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linear time invariant models

About Positivity Properties of Time Invariant Linear Systems Subject to Point Delays

About Positivity Properties of Time Invariant Linear Systems Subject to Point Delays

... war-peace models, or biological models (as the sunflower equation or prey-predator dynamics) possess either external delays; that is, either in the input or output, or internal ones, that is, in the ...or ...

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Stabilisation of Linear Time Invariant
Systems subject to Output Saturation

Stabilisation of Linear Time Invariant Systems subject to Output Saturation

... There are many ways to cope with discrete-time input/output in a dynamical system which is continuous in nature. Despite of some dynamical system being continuous, we decide to look at its behaviour only at ...

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Study on Fuzzy Time Invariant Series Models for Crop Production Forecasting

Study on Fuzzy Time Invariant Series Models for Crop Production Forecasting

... fuzzy time series forecasting models applied to this study, the results are almost similar as the average forecasting error of the three models is about ...probabilistic models, which ...

13

PID Controller Design and Closed Loop Identification with Linear Time Invariant

PID Controller Design and Closed Loop Identification with Linear Time Invariant

... 2. Raghunath Bajarangbali, Somanath Majhi and Saurabh Pandey, “Identification of FOPDT and SOPDT process dynamics using closed loop test”, ISA Transactions, vol. 53, no. 04, pp. 1223-1231, July 2014. 3. S. Bezergiannia ...

5

Modified weighted for enrollment forecasting based on fuzzy time series

Modified weighted for enrollment forecasting based on fuzzy time series

... fuzzy time series has been widely used for forecasting data of dynamic and non-linear data in ...fuzzy time series such as enrollment [1-3, 12, 15, 17, 22, 23, 26], the stock index [14, 16, 18, 19, ...

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Nonparametric Risk Bounds for Time-Series Forecasting

Nonparametric Risk Bounds for Time-Series Forecasting

... common time-series models with unbounded loss functions, no explicit regularization, and potential dependence on the entirety of the observed ...the time-series models typically used in ...

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Study On Fuzzy Time Invariant Series Models For Crop Production Forecasting

Study On Fuzzy Time Invariant Series Models For Crop Production Forecasting

... fuzzy time series forecasting models applied to this study, the results are almost similar as the average forecasting error of the three models is about ...probabilistic models, which ...

13

Gain Scheduling Dual Mode MPC for a Solar Thermal Power Plant

Gain Scheduling Dual Mode MPC for a Solar Thermal Power Plant

... local linear time-invariant state space models around a family of operating points, the design of corresponding local linear dual mode model-based predictive controllers and the ...

7

Robust Identification of Time-Invariant Electrical Equivalent Circuit Models of Graphene Batteries

Robust Identification of Time-Invariant Electrical Equivalent Circuit Models of Graphene Batteries

... EEC models require an accurate estimation of its model ...EEC models represent a reduced order model of a very high order, relatively complex battery ...

5

The complexity of counting models of linear-time temporal logic

The complexity of counting models of linear-time temporal logic

... running time of the algorithms is exponential (or worse) in the bound k, which is in stark contrast to the practical algorithms ...exponential time respectively exponential space Turing ...and models ...

12

Recursive estimation of non-linear time series models

Recursive estimation of non-linear time series models

... A r.ecursive scheme for simultaneous optimal estimation of conditional mean and variance in a nonlinear ARCH (autoregressive con- ditional heteroscedastic) model is also proposed.. Keywo[r] ...

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Estimation and identification for vector linear time series models

Estimation and identification for vector linear time series models

... recommending the class of recursive estimators given in the thesis. As mentioned in Remark 2.1(i) the non-recursive analogues of these estimators have desirable statistical and computational properties. Theoretical ...

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Inference problems for vector linear time series models

Inference problems for vector linear time series models

... such models lies in the fact that they are more general than (say) the scalar autoregressive ...a linear model to a particular set of ...autoregressive models to the ...

155

What Makes Special-Education Teachers Special?

What Makes Special-Education Teachers Special?

... achievement models that control for unobserved timeinvariant student/family characteristics by replacing timeinvariant (or quasi‐time invariant) student characteristics  ...

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Generalized linear models

Generalized linear models

... As Birch (1963) has shown, the estimation of a set of independent multinomial distributions is equivalent to the estimation of a set of independent Poisson distributions, and in[r] ...

16

Estimation for vector linear time series models

Estimation for vector linear time series models

... Gaussian likelihood (or spectral equivalents to this likelihood) although Gaussianity is not required for any of the results to follow. Chapter 1 gives a brief introduction to the theory of multiple time series ...

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On invariant zeros of linear systems of PDEs

On invariant zeros of linear systems of PDEs

... of invariant zeros and transmission zeros for nD systems proposed in this paper have been shown to correspond to the 1D definitions of invariant zeros and transmission zeros in the literature in the special ...

23

Neuro Fuzzy System Based Adaptive Equaliser in Mobile Cellular Channels

Neuro Fuzzy System Based Adaptive Equaliser in Mobile Cellular Channels

... with time, these channels are known as time ...channel models are Tapped delay line (TDL), Free space, Rician fading, Raleigh fading, Hata okumura, FCC and ITU R model ...of time varying ...of ...

5

Essays in High Dimensional Time Series Analysis

Essays in High Dimensional Time Series Analysis

... Multivariate time series models, such as linear VAR models, are commonly used in fields such as macroeconomics (Lütkepohl, 2005), finance, and more recently neu- roscience (Valdés-Sosa et ...

226

PP 2010 12: 
  Complete Axiomatization of the Stutter Invariant Fragment of the Linear time mu calculus

PP 2010 12: Complete Axiomatization of the Stutter Invariant Fragment of the Linear time mu calculus

... of µ(U) with past tense operators or to the µ-calculus on trees (either finite or infinite). It should be noted, though, that on (especially infinite) trees, there is still no general consensus on the appropriate notion ...

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