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Author:

Zhen, Yicun

Title:

ACCOUNTING FOR THE MODELING ERROR AND SAMPLING ERROR OF ENSEMBLE KALMAN FILTERS

Graduate Program:

Mathematics

Keywords:

Kalman filter
model error
sampling error
covariance localization
covariance inflation
covariance estimation
EnKF

File:

Download YicunZhen-Dissertation.pdf

Committee Members:

Yuxi Zheng, Dissertation Advisor/Co-Advisor
Yuxi Zheng, Committee Chair/Co-Chair
Ludmil Tomov Zikatanov, Committee Member
Alexei Novikov, Committee Member
Murali Haran, Outside Member
Fuqing Zhang, Dissertation Advisor/Co-Advisor
Fuqing Zhang, Committee Chair/Co-Chair

Author:

Chen, Meng

Title:

Dual Estimation in State Space Models with Violation to Normality: A Comparison between the Extended Kalman Filter and the Particle Filter

Graduate Program:

Statistics

Keywords:

state space model
Kalman filter
particle filter
dual estimation

File:

Download MengChen_MastersThesis_FinalSubmission.pdf

Committee Members:

Murali Haran, Thesis Advisor/Co-Advisor
Le Bao, Committee Member
Ephraim Mont Hanks, Committee Member
Ephraim Mont Hanks, Program Head/Chair

Author:

Chen, Meng

Title:

What More Can We Do with Continuous-time Models? Model Fitting Approches for Mixed-effect Models and Non-normal Data

Graduate Program:

Human Development and Family Studies

Keywords:

intensive longitidinal data
human regulatory processes
Kalman filter
particle filter
iterated filtering
Stan
ordinal data
continuous-time dynamic models

File:

Download MChen_Dissertation_submission_2.pdf

Committee Members:

Sy-Miin Chow, Dissertation Advisor/Co-Advisor
Sy-Miin Chow, Committee Chair/Co-Chair
Zita Oravecz, Committee Member
Erika Sell Lunkenheimer, Committee Member
Murali Haran, Outside Member
Charles Geier, Program Head/Chair