{"id":"https://openalex.org/W3035272020","doi":"https://doi.org/10.1109/tsp.2020.3001384","title":"Model-Based Robust Filtering and Experimental Design for Stochastic Differential Equation Systems","display_name":"Model-Based Robust Filtering and Experimental Design for Stochastic Differential Equation Systems","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W3035272020","doi":"https://doi.org/10.1109/tsp.2020.3001384","mag":"3035272020"},"language":"en","primary_location":{"id":"doi:10.1109/tsp.2020.3001384","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2020.3001384","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"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 Signal Processing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5084970840","display_name":"Guang Zhao","orcid":"https://orcid.org/0000-0001-6843-8242"},"institutions":[{"id":"https://openalex.org/I91045830","display_name":"Texas A&M University","ror":"https://ror.org/01f5ytq51","country_code":"US","type":"education","lineage":["https://openalex.org/I91045830"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Guang Zhao","raw_affiliation_strings":["Department of Electrical and Computer Engineering, Texas A&M University, College Station, USA"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Texas A&M University, College Station, USA","institution_ids":["https://openalex.org/I91045830"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5073946580","display_name":"Xiaoning Qian","orcid":"https://orcid.org/0000-0002-4347-2476"},"institutions":[{"id":"https://openalex.org/I91045830","display_name":"Texas A&M University","ror":"https://ror.org/01f5ytq51","country_code":"US","type":"education","lineage":["https://openalex.org/I91045830"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Xiaoning Qian","raw_affiliation_strings":["Department of Electrical and Computer Engineering, Texas A&M University, College Station, USA"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Texas A&M University, College Station, USA","institution_ids":["https://openalex.org/I91045830"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081620315","display_name":"Byung-Jun Yoon","orcid":"https://orcid.org/0000-0001-9328-1101"},"institutions":[{"id":"https://openalex.org/I91045830","display_name":"Texas A&M University","ror":"https://ror.org/01f5ytq51","country_code":"US","type":"education","lineage":["https://openalex.org/I91045830"]},{"id":"https://openalex.org/I200870766","display_name":"Brookhaven National Laboratory","ror":"https://ror.org/02ex6cf31","country_code":"US","type":"facility","lineage":["https://openalex.org/I1330989302","https://openalex.org/I200870766","https://openalex.org/I39565521","https://openalex.org/I4210142672"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Byung-Jun Yoon","raw_affiliation_strings":["Brookhaven National Laboratory, Upton, USA","Department of Electrical and Computer Engineering, Texas A&M University, College Station, USA"],"affiliations":[{"raw_affiliation_string":"Brookhaven National Laboratory, Upton, USA","institution_ids":["https://openalex.org/I200870766"]},{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Texas A&M University, College Station, USA","institution_ids":["https://openalex.org/I91045830"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5013533662","display_name":"Francis J. Alexander","orcid":"https://orcid.org/0000-0001-9848-555X"},"institutions":[{"id":"https://openalex.org/I200870766","display_name":"Brookhaven National Laboratory","ror":"https://ror.org/02ex6cf31","country_code":"US","type":"facility","lineage":["https://openalex.org/I1330989302","https://openalex.org/I200870766","https://openalex.org/I39565521","https://openalex.org/I4210142672"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Francis J. Alexander","raw_affiliation_strings":["Brookhaven National Laboratory, Upton, USA"],"affiliations":[{"raw_affiliation_string":"Brookhaven National Laboratory, Upton, USA","institution_ids":["https://openalex.org/I200870766"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5112221423","display_name":"Edward R. Dougherty","orcid":null},"institutions":[{"id":"https://openalex.org/I91045830","display_name":"Texas A&M University","ror":"https://ror.org/01f5ytq51","country_code":"US","type":"education","lineage":["https://openalex.org/I91045830"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Edward R. Dougherty","raw_affiliation_strings":["Department of Electrical and Computer Engineering, Texas A&M University, College Station, USA"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Texas A&M University, College Station, USA","institution_ids":["https://openalex.org/I91045830"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5084970840"],"corresponding_institution_ids":["https://openalex.org/I91045830"],"apc_list":null,"apc_paid":null,"fwci":2.6894,"has_fulltext":false,"cited_by_count":19,"citation_normalized_percentile":{"value":0.91631167,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"68","issue":null,"first_page":"3849","last_page":"3859"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.9944000244140625,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.7305413484573364},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6294594407081604},{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.6219208240509033},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.570249080657959},{"id":"https://openalex.org/keywords/linear-system","display_name":"Linear system","score":0.5442095994949341},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.4525659382343292},{"id":"https://openalex.org/keywords/filtering-problem","display_name":"Filtering problem","score":0.4433940052986145},{"id":"https://openalex.org/keywords/linear-filter","display_name":"Linear filter","score":0.44188421964645386},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.43439170718193054},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.4297123849391937},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.42943474650382996},{"id":"https://openalex.org/keywords/wiener-filter","display_name":"Wiener filter","score":0.42302176356315613},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.41659659147262573},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.32202649116516113},{"id":"https://openalex.org/keywords/filter-design","display_name":"Filter design","score":0.3068336248397827},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.1836806833744049},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.16213399171829224}],"concepts":[{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.7305413484573364},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6294594407081604},{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.6219208240509033},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.570249080657959},{"id":"https://openalex.org/C6802819","wikidata":"https://www.wikidata.org/wiki/Q1072174","display_name":"Linear system","level":2,"score":0.5442095994949341},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.4525659382343292},{"id":"https://openalex.org/C41614226","wikidata":"https://www.wikidata.org/wiki/Q5449244","display_name":"Filtering problem","level":4,"score":0.4433940052986145},{"id":"https://openalex.org/C139722471","wikidata":"https://www.wikidata.org/wiki/Q2619517","display_name":"Linear filter","level":3,"score":0.44188421964645386},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.43439170718193054},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.4297123849391937},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.42943474650382996},{"id":"https://openalex.org/C18537770","wikidata":"https://www.wikidata.org/wiki/Q25523","display_name":"Wiener filter","level":2,"score":0.42302176356315613},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.41659659147262573},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.32202649116516113},{"id":"https://openalex.org/C22597639","wikidata":"https://www.wikidata.org/wiki/Q5449227","display_name":"Filter design","level":3,"score":0.3068336248397827},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.1836806833744049},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.16213399171829224},{"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/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tsp.2020.3001384","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2020.3001384","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"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 Signal Processing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Good health and well-being","id":"https://metadata.un.org/sdg/3","score":0.46000000834465027}],"awards":[{"id":"https://openalex.org/G2621533314","display_name":null,"funder_award_id":"1835690","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G3936902016","display_name":null,"funder_award_id":"1553281","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320306084","display_name":"U.S. Department of Energy","ror":"https://ror.org/01bj3aw27"},{"id":"https://openalex.org/F4320332359","display_name":"Office of Science","ror":"https://ror.org/00mmn6b08"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":46,"referenced_works":["https://openalex.org/W44303705","https://openalex.org/W1510052597","https://openalex.org/W1539860142","https://openalex.org/W1561649271","https://openalex.org/W1604200813","https://openalex.org/W1607843442","https://openalex.org/W1666012980","https://openalex.org/W1674151627","https://openalex.org/W1965387924","https://openalex.org/W1965986641","https://openalex.org/W1972079349","https://openalex.org/W1972155227","https://openalex.org/W1993136827","https://openalex.org/W1995368377","https://openalex.org/W2008957577","https://openalex.org/W2013562259","https://openalex.org/W2049907541","https://openalex.org/W2072302356","https://openalex.org/W2077761139","https://openalex.org/W2078420256","https://openalex.org/W2095376999","https://openalex.org/W2110266641","https://openalex.org/W2113965515","https://openalex.org/W2125359511","https://openalex.org/W2134717973","https://openalex.org/W2135341600","https://openalex.org/W2136683157","https://openalex.org/W2137586026","https://openalex.org/W2139251171","https://openalex.org/W2156064084","https://openalex.org/W2162719021","https://openalex.org/W2192916710","https://openalex.org/W2287035398","https://openalex.org/W2508171925","https://openalex.org/W2513723748","https://openalex.org/W2582188783","https://openalex.org/W2674281613","https://openalex.org/W2751779638","https://openalex.org/W2799664482","https://openalex.org/W2835518137","https://openalex.org/W2916919348","https://openalex.org/W2963847210","https://openalex.org/W2963885353","https://openalex.org/W3099501348","https://openalex.org/W4206180546","https://openalex.org/W4211127025"],"related_works":["https://openalex.org/W4294164186","https://openalex.org/W2803811596","https://openalex.org/W2368882722","https://openalex.org/W2245414322","https://openalex.org/W1562344721","https://openalex.org/W585779234","https://openalex.org/W2514619848","https://openalex.org/W2064138930","https://openalex.org/W4256064485","https://openalex.org/W2034367127"],"abstract_inverted_index":{"We":[0,114,138],"derive":[1,45,116],"robust":[2,48,120],"linear":[3,29,122],"filtering":[4],"and":[5,24,72,86],"experimental":[6,128],"design":[7,129],"for":[8],"systems":[9],"governed":[10],"by":[11,33,70],"stochastic":[12],"differential":[13],"equations":[14],"(SDEs)":[15],"under":[16],"model":[17,21,39,147],"uncertainty.":[18],"Given":[19],"a":[20,46,60,105],"of":[22,135],"signal":[23],"observation":[25],"processes,":[26],"an":[27,117,126,143],"optimal":[28,127],"filter":[30,123],"is":[31,42,57,84,91],"found":[32],"solving":[34],"the":[35,54,66,82,87,101,111,133,140],"Wiener-Hopf":[36,89],"equation;":[37],"with":[38,63,125],"uncertainty,":[40],"it":[41],"desirable":[43],"to":[44,76,93,103,108,131,142,148],"corresponding":[47],"filter.":[49],"This":[50],"article":[51],"assumes":[52],"that":[53],"physical":[55],"process":[56],"modeled":[58],"via":[59],"SDE":[61,80,136],"system":[62,83,107],"unknown":[64],"parameters;":[65],"signals":[67],"are":[68],"degraded":[69],"blurring":[71],"additive":[73],"noise.":[74],"Due":[75],"time-dependent":[77],"stochasticity":[78],"in":[79,95],"systems,":[81],"nonstationary;":[85],"resulting":[88],"equation":[90],"difficult":[92],"solve":[94],"closed":[96],"form.":[97],"Hence,":[98],"we":[99],"discretize":[100],"problem":[102],"obtain":[104],"matrix":[106],"carry":[109],"out":[110],"overall":[112],"procedure.":[113],"further":[115],"intrinsically":[118],"Bayesian":[119],"(IBR)":[121],"together":[124],"framework":[130],"determine":[132],"importance":[134],"parameter(s).":[137],"apply":[139],"theory":[141],"SDE-based":[144],"pharmacokinetic":[145],"two-compartment":[146],"estimate":[149],"drug":[150],"concentration":[151],"levels.":[152]},"counts_by_year":[{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
