Recherche - Archive ouverte HAL Accéder directement au contenu

Filtrer vos résultats

14 résultats

An explicit Floquet-type representation of Riccati aperiodic exponential semigroups

Adrian N Bishop , Pierre del Moral
International Journal of Control, 2019, pp.1-9. ⟨10.1080/00207179.2019.1590647⟩
Article dans une revue hal-02429300v1

On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering

Adrian Bishop , Pierre del Moral
Mathematics of Control, Signals, and Systems, 2023, 35 (4), pp.835-903. ⟨10.1007/s00498-023-00357-2⟩
Article dans une revue hal-04395659v1

On the robustness of Riccati flows to complete model misspecification

Adrian Bishop , Pierre del Moral
Journal of The Franklin Institute, 2018, 355 (15), pp.7178-7200. ⟨10.1016/j.jfranklin.2018.06.042⟩
Article dans une revue hal-03850305v1

An introduction to Wishart matrix moments

Adrian N. Bishop , Pierre del Moral , Angèle Niclas
2017
Pré-publication, Document de travail hal-01662575v1

On the stability of Kalman-Bucy diffusion processes

Adrian N Bishop , Pierre del Moral
[Research Report] Arxiv. 2017
Rapport hal-01593875v1

Perturbations and Projections of Kalman-Bucy Semigroups Motivated by Methods in Data Assimilation

Adrian N. Bishop , Pierre del Moral , Sahani D Pathiraja
[Research Report] Arxiv. 2017
Rapport hal-01593872v1

On one-dimensional Riccati diffusions

Adrian N. Bishop , Pierre del Moral , Kengo Kamatani , Bruno Rémillard
2017
Pré-publication, Document de travail hal-01662597v1

Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients

Adrian N Bishop , Pierre del Moral
SIAM Journal on Control and Optimization, 2019, 57 (2), pp.1023-1042. ⟨10.1137/18M1182759⟩
Article dans une revue hal-02429241v1

On the Stability of Kalman--Bucy Diffusion Processes

Adrian N Bishop , Pierre del Moral
SIAM Journal on Control and Optimization, 2017, 55 (6), pp.4015 - 4047. ⟨10.1137/16M1102707⟩
Article dans une revue hal-01669244v1

On one-dimensional Riccati diffusions

Adrian N. Bishop , Pierre del Moral , Kengo Kamatani , Bruno Rémillard
The Annals of Applied Probability, 2019, 29 (2), pp.1127-1187. ⟨10.1214/18-AAP1431⟩
Article dans une revue hal-02429264v1

Perturbations and projections of Kalman–Bucy semigroups

Adrian N Bishop , Pierre del Moral , Sahani D. Pathiraja
Stochastic Processes and their Applications, 2017, pp.1-48. ⟨10.1016/j.spa.2017.10.006⟩
Article dans une revue hal-01669084v1

A perturbation analysis of stochastic matrix Riccati diffusions

Adrian N Bishop , Pierre del Moral , Angèle Niclas
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020, ⟨10.1214/19-AIHP987⟩
Article dans une revue hal-01593830v1

On the stability of matrix-valued Riccati diffusions

Adrian N Bishop , Pierre del Moral
Electronic Journal of Probability, 2019, 24, ⟨10.1214/19-EJP342⟩
Article dans une revue hal-02429272v1
Image document

Backward Nonlinear Smoothing Diffusions

Brian D O Anderson , Adrian N Bishop , Pierre del Moral , Camille Palmier
[Research Report] ANU; UTS; INRIA; IMB. 2019
Rapport hal-02342600v1