This note presents a simple Bayesian filtering scheme, using variational calculus, for inference on the hidden states of dynamic systems. Variational filtering is a stochastic scheme that propagates particles over a changing variational energy landscape, such that their sample density approximates the conditional density of hidden and states and inputs. The key innovation, on which variational ...

The relationship between mathematical programming and classical calculus of variation was explored and extended by Hanson [6]. Thereafter variational programming problems have attracted some attention in literature. Duality for multiobjective variational problems has been of much interest in the recent years, and several contributions have been made to its development (see, e.g., Bector and Hus...

Variational analysis concerns the geometry and calculus of nonsmooth sets and functions, often viewed from an optimization perspective. Over several decades, variational analysis has matured into a powerful and elegant theory. One rich source of concrete examples involves the eigenvalues of symmetric and nonsymmetric matrices, sometimes deriving from dynamical or feedback control questions. Thi...

We propose the use of algebras of generalized functions for the analysis of certain highly singular problems in the calculus of variations. After a general study of extremal problems on open subsets of Euclidean space in this setting we introduce the first and second variation of a variational problem. We then derive necessary (Euler-Lagrange equations) and sufficient conditions for extremals. ...

The variational properties of the scalar so–called " Universal " equations are reviewed and generalised. In particular, we note that contrary to earlier claims, each member of the Euler hierarchy may have an explicit field dependence. The Euler hierarchy itself is given a new interpretation in terms of the formal complex of variational calculus, and is shown to be related to the algebra of dist...