stochastic time-varying parameters
Adaptive synchronization of the stochastic delayed RDNNs with unknown time varying parameters
... systems, stochastic disturbances are probably the main re- sources of the performance degradations of the implemented ...real time dynamical systems, the time delays are unavoidably encountered in ...
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Robust stabilization of hybrid uncertain stochastic systems with time varying delay by discrete time feedback control
... uncertain time-delay stochastic systems with Markovian jumping parameters in the mean-square ...hybrid stochastic differential equations by stochastic feedback controllers was ...
17
Stochastic Modeling and Power Control of Time Varying Wireless Communication Networks
... channel parameters are estimated from approximating the Doppler power spectral density (DPSD) of the wireless fading ...channel parameters as well as the inphase and quadrature components directly from ...
11
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
... for time-varying parame- ters in stochastic volatility models (TVP-SV models), when analyzing (macro)financial data (Primiceri, 2005; Cogley and Sargent, 2005; Stock and Watson, 2007; D’Agostino et ...
30
Fault detection and estimation for non Gaussian stochastic systems with time varying delay
... non-Gaussian stochastic systems with time varying ...estimate time varying faults is ...observers’ parameters, which can provide more degrees of ...
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Stochastic Power Control for Time-Varying Long-Term Fading Wireless Networks
... a stochastic differential equation (SDE) driven by Brownian motion for LTF ...in time and ...model parameters) to be applied to this class of problems ...
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Fokker–Planck and Fortet Equation-Based Parameter Estimation for a Leaky Integrate-and-Fire Model with Sinusoidal and Stochastic Forcing
... estimate parameters of LIF models with the added complexity of a time-varying input ...the time-varying current is a sinusoidal wave, but we believe that the approaches generalize to an ...
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Three Applications of Time-Varying Parameter and Stochastic Volatility Models to the Malaysian and Australian Economy
... of time-variation within the propagation mech- anism of Malaysian monetary policy on all the ...is time-variation in the variance-covariance matrix of the shocks of the model, not the VAR ...a ...
169
Time varying Forgetting Factor Stochastic Gradient Algorithm for Nonlinear Systems with Color Noise
... same time keeping their power ...the parameters of the nonlinear systems for theoretical research and practical appli- ...a time-varying forgetting factor stochas- tic gradient algorithm is ...
6
A STOCHASTIC PARAMETER REGRESSION APPROACH FOR TIME-VARYING RELATIONSHIP BETWEEN GOLD AND SILVER PRICES
... using stochastic-parameter regression models. We formulated their time-varying relationship as a state-space model and used the Kalman filter algorithm to estimate the stochastic regression ...
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Finite time synchronization of stochastic Markovian jumping genetic oscillator networks with time varying delay and Lévy noise
... We find that the parameters given by Example 4.2 satisfy the assumptions of Theo- rem 3.1, which means that response system (2.2) should be finite-time synchronized with drive system (2.1) in theoretical ...
23
Stability analysis for uncertain neutral type stochastic nonlinear systems with mixed time varying delays
... uncertain parameters for a class of stochastic neutral-type systems with mixed time-varying delays, where external disturbance and nonlinearity are considered ...
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The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation
... Chan JCC. 2017. The stochastic volatility in mean model with time-varying parameters: An application to inflation modeling. Journal of Business & Economic Statistics 35(1): 17–28. Chan ...
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Asynchronous H∞ filtering for switched stochastic systems with time-varying delay
... dwell time (ADT) method and the Lyapunov-Krasovskii function method, delay-dependent sufficient conditions for the desired H ∞ filter are derived in terms of linear matrix inequalities ...
16
Study on reservoir time-varying design flood of inflow based on Poisson process with time-dependent parameters
... of time-varying design floods increases from 1 day to 8 ...of time- varying design flood appears in the second ...using time-varying design flood as the basis for reservoir op- ...
5
Dynamic analysis of stochastic fuzzy Cohen Grossberg neural networks with time varying delays
... of stochastic stability to describe the limiting behaviors of stochastic differen- tial equations: stability in probability, moment stability, and almost sure stability (see [, ...
10
Dynamics of stochastic Boissonade system on the time varying domain
... The current paper is devoted to studying the stochastic Boissonade system defined on time-varying domains. The existence and uniqueness of strong and weak solutions for the stochastic ...
24
Delay-dependent passivity analysis of time-varying delayed neural networks with leakage and stochastic effects
... delayed stochastic neural networks has also received much attention to reducing the time delays in both theoretical and practical ...Since time delay is frequently encountered in stochastic ...
16
Exponential stability of impulsive stochastic genetic regulatory networks with time varying delays and reaction diffusion
... robust stochastic stability was consid- ered under stochastic perturbation, reaction, diffusion, and ...the stochastic perturbation in [] was described using a standard Brownian motion instead of a ...
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Misspecification of Generalized Autoregressive Score Models: Monte Carlo Simulations and Applications
... driven time series models used the scaled score of the likelihood function as the mechanism for updating the parameters over ...introducing time varying parameters in a wide class of ...
9