List of Stephen Yau's papers in Control and Filtering

September 9, 2021

1.       General Convergence Result for Continuous-Discrete Feedback Particle Filter (with Xiuqiong Chen, Xue Luo and Ji Shi), (to appear), International Journal of Control, 2021.

2.       A Novel Real-Time Filtering Method to General Nonlinear Filtering Problem Without Memory (with Ji Shi* and Xiuqiong Chen*), (to appear), IEEE Access, 2021.

3.       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.

4.       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.

5.       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.

6.       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.

7.       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.

8.       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.

9.       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.

10.   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.

11.   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.

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

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

14.   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.

15.   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.

16.   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.

17.   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.

18.   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.

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

20.   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.

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

22.   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.

23.   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.

24.   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.

25.   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.

26.   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.

27.   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.

28.   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.

29.   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.

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

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

32.   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.

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

34.   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.

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

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

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

38.   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.

39.   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.

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

41.   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.

42.   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.

43.   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.

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

45.   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.

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

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

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

49.   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.

50.   Finite Dimensional Filters with Nonlinear Drift, XI: Explicit Solution of the Generalized Kolmogorov Equation in the Brockett-Mitter Program (with Shing-Tung Yau), Advances in Mathematics, Vol. 140 (1998), 156-189.

51.   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.

52.   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.

53.   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.

54.   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.

55.   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.

56.   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.

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

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

59.   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.

60.   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.

61.   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.

62.   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.

63.   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.