Vol. 68, No. 7 (2023), 4405-4412.

11. On the stability of linear feedback particle filter (with Xiuqiong Chen), Asian Journal of Mathematics, Vol. 27, No. 1 (2023), 95-120.

12. 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.

13. 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.

14. 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.

15. 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.

16. 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.

17. 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.

18. 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.

19. 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.

20. 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.

21. 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.

22. 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.

23. 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.

24. 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.

25. 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.

26. 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.

27. Suboptimal Linear Estimation for Continuous-discrete Bilinear Systems (with Xue Luo* and Xiuqiong Chen*), Systems & Control Letters, Vol. 119 (2018), 92-100.

28. The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems (with Xue Luo), Automatica, Vol. 94 (2018), 9-17.

29. 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.

30. 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.

31. 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.

32. 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.

33. 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.

34. On the quenching behavior of the mems with fringing field (with Xue Luo), Quarterly of Applied Mathematics, Vol. 73, No. 4 (2015), 629-659.

35. 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.

36. A Novel Suboptimal Method for Solving Polynomial Filtering Problems (with Xue Luo, Yang Jiao and Wen-Lin Chiou), Automatica, Vol. 62 (2015), 26-31.

37. 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.

38. 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.

39. 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.

40. 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.

41. 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.

42. 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.

43. 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.

44. 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.

45. Circuit design for Yau filter (with Yen-Tai Lai), International Journal of Electronic, Vol. 94, No. 2 (2007), 137-156.

46. Classification of estimation algebras with state dimension 2 (with Xi Wu), SIAM J. Control and Optimization, Vol. 45, No. 3 (2006), 1039-1073.

47. 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.

48. Solution of filtering problem with nonlinear observations (with S.T. Yau), SIAM J. Control and Optimization, Vol. 44, No. 3 (2005), 1019-1039.

49. 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.

50. Parallel computations for Yau Filters (with Hon-Wing Cheng), Computers and Mathematics with Applications, Vol. 50 (2005), 881-893.

51. Wavelet-Cralerkin Method for the Kolmogorov equation (with Zhigang Liang), Mathematical and Computer Modelling, Vol. 40 (2004), 1093-1121.

52. Computation of Fokker-Planck equation, Quarterly of Applied Mathematics,Vol. LXII, No. 4 (2004), 643-650.

53. 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.

54. 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.

55. Complete classification of finite-dimensional estimation algebras of maximal rank, International Journal of Control, Vol. 76, No. 7 (2003), 657-677.

56. 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.

57. 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.

58. 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.

59. Real time solution of nonlinear filtering problem without memory I (with Shing-Tung Yau), Mathematical Research Letters, Vol. 7 (2000), 671-693.

60. 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.

61. Classification of Four-Dimensional Estimation Algebras (with Amid Rasoulian), IEEE Transactions on Automatic Control, Vol. 44, No. 4 (1999), 2312-2318.

62. Hessian Matrix Non-decomposition Theorem (with Xi Wu and Wing-Shing Wong), Mathematical Research Letter, Vol. 6 (1999), 663-673.

63. Wavelet representations of general signals (with T. Bielecki, J. Chen and E. B. Lin), Nonlinear Analysis, Vol. 35 (1999), 125-141.

64. 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.

65. 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.

66. 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.

67. 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.

68. 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.

69. 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.

70. 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.

71. 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.

72. Finite-dimensional filters with nonlinear drift, VI: Linear structure of Ω (with Jie Chen), Math. Control Signals Systems, Vol. 9 (1996), 370-385.

73. Explicit solution of a Kolmogorov equation (with S.T. Yau), Applied Mathematics and Optimization, Vol. 34 (1996), 231-266.

74. 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.

75. 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.

76. 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.

77. 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.

78. 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.