Concepedia

Stochastic State-space Models

Stochastic State-Space Models is a state-space representation that incorporates random disturbances in both the state transition and observation processes, distinguishing it from deterministic models by explicitly modeling uncertainty through probabilistic dynamics.

420

Publications

22.1K

Citations

925

Authors

482

Institutions

Publications per year

2017–2026

81

Variants

Stochastic State Space Models

Parents

Publications

420

ABCs (and Ds) of Understanding VARs

Jesús Fernández‐Villaverde, Juan Francisco Rubio-Ramı́rez, Thomas J. Sargent et al. · American Economic Review · 2007 · 491 citations

, , +16

Tractable Inference for Complex Stochastic Processes

Xavier Boyen, Daphne Koller · arXiv (Cornell University) · 2013 · 488 citations · Full text

, , +15

Stochastic models, estimation, and control

G. Bierman · IEEE Transactions on Automatic Control · 1983 · 476 citations

, , +12

Predictive Representations of State

Michael L. Littman, Richard S. Sutton · 2001 · 428 citations

, , +11

Stochastic theory of minimal realization

Hirotugu Akaike · IEEE Transactions on Automatic Control · 1974 · 427 citations

, , +14

1–5 of 420

Authors

925

  1. ZW
    Zidong Wang

    Brunel University of London, United Kingdom

    7 publications · 504 citations

    7

    h-index

  2. TK
    T. Kailath

    Stanford University, United States

    6 publications · 432 citations

    6

    h-index

  3. JM
    J.B. Moore

    Australian National University, Australia

    4 publications · 119 citations

    4

    h-index

  4. PS
    Peng Shi

    The University of Adelaide, Australia

    4 publications · 246 citations

    4

    h-index

  5. AA
    Alessandro Abate

    University of Oxford, United Kingdom

    4 publications · 119 citations

    4

    h-index

1–5 of 925

Institutions

482

  1. Stanford University

    Stanford, United States

    9 h-index

    15 publications

    2.3K citations

  2. Brunel University of London

    London, United Kingdom

    8 h-index

    10 publications

    758 citations

  3. Massachusetts Institute of Technology

    Cambridge, United States

    7 h-index

    10 publications

    728 citations

  4. University of Michigan

    Ann Arbor, United States

    7 h-index

    14 publications

    1K citations

  5. Centre National de la Recherche Scientifique

    Paris, France

    6 h-index

    11 publications

    236 citations

  6. University of Pennsylvania

    Philadelphia, United States

    6 h-index

    10 publications

    346 citations

  7. University of British Columbia

    Vancouver, Canada

    5 h-index

    11 publications

    400 citations

  8. Nanjing University of Science and Technology

    Nanjing, China

    5 h-index

    9 publications

    341 citations

1–8 of 482

Venues

  1. IEEE Transactions on Automatic Control

    26 publications · 3.1K citations

    21

    h-index

  2. Automatica

    14 publications · 883 citations

    13

    h-index

  3. SSRN Electronic Journal

    Repository · 8 publications · 200 citations

    8

    h-index

  4. Biometrika

    7 publications · 508 citations

    7

    h-index

  5. arXiv (Cornell University)

    Repository · 7 publications · 607 citations

    7

    h-index

1–5