Abstract: In the state estimation of a nonlinear system, the second-order filter is known to achieve better precision than the first-order filter [extended ...

Abstract—In the state estimation of a nonlinear system, the second- order filter is known to achieve better precision than the first-order filter.

Kwanghee Nam's 3 research works with 35 citations, including: A second-order stochastic filter involving coordinate transformation.

May 3, 2019 · The stochastic Verlet algorithm (see Burrage et al., 2007) is a scheme for simulating numerical solutions to second-order stochastic ...

A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process.

This chapter discusses the basic concepts of stochastic operators, stochastic systems, and the appropriate statistical measures for the output process.

The purpose of these notes is to provide an introduction to to stochastic differential equations (SDEs) from applied point of view. Because the aim is in ...

Coordinate transformations are needed to align multiple GIS datasets to one coordinate system when they use multiple coordinate systems.

The topic describes how affine spatial transformation matrices are used to represent the orientation and position of a coordinate system within a "world" ...

Abstract: This is a guide to the mathematical theory of Brownian mo- tion and related stochastic processes, with indications of how this theory is.