Publications

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2011
Saha N, Roy D. Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations. Journal of Engineering Mechanics, ASCE. 2011;DOI 10.1061/(ASCE)EM.
2009
Saha N, Roy D. Extended Kalman filters using explicit and derivative-free local linearizations. Applied Mathematical Modelling. 2009;33:2545-2563.
Saha N, Roy D. A Girsanov particle filter in nonlinear engineering dynamics. Physics Letters A. 2009;373:627-635.
2008
Roy D, Saha N, Dash MK. Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators. Applied Mathematical Modelling. 2008;32:1657-1681.
2007
Saha N, Roy D. The Girsanov linearization method for stochastically driven nonlinear oscillators. J. of Applied Mechanics, ASME. 2007;74:885-897.
Saha N, Roy D. Higher order weak linearizations of stochastically driven nonlinear oscillators. Proceedings of the Royal Society A. 2007;463:1827-1856.
Saha N, Roy D. Variance-reduced weak Monte Carlo simulations of stochastically driven oscillators of engineering interest. J. of Sound and Vibration. 2007;305:50-84.