{"id":"https://openalex.org/W4404400427","doi":"https://doi.org/10.1007/s00332-026-10271-x","title":"An Adaptive Online Smoother with Closed-Form Solutions and Information-Theoretic Lag Selection for Conditional Gaussian Nonlinear Systems","display_name":"An Adaptive Online Smoother with Closed-Form Solutions and Information-Theoretic Lag Selection for Conditional Gaussian Nonlinear Systems","publication_year":2026,"publication_date":"2026-06-17","ids":{"openalex":"https://openalex.org/W4404400427","doi":"https://doi.org/10.1007/s00332-026-10271-x"},"language":"en","primary_location":{"id":"doi:10.1007/s00332-026-10271-x","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00332-026-10271-x","pdf_url":null,"source":{"id":"https://openalex.org/S131276044","display_name":"Journal of Nonlinear Science","issn_l":"0938-8974","issn":["0938-8974","1432-1467"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Nonlinear Science","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://doi.org/10.1007/s00332-026-10271-x","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5106345140","display_name":"Marios Andreou","orcid":"https://orcid.org/0000-0002-7582-1386"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Marios Andreou","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-7582-1386","affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100442850","display_name":"Nan Chen","orcid":"https://orcid.org/0000-0002-2176-6123"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Nan Chen","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-2176-6123","affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5066642968","display_name":"Yingda Li","orcid":"https://orcid.org/0000-0001-7656-8047"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yingda Li","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":{"value":2890,"currency":"USD","value_usd":2890},"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.00534,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"36","issue":"4","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.906000018119812,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.906000018119812,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/lag","display_name":"Lag","score":0.8180364370346069},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.6597357988357544},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.6593706607818604},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.6182786226272583},{"id":"https://openalex.org/keywords/conditional-expectation","display_name":"Conditional expectation","score":0.4852883517742157},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.46119996905326843},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.40779417753219604},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.38086825609207153},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.37843576073646545},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.36365020275115967},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.23537465929985046},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.09856051206588745}],"concepts":[{"id":"https://openalex.org/C75778745","wikidata":"https://www.wikidata.org/wiki/Q342626","display_name":"Lag","level":2,"score":0.8180364370346069},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.6597357988357544},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.6593706607818604},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.6182786226272583},{"id":"https://openalex.org/C186215838","wikidata":"https://www.wikidata.org/wiki/Q772232","display_name":"Conditional expectation","level":2,"score":0.4852883517742157},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.46119996905326843},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.40779417753219604},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.38086825609207153},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.37843576073646545},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.36365020275115967},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.23537465929985046},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.09856051206588745},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s00332-026-10271-x","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00332-026-10271-x","pdf_url":null,"source":{"id":"https://openalex.org/S131276044","display_name":"Journal of Nonlinear Science","issn_l":"0938-8974","issn":["0938-8974","1432-1467"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Nonlinear Science","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:2411.05870","is_oa":true,"landing_page_url":"https://arxiv.org/abs/2411.05870","pdf_url":"https://arxiv.org/pdf/2411.05870","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"doi:10.48550/arxiv.2411.05870","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2411.05870","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.1007/s00332-026-10271-x","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00332-026-10271-x","pdf_url":null,"source":{"id":"https://openalex.org/S131276044","display_name":"Journal of Nonlinear Science","issn_l":"0938-8974","issn":["0938-8974","1432-1467"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Nonlinear Science","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G567869125","display_name":null,"funder_award_id":"W911NF\u201023\u20101\u20100118","funder_id":"https://openalex.org/F4320338281","funder_display_name":"Army Research Office"},{"id":"https://openalex.org/G6742633021","display_name":null,"funder_award_id":"N00014-24-1-2244","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"},{"id":"https://openalex.org/G7452299184","display_name":null,"funder_award_id":"W911NF","funder_id":"https://openalex.org/F4320338281","funder_display_name":"Army Research Office"},{"id":"https://openalex.org/G8876996369","display_name":null,"funder_award_id":"N00014","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"}],"funders":[{"id":"https://openalex.org/F4320337345","display_name":"Office of Naval Research","ror":"https://ror.org/00rk2pe57"},{"id":"https://openalex.org/F4320338281","display_name":"Army Research Office","ror":"https://ror.org/05epdh915"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2167436245","https://openalex.org/W2897734105","https://openalex.org/W4240701259","https://openalex.org/W2021745753","https://openalex.org/W4255298156","https://openalex.org/W2038633710","https://openalex.org/W2989056116","https://openalex.org/W2085895321","https://openalex.org/W2083667132","https://openalex.org/W2093581803"],"abstract_inverted_index":{"Abstract":[0],"Data":[1],"assimilation":[2],"(DA)":[3],"combines":[4],"partial":[5,240],"observations":[6,106],"with":[7,85,239],"dynamical":[8,83],"models":[9],"to":[10,39,95,136,156,176,198],"improve":[11],"state":[12,61,212],"estimation.":[13],"Filter-based":[14],"DA":[15,30,190],"uses":[16],"only":[17,107],"past":[18,33],"and":[19,22,34,48,88,116,140,181],"present":[20],"data":[21],"is":[23,64,122,154,196,222],"the":[24,53,103,144,148,159,163,170,178,215,232,243,246],"prerequisite":[25],"for":[26,67,77,124],"real-time":[27],"forecasts.":[28],"Smoother-based":[29],"exploits":[31],"both":[32],"future":[35],"observations.":[36],"It":[37],"aims":[38],"fill":[40],"in":[41,147,188,250],"missing":[42],"data,":[43],"provide":[44],"more":[45],"accurate":[46],"estimations,":[47,62],"develop":[49],"high-quality":[50],"datasets.":[51],"However,":[52],"standard":[54],"smoothing":[55],"procedure":[56],"requires":[57],"using":[58],"all":[59],"historical":[60],"which":[63,91],"storage-demanding,":[65],"especially":[66],"high-dimensional":[68,228],"systems.":[69],"This":[70],"paper":[71],"develops":[72],"an":[73,151],"adaptive-lag":[74],"online":[75,179,194,208,236],"smoother":[76,180,195,234],"a":[78,109,227],"large":[79],"class":[80],"of":[81,105,166,172,217,245],"complex":[82],"systems":[84,168],"strong":[86],"nonlinear":[87,229],"non-Gaussian":[89],"features,":[90],"has":[92],"important":[93,201],"applications":[94],"many":[96],"real-world":[97],"problems.":[98,203],"The":[99,192],"adaptive":[100,160,182,193,233],"lag":[101,120],"allows":[102],"utilization":[104],"within":[108],"nearby":[110],"window,":[111],"thus":[112],"reducing":[113],"computational":[114,219],"complexity":[115],"storage":[117,220],"needs.":[118],"Online":[119],"adjustment":[121],"essential":[123],"tackling":[125],"turbulent":[126],"systems,":[127],"where":[128],"temporal":[129],"autocorrelation":[130],"varies":[131],"significantly":[132],"over":[133],"time":[134],"due":[135],"intermittency,":[137],"extreme":[138,248],"events,":[139],"nonlinearity.":[141],"Based":[142],"on":[143],"uncertainty":[145],"reduction":[146],"estimated":[149],"state,":[150],"information":[152],"criterion":[153],"developed":[155],"systematically":[157],"determine":[158],"lag.":[161],"Notably,":[162],"mathematical":[164],"structure":[165],"these":[167],"facilitates":[169],"use":[171],"closed":[173],"analytic":[174],"formulae":[175],"calculate":[177],"lag,":[183],"avoiding":[184],"empirical":[185],"tunings":[186],"as":[187],"ensemble-based":[189],"methods.":[191],"applied":[197],"studying":[199],"three":[200],"scientific":[202],"First,":[204],"it":[205],"helps":[206],"detect":[207],"causal":[209],"relationships":[210],"between":[211],"variables.":[213],"Second,":[214],"advantage":[216],"reduced":[218],"expenditure":[221],"illustrated":[223],"via":[224],"Lagrangian":[225],"DA,":[226],"problem.":[230],"Finally,":[231],"advances":[235],"parameter":[237],"estimation":[238],"observations,":[241],"emphasizing":[242],"role":[244],"observed":[247],"events":[249],"accelerating":[251],"convergence.":[252]},"counts_by_year":[],"updated_date":"2026-08-11T07:18:39.950985","created_date":"2024-11-15T00:00:00"}