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Galioto, Nicholas; Gorodetsky, Alex Arkady

Bayesian System ID: optimal management of parameter, model, and measurement uncertainty Journal Article Forthcoming


Abstract | Links | BibTeX | Tags: Bayesian Inference, Dynamical Systems, Kalman Filtering, Markov Chain Monte Carlo, System ID


Gorodetsky, Alex; Karaman, Sertac; Marzouk, Youssef

Low-rank tensor integration for Gaussian filtering of continuous time nonlinear systems Inproceedings

2017 IEEE 56th Annual Conference on Decision and Control (CDC), pp. 2789-2794, Melbourne, VIC, Australia, 2017, ISBN: 978-1-5090-2873-3.

Abstract | Links | BibTeX | Tags: Dynamical Systems, Kalman Filtering, Tensor decompositions

Gorodetsky, Alex

Continuous low-rank tensor decompositions, with applications to stochastic optimal control and data assimilation PhD Thesis

Massachusetts Institute of Technology, 2017.

Abstract | Links | BibTeX | Tags: Dynamic Programming, Kalman Filtering, Stochastic Optimal Control, Surrogate models, Tensor decompositions