Despite its usefulness, the Kalman-Bucy filter is not perfect. One of its weaknesses is that it needs a Gaussian assumption on the initial data. Recently Yau and Yau introduced a new direct method to solve the estimation problem for linear filtering with non-Gaussian initial data. They factored the problem into two parts: (1) the on-line solution of a finite system of ordinary differential equations (ODEs), and (2) the off-line calculation of the Kolmogorov equation. Here we derive an explicit closed-form solution of the Kolmogorov equation. We also give some properties and conduct a numerical study of the solution.

Can you capture the motion of a smile in 3-D? This paper presents a video acquisition system that measures 3-D geometry accurately. The data acquisition speed is 90 fps and over one quarter million points per frame. Acquisition, reconstruction, and display are simultaneously realized at 30 fps.

Three-dimensional data merging is vital for full-field three-dimensional (3D) shape measurement. All 3D range data patches, acquired from either different sensors or the same sensor in different viewing angles, have to be merged into a single piece to facilitate future data analysis. A novel method for 3D data merging using Holoimage is proposed. Similar to the 3D shape measurement system using a phase-shifting method, Holoimage is a phase-shiftingbased computer synthesized fringe image. The 3D information is retrieved from Holoimage using a phase-shifting method. If two patches of 3D data with overlapping areas are rendered by OpenGL, the overlapping areas are resolved by the graphics pipeline, that is, only the front geometry can be visualized. Therefore, the merging is performed if the front geometry information can be obtained. Holoimage is to obtain the front geometry by projecting the fringe

We prove an explicit formula of ChungYaus Discrete Greens functions as well as hitting times of random walks on graphs. The formula is expressed in terms of two natural counting invariants of graphs. Uniform derivations of Greens functions and hitting times for trees and other special graphs are given.

General relativity explains gravitational radiation from binary black hole or neutron star mergers, from core-collapse supernovae and even from the inflation period in cosmology. These waves exhibit a unique effect called memory or Christodoulou effect, which in a detector like LIGO or LISA shows as a permanent displacement of test masses and in radio telescopes like NANOGrav as a change in the frequency of pulsars' pulses. It was shown that electromagnetic fields and neutrino radiation enlarge the memory. Recently it has been understood that the two types of memory addressed in the literature aslinear'andnonlinear'are in fact two different phenomena. The former is due to fields that do not and the latter is due to fields that do reach null infinity.