1964
DOI: 10.1137/0302003
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Multivariable Linear Filter Theory Applied to Space Vehicle Guidance

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Cited by 27 publications
(29 citation statements)
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“…This assumption allows us to solve ( 9 ) using standard differential equation techniques, then derive statistical distributions for the resulting solution and any quantities of interest related to it. Such an equation is frequently called a random differential equation, to distinguish from stochastic differential equations which require more sophisticated solution strategies such as the Itô formalism (see discussion in [ 48 ], section 4.7). See Fig 4 for an illustration.…”
Section: Tumor Growth and Response To Therapymentioning
confidence: 99%
“…This assumption allows us to solve ( 9 ) using standard differential equation techniques, then derive statistical distributions for the resulting solution and any quantities of interest related to it. Such an equation is frequently called a random differential equation, to distinguish from stochastic differential equations which require more sophisticated solution strategies such as the Itô formalism (see discussion in [ 48 ], section 4.7). See Fig 4 for an illustration.…”
Section: Tumor Growth and Response To Therapymentioning
confidence: 99%
“…A random variable vector ( q ) containing both crack depth and crack location is treated as with prior PDF ( P 0 ). Based on the Bayes’ theorem of inverse problem (Cui et al, 2014; Liu, 2001; Smith, 2014), the posterior PDF ( P ), given the measurement data ( v obs ), is defined by…”
Section: Bayesian Inferencementioning
confidence: 99%
“…Second, the Bayesian approach is employed for the damage parameter estimations. Instead of using probabilistic optimization method (Lam et al, 2007; Ng et al, 2009), the Markov Chain Monte Carlo (MCMC) techniques (Metropolis et al, 1953) are applied along with the random walk metropolis algorithm (Hastings, 1970; Metropolis et al, 1953; Smith, 2014) to conduct notch damage uncertainty quantification. MCMC methods provide a flexible and powerful approach for sampling from the posterior distributions (Liu, 2001) and have been applied to inverse problems in various fields as reviewed by Cui et al (2014).…”
Section: Introductionmentioning
confidence: 99%
“…Sensitivity analysis assesses how sensitive the model output is to different values of the model inputs (Saltelli et al, 2008). Uncertainty quantification involves identifying the sources of uncertainty in the model, quantifying the uncertainty of the sources using probability distributions, and then propagating the uncertainty through the model to determine the impact on the output (Smith, 2013). Applicability analysis involves a systematic evaluation of the relevance of the validation evidence to support using the computational model for the specific proposed application of the model, or COU.…”
Section: Introductionmentioning
confidence: 99%