S. Yau

发表

The estimation algebra of nonlinear filtering systems

W. Wong, S. Yau, 1998 .

Filtering problem with nonlinear observations and drift terms equal to gradient vector field plus affine vector field

S. Yau, Lixing Jia, 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

Exotic Option, Stochastic VolatilityAnd Incentive Scheme

S. Yau, J. Tang, 2006 .

Random Wavelet Transforms, Algebraic Geometric Coding, and Their Applications in Signal Compression and De-noising

S. Yau, Linlin Song, BieleckLi, 2022 .

Bayesian Networks : Performance Analysis of Loopy Belief Propagation

D. Schonfeld, Daniela Tuninetti, Xiang Ma, 2011 .

Finite-dimensional filters with nonlinear drift, VI: Linear structure of Ω

Jie Chen, Stephen S.-T. Yau, Jing Chen, 1996, Math. Control. Signals Syst..

Finite-Dimensional Filters with Nonlinear Drift. XII: Linear and Constant Structure of Wong-Matrix

G. Hu, S. Yau, Xi Wu, 2002 .

Solution to Brockett's problem on finite-dimensional estimation algebras of maximal rank in nonlinear filtering

S. Yau, 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).

Recent advance in computing Kolmogorov equation arising from nonlinear filtering

Ke Lin, S. Yau, Xi Wu, 1998, Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171).

Optimal Transportation Particle Filter for Linear Filtering Systems With Correlated Noises

S. Yau, Yangtianze Tao, Jiayi Kang, 2022, IEEE Transactions on Aerospace and Electronic Systems.

Estimation algebras with state dimension 2

S. Yau, Xi Wu, 2001, Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228).

Circuit design for Yau filter

S. Yau, Ying-Tsu Lai, 2007 .

General convergence result for continuous-discrete feedback particle filter

Xue Luo, Xiuqiong Chen, Ji Shi, 2021, Int. J. Control.

Optimal fast tracking observer bandwidth of the linear extended state observer

D. Yoo, S. S.-T. Yau, Z. Gao, 2007, Int. J. Control.

Complete classification of finite-dimensional estimation algebras of maximal rank

Stephen S.-T. Yau, S. Yau, 2003 .

Recurrent Neural Networks Are Universal Approximators With Stochastic Inputs.

S. Yau, Yangtianze Tao, Xiuqiong Chen, 2022, IEEE transactions on neural networks and learning systems.

Existence and Uniqueness of Solutions for Duncan-Mortensen-Zakai Equations

S. Yau, S. Yau, 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

Finite Dimensional Filters with Nonlinear Drift, XI: Explicit Solution of the Generalized Kolmogorov Equation in Brockett–Mitter Program☆☆☆

Stephen S.-T. Yau, Shing-Tung Yau, S. Yau, 1998 .

Finite-dimensional filters with nonlinear drift. V: solution to Kolmogorov equation arising from linear filtering with non-Gaussian initial condition

S. Yau, Zhigang Liang, S.S.-T. Yau, 1997, IEEE Transactions on Aerospace and Electronic Systems.

Parallel ODE-solvers for Kalman-Bucy filter with arbitrary initial condition

S. Yau, Hon-Wing Cheng, 1996, Proceedings of 35th IEEE Conference on Decision and Control.

New direct method for Kalman-Bucy filtering system with arbitrary initial condition

Stephen S.-T. Yau, S. Yau, S. T. Yau, 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

Finite-dimensional filters with nonlinear drift X: explicit solution of DMZ equation

Stephen S.-T. Yau, G.-G. Hu, G.-G. Hu, 2001, IEEE Trans. Autom. Control..

Linear filtering system with arbitrary initial conditions

S. Yau, Xi Wu, 2000, Proceedings of the 2000 American Control Conference. ACC (IEEE Cat. No.00CH36334).

Solving nonlinear filtering problems with correlated noise based on Hermite–Galerkin spectral method

S. Yau, Zeju Sun, 2023, Automatica.

Real time solution of nonlinear filtering problem without memory I

Stephen S.-T. Yau, Shing-Tung Yau, S. Yau, 2000 .

Outlier-Robust Iterative Extended Kalman Filtering

S. Yau, Yangtianze Tao, 2023, IEEE Signal Processing Letters.

The classification of low dimensional estimation algebras

Jie Chen, Stephen S.-T. Yau, Jie Chen, 1993, Proceedings of 32nd IEEE Conference on Decision and Control.

Recent results on classification of finite dimensional maximal rank estimation algebras with state space dimension up to 5

G. Hu, S. Yau, 1992, Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171).

Forecasting Stock Market Volatility Using Implied Volatility

S.S.-T. Yau, Peng He, S. Yau, 2007, 2007 American Control Conference.

Random wavelet transforms, algebraic geometric coding, and their applications in signal compression and de-noising

M. K. Kwong, T. Bieleck, L. M. Song, 1995 .

Categorical Clustering By Converting Associated Information

Dongmin Cai, Stephen S-T Yau, S. Yau, 2007 .