Researcher profile

Stephen S.‐T. Yau

2 papers in the PaperMetrix corpus

Publications

Papers by this author

The Stochastic Stability Analysis for Outlier Robustness of Kalman-Type Filtering Framework Based on Correntropy-Induced Cost

2024 · IEEE Transactions on Automatic Control

This note introduces the modified extended Kalman filter (MEKF), reformulating the EKF update step within a nonlinear regression framework. We propose a novel outlier-robust scheme, MCIC-MEKF, utilizing the minimum correntropy-induced cost (MCIC) criterion. We provide …
Statistical learning of stochastic complex systems via the Yau-Yau nonlinear filter

2026 · The Innovation

Complex systems are characterized by nonlinearity, uncertainty, and noise interference, making it challenging to unravel their internal operation mechanisms. Here, we overcome this issue by implementing the Yau-Yau nonlinear filter theory to reconstruct stochastic networks …