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Complexity in nature or biology results more from the structure of the system than from some ‘magic’ parameter values in the system. Examples are transcriptional networks of genes and the Internet, both of which are resilient to random attacks. Network structures have been studied by graphical models.
KeywordsGlobal Position System State Vector Kalman Filter Graphical Model Stock Index
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- A tutorial derivation of the Kalman filter can be found in the downloadable article, A.L. Barker, D.E. Brown, and W.N. Martin, “Bayesian Estimation and the Kalman Filter”, IPC-TR-94–002, Revised Sept. 19, 1994. Its published version appears in, Computers and Mathematics with Applications, Vol. 30, No. 10, 1995Google Scholar
- A popular Kalman web site is http://www.cs.unc.edu/~welch/kalman , which contains and refers to tutorials, books, downloadable articles, researches, links, as well as software.
- A review of H infinity filters is, U. Shaked and Y. Theodor, “H∞-Optimal Estimation: A Tutorial”, Proceedings of the 31st Conference on Decision and Control, Tucson, Arizona, December 1992, pp. 2278–2286Google Scholar
- A useful thesis with examples on H infinity is, K. Takaba, “Studies on H∞ Filtering Problems for Linear Discrete-Time Systems”, doctoral dissertation in Applied Mathematics and Physics, Kyoto University, January 1996Google Scholar