{"id":"https://openalex.org/W7162002702","doi":"https://doi.org/10.48550/arxiv.2605.20411","title":"Max-Entropy Moment Filtering for Stochastic Hybrid Systems","display_name":"Max-Entropy Moment Filtering for Stochastic Hybrid Systems","publication_year":2026,"publication_date":"2026-05-19","ids":{"openalex":"https://openalex.org/W7162002702","doi":"https://doi.org/10.48550/arxiv.2605.20411"},"language":null,"primary_location":{"id":"doi:10.48550/arxiv.2605.20411","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2605.20411","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"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":false,"raw_source_name":null,"raw_type":"article"},"type":"preprint","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.48550/arxiv.2605.20411","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5136468937","display_name":"Kaito Iwasaki","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Iwasaki, Kaito","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5136717944","display_name":"Tejaswi K. C.","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"C., Tejaswi K.","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5136468424","display_name":"Anthony Bloch","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Bloch, Anthony","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5046777734","display_name":"Maani Ghaffari","orcid":"https://orcid.org/0000-0002-4734-4295"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ghaffari, Maani","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5020132536","display_name":"Taeyoung Lee","orcid":"https://orcid.org/0000-0003-4982-4150"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Lee, Taeyoung","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":5,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.4253999888896942,"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":0.4253999888896942,"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/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.10589999705553055,"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/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.0820000022649765,"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/moment","display_name":"Moment (physics)","score":0.7699000239372253},{"id":"https://openalex.org/keywords/hybrid-system","display_name":"Hybrid system","score":0.707099974155426},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.5723000168800354},{"id":"https://openalex.org/keywords/reset","display_name":"Reset (finance)","score":0.4510999917984009},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.4074999988079071},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.40689998865127563},{"id":"https://openalex.org/keywords/guard","display_name":"Guard (computer science)","score":0.3831999897956848},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.38269999623298645}],"concepts":[{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.7699000239372253},{"id":"https://openalex.org/C50897621","wikidata":"https://www.wikidata.org/wiki/Q2665508","display_name":"Hybrid system","level":2,"score":0.707099974155426},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.5723000168800354},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5235999822616577},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.46459999680519104},{"id":"https://openalex.org/C2779795794","wikidata":"https://www.wikidata.org/wiki/Q7315343","display_name":"Reset (finance)","level":2,"score":0.4510999917984009},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.4074999988079071},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.40689998865127563},{"id":"https://openalex.org/C141141315","wikidata":"https://www.wikidata.org/wiki/Q2379942","display_name":"Guard (computer science)","level":2,"score":0.3831999897956848},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.38269999623298645},{"id":"https://openalex.org/C41614226","wikidata":"https://www.wikidata.org/wiki/Q5449244","display_name":"Filtering problem","level":4,"score":0.3659999966621399},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.33379998803138733},{"id":"https://openalex.org/C79334102","wikidata":"https://www.wikidata.org/wiki/Q3072268","display_name":"Ensemble Kalman filter","level":4,"score":0.311599999666214},{"id":"https://openalex.org/C61062188","wikidata":"https://www.wikidata.org/wiki/Q835065","display_name":"Second moment of area","level":2,"score":0.2924000024795532},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.2896000146865845},{"id":"https://openalex.org/C127491075","wikidata":"https://www.wikidata.org/wiki/Q7617825","display_name":"Stochastic modelling","level":2,"score":0.2782999873161316},{"id":"https://openalex.org/C197055811","wikidata":"https://www.wikidata.org/wiki/Q207522","display_name":"Probability density function","level":2,"score":0.27390000224113464},{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.27219998836517334},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.2621000111103058},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.2531000077724457},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.25189998745918274},{"id":"https://openalex.org/C116930293","wikidata":"https://www.wikidata.org/wiki/Q5265717","display_name":"Deterministic system (philosophy)","level":2,"score":0.25099998712539673}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.48550/arxiv.2605.20411","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2605.20411","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"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":"article"}],"best_oa_location":{"id":"doi:10.48550/arxiv.2605.20411","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2605.20411","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"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":false,"raw_source_name":null,"raw_type":"article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Stochastic":[0],"hybrid":[1,37,44,69,115],"systems":[2],"combine":[3],"continuous-time":[4],"stochastic":[5,68,119],"dynamics":[6,70,110],"with":[7,90],"discrete":[8],"reset":[9,95],"events,":[10],"producing":[11],"intrinsically":[12],"non-Gaussian":[13],"and":[14,71],"often":[15],"multimodal":[16],"uncertainty.":[17],"A":[18],"consistent":[19],"propagation":[20,35,84],"law":[21],"must":[22],"also":[23],"account":[24],"for":[25],"boundary-induced":[26],"probability":[27],"flux":[28],"across":[29],"guard":[30,104],"sets,":[31],"making":[32],"direct":[33],"density":[34],"through":[36,67,128],"Fokker-Planck":[38],"equations":[39,131],"expensive.":[40],"We":[41],"develop":[42],"a":[43,62,82,91,99,118],"extension":[45],"of":[46,65],"the":[47,103,113,122,134],"Max-Entropy":[48],"Moment":[49],"Kalman":[50],"Filter":[51],"(MEM-KF)":[52],"that":[53],"performs":[54],"filtering":[55],"from":[56,87],"partial":[57],"statistical":[58],"information":[59],"by":[60],"propagating":[61],"finite":[63],"collection":[64],"moments":[66],"reconstructing":[72],"beliefs":[73],"using":[74],"moment-constrained":[75],"maximum-entropy":[76,137],"distributions.":[77],"The":[78],"key":[79],"step":[80],"is":[81],"moment":[83,109,130],"rule":[85],"derived":[86],"Dynkin's":[88],"formula":[89],"jump-sum,":[92],"in":[93],"which":[94],"effects":[96],"appear":[97],"as":[98],"boundary-flux":[100],"correction":[101],"over":[102],"set.":[105],"This":[106],"yields":[107],"tractable":[108],"without":[111],"solving":[112],"underlying":[114],"PDE.":[116],"In":[117],"bouncing-ball":[120],"example,":[121],"proposed":[123],"method":[124],"captures":[125],"reset-induced":[126],"non-Gaussianity":[127],"corrected":[129],"while":[132],"retaining":[133],"MEM-KF's":[135],"optimization-based":[136],"representation.":[138]},"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2026-05-22T00:00:00"}