The following publications are possibly variants of this publication:
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- The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problemsXue Luo, Stephen S.-T. Yau. automatica, 94:9-17, 2018. [doi]
- Real-Time Solution of Time-Varying Yau Filtering Problems via Direct Method and Gaussian ApproximationXiuqiong Chen, Ji Shi, Stephen S.-T. Yau. tac, 64(4):1648-1654, 2019. [doi]
- Real time algorithm for nonlinear filtering problemStephen S.-T. Yau, Shing-Tung Yau. cdc 2001: 2137-2142 [doi]
- Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral methodZeju Sun, Stephen Shing-Toung Yau. automatica, 156:111176, October 2023. [doi]
- Solving Nonlinear Filtering Problems in Real Time by Legendre Galerkin Spectral MethodWenhui Dong, Xue Luo, Stephen S.-T. Yau. tac, 66(4):1559-1572, 2021. [doi]
- Solving Nonlinear Filtering Problems Using a Tensor Train Decomposition MethodSijing Li, Zhongjian Wang, Stephen S.-T. Yau, Zhiwen Zhang. tac, 68(7):4405-4412, July 2023. [doi]
- New Algorithms in Real Time Solution of the Nonlinear Filtering ProblemStephen S.-T. Yau. cominfsys, 8(3):303-332, 2008. [doi]
- Design of the ordinary differential equation solver in the Yau filtering systemYen-Tai Lai, Stephen S.-T. Yau, Ping-Hua Chen. amcc 2002: 5144-5149 [doi]
- Solution of Filtering Problem with Nonlinear ObservationsStephen S.-T. Yau, Shing-Tung Yau. siamco, 44(3):1019-1039, 2005. [doi]