{"id":"https://openalex.org/W1994960620","doi":"https://doi.org/10.1109/tac.2015.2409910","title":"A Nonlinear Stochastic Filter for Continuous-Time State Estimation","display_name":"A Nonlinear Stochastic Filter for Continuous-Time State Estimation","publication_year":2015,"publication_date":"2015-03-04","ids":{"openalex":"https://openalex.org/W1994960620","doi":"https://doi.org/10.1109/tac.2015.2409910","mag":"1994960620","pmid":"https://pubmed.ncbi.nlm.nih.gov/26412871"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2015.2409910","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2015.2409910","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","pubmed"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/4580982","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5112749316","display_name":"Atiyeh Ghoreyshi","orcid":"https://orcid.org/0009-0001-7239-5342"},"institutions":[{"id":"https://openalex.org/I202296568","display_name":"Masimo (United States)","ror":"https://ror.org/05bhesh09","country_code":"US","type":"company","lineage":["https://openalex.org/I202296568"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Atiyeh Ghoreyshi","raw_affiliation_strings":["Masimo Corp, Irvine California"],"affiliations":[{"raw_affiliation_string":"Masimo Corp, Irvine California","institution_ids":["https://openalex.org/I202296568"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5052151688","display_name":"Terence D. Sanger","orcid":"https://orcid.org/0000-0002-1837-6044"},"institutions":[{"id":"https://openalex.org/I1174212","display_name":"University of Southern California","ror":"https://ror.org/03taz7m60","country_code":"US","type":"education","lineage":["https://openalex.org/I1174212"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Terence D. Sanger","raw_affiliation_strings":["Departments of Biomedical Engineering, Neurology, and Biokinesiology, University of Southern California, Los Angeles, CA 90089"],"affiliations":[{"raw_affiliation_string":"Departments of Biomedical Engineering, Neurology, and Biokinesiology, University of Southern California, Los Angeles, CA 90089","institution_ids":["https://openalex.org/I1174212"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5112749316"],"corresponding_institution_ids":["https://openalex.org/I202296568"],"apc_list":null,"apc_paid":null,"fwci":2.2311,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.9029004,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"60","issue":"8","first_page":"2161","last_page":"2165"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9987999796867371,"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/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9987999796867371,"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"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9901000261306763,"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"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9900000095367432,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"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/particle-filter","display_name":"Particle filter","score":0.6546993851661682},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6259955763816833},{"id":"https://openalex.org/keywords/nonlinear-filter","display_name":"Nonlinear filter","score":0.5896718502044678},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.5841490626335144},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.558725118637085},{"id":"https://openalex.org/keywords/filtering-problem","display_name":"Filtering problem","score":0.5567688345909119},{"id":"https://openalex.org/keywords/probability-density-function","display_name":"Probability density function","score":0.5355985164642334},{"id":"https://openalex.org/keywords/bayes-theorem","display_name":"Bayes' theorem","score":0.49228182435035706},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.4864909052848816},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3823682367801666},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.29298096895217896},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.25733035802841187},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.21849119663238525},{"id":"https://openalex.org/keywords/filter-design","display_name":"Filter design","score":0.20335736870765686},{"id":"https://openalex.org/keywords/extended-kalman-filter","display_name":"Extended Kalman filter","score":0.18819105625152588},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.14380690455436707},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.12585529685020447},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.09282571077346802}],"concepts":[{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.6546993851661682},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6259955763816833},{"id":"https://openalex.org/C137685913","wikidata":"https://www.wikidata.org/wiki/Q4316763","display_name":"Nonlinear filter","level":4,"score":0.5896718502044678},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.5841490626335144},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.558725118637085},{"id":"https://openalex.org/C41614226","wikidata":"https://www.wikidata.org/wiki/Q5449244","display_name":"Filtering problem","level":4,"score":0.5567688345909119},{"id":"https://openalex.org/C197055811","wikidata":"https://www.wikidata.org/wiki/Q207522","display_name":"Probability density function","level":2,"score":0.5355985164642334},{"id":"https://openalex.org/C207201462","wikidata":"https://www.wikidata.org/wiki/Q182505","display_name":"Bayes' theorem","level":3,"score":0.49228182435035706},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.4864909052848816},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3823682367801666},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.29298096895217896},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.25733035802841187},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.21849119663238525},{"id":"https://openalex.org/C22597639","wikidata":"https://www.wikidata.org/wiki/Q5449227","display_name":"Filter design","level":3,"score":0.20335736870765686},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.18819105625152588},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.14380690455436707},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.12585529685020447},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.09282571077346802},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/tac.2015.2409910","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2015.2409910","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"},{"id":"pmid:26412871","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/26412871","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE transactions on automatic control","raw_type":null},{"id":"pmh:oai:pubmedcentral.nih.gov:4580982","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/4580982","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Trans Automat Contr","raw_type":"Text"}],"best_oa_location":{"id":"pmh:oai:pubmedcentral.nih.gov:4580982","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/4580982","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Trans Automat Contr","raw_type":"Text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1633164433","display_name":null,"funder_award_id":"NS069214","funder_id":"https://openalex.org/F4320337359","funder_display_name":"National Institute of Neurological Disorders and Stroke"}],"funders":[{"id":"https://openalex.org/F4320306183","display_name":"James S. McDonnell Foundation","ror":"https://ror.org/03dy4aq19"},{"id":"https://openalex.org/F4320308668","display_name":"University of Southern California","ror":"https://ror.org/03taz7m60"},{"id":"https://openalex.org/F4320321672","display_name":"Else Kr\u00f6ner-Fresenius-Stiftung","ror":"https://ror.org/03zcxha54"},{"id":"https://openalex.org/F4320337359","display_name":"National Institute of Neurological Disorders and Stroke","ror":"https://ror.org/01s5ya894"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W225173690","https://openalex.org/W1964849905","https://openalex.org/W1980130100","https://openalex.org/W2007046555","https://openalex.org/W2030183411","https://openalex.org/W2083402998","https://openalex.org/W2094060968","https://openalex.org/W2098613108","https://openalex.org/W2099371695","https://openalex.org/W2099867508","https://openalex.org/W2105934661","https://openalex.org/W2106421281","https://openalex.org/W2119033078","https://openalex.org/W2121990344","https://openalex.org/W2123487311","https://openalex.org/W2145938889","https://openalex.org/W2725603461","https://openalex.org/W2975461012","https://openalex.org/W6681158678"],"related_works":["https://openalex.org/W2007502103","https://openalex.org/W104987639","https://openalex.org/W1965015992","https://openalex.org/W2792919412","https://openalex.org/W2120596153","https://openalex.org/W2091241697","https://openalex.org/W2096594289","https://openalex.org/W2138679032","https://openalex.org/W2095156483","https://openalex.org/W2068531117"],"abstract_inverted_index":{"Nonlinear":[0],"filters":[1,19,36],"produce":[2],"a":[3,63,70,78,108,147],"nonparametric":[4],"estimate":[5,127],"of":[6,10,65,120,122,124,151],"the":[7,24,31,49,57,66,118,125,131,135,138,142],"probability":[8],"density":[9,126],"state":[11,139],"at":[12,45],"each":[13],"point":[14],"in":[15],"time.":[16],"Currently-known":[17],"nonlinear":[18,72,158],"include":[20],"Particle":[21,41],"Filters":[22,42],"and":[23,48,51,94,114,137,140],"Kushner":[25,50],"equation":[26],"(and":[27],"its":[28],"un-normalized":[29],"version:":[30],"Zakai":[32,52],"equation).":[33],"However,":[34],"these":[35],"have":[37],"limited":[38],"measurement":[39,44,58,83,136],"models:":[40],"require":[43],"discrete":[46],"times,":[47],"equations":[53],"only":[54],"apply":[55],"when":[56],"can":[59],"be":[60],"represented":[61],"as":[62],"function":[64],"state.":[67],"We":[68],"present":[69],"new":[71,149],"filter":[73,106,152],"for":[74,160],"continuous-time":[75,161],"measurements":[76],"with":[77],"much":[79],"more":[80],"general":[81],"stochastic":[82],"model.":[84],"It":[85],"integrates":[86],"to":[87,111,130,157],"Bayes'":[88],"rule":[89],"over":[90],"short":[91],"time":[92],"intervals":[93],"provides":[95],"Bayes-optimal":[96],"estimates":[97],"from":[98],"quantized,":[99],"intermittent,":[100],"or":[101],"ambiguous":[102],"sensor":[103],"measurements.":[104],"The":[105],"has":[107],"close":[109],"link":[110],"Information":[112],"Theory,":[113],"we":[115],"show":[116],"that":[117,153],"rate":[119],"change":[121],"entropy":[123],"is":[128,146,154],"equal":[129],"mutual":[132],"information":[133],"between":[134],"thus":[141],"maximum":[143],"achievable.":[144],"This":[145],"fundamentally":[148],"class":[150],"widely":[155],"applicable":[156],"estimation":[159],"control.":[162]},"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2}],"updated_date":"2026-03-10T16:38:18.471706","created_date":"2025-10-10T00:00:00"}