time-varying estimation problem
\(H {\infty}\) State estimation for discrete time neural networks with time varying and distributed delays
... The problem of an H ∞ state estimation for discrete-time neural networks with time-varying and distributed delays is investigated in this ...
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State estimation for complex valued memristive neural networks with time varying delays
... This paper focuses on the state estimation problem for complex-valued memristive neural networks with time-varying delays. By utilizing Lyapunov stability theory and some matrix inequality ...
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State bounding estimation for a linear continuous time singular system with time varying delay
... x(t) ∈ R n |x(t), u(t) satisfy (1) and u T (t)u(t) ≤ u 2 , t ≥ 0 . (34) From (34), it is easy to see that the reachable set of a system is regarded as a bounded set of all reachable states starting from the origin by ...
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Sequential Parameter Estimation of Time Varying Non Gaussian Autoregressive Processes
... One advantage of particle filters over other methods is that they can be applied to almost any type of problem where signal variations are present. This includes models with high nonlinearities and with noises ...
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Fault detection and estimation for non Gaussian stochastic systems with time varying delay
... and estimation problem is studied for non-Gaussian stochastic systems with time varying ...estimate time varying faults is ...
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Risk Estimation when the Zero Probability of Financial Return is Time Varying
... this problem we outline an estimation and inference procedure that reduces the bias caused by a time-varying zero probability (possibly non-stationary), and which can be combined with ...
29
A study on state estimation for discrete time recurrent neural networks with leakage delay and time varying delay
... the problem of state estimation for discrete-time recurrent neural networks with leakage ...the estimation error sys- tem is asymptotically ...
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Deriving Penalized Splines For Estimation Of Time Varying Effects In Survival Data
... Survival analysis entails a wide variety of methods aimed at analyzing the timing of events. Many researchers are able to model and assess why certain subjects are exposed to a higher risk of experiencing an event of ...
7
Variance constrained resilient \(H {\infty }\) state estimation for time varying neural networks with randomly varying nonlinearities and missing measurements
... effective estimation methods ...state estimation problem of different types of dynamical networks ...to time-invariant case, which might lead to certain application ...state estimation ...
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Fault estimation and accommodation for switched systems with time-varying delay
... In this work, based on adaptive fault diagnosis ob- server method and average dwell-time technique, the problem of fault estimation and accommodation for switched systems with ...
10
Online Estimation of Time-Varying Volatility Using a Continuous-Discrete LMS Algorithm
... the problem of time-varying volatility ...online estimation methods for ...offline estimation method. It is based on an SV model: a continuous time model of volatility dynamics in ...
8
Timing and Integer Frequency Offset Estimation for DLMT System over Time Varying Rayleigh Fading Channel
... In this paper, we study the TO and ICFO estimation problem for DLMT system over time-varying Rayleigh fading channel. Firstly, a novel preamble structure based on two constant amplitude zero ...
8
A Solution to the Problem of Extrapolation in Car Following Modeling Using an online fuzzy Neural Network
... Car following process is time-varying in essence, due to the involvement of human actions. This paper develops an adaptive technique for car following modeling in a traffic flow. The proposed technique ...
9
A Robust Adaptive Observer-Based Time Varying Fault Estimation
... In this paper, a new LMI formulation for robust observer-based FAFE was proposed. The proposed algorithm offers a relaxed LMI design constraint via obviating the need for incorporating the equality constraint. Moreover, ...
9
Time Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean
... the estimation algorithm, render- ing the estimation of large VARs ...partially time-varying as it involves stochastic volatility but leaves the residual covariance and VAR coefficient parts ...
54
A Simple Algorithm for the Restoration of Clipped Speech Signal
... Speech acquired by personal computer sound cards is often confronted with two main problems: DC level wandering and peak clipping. While building a data base for our speech recognition project, we have been confronted ...
6
Improving Wireless MIMO System Performance with Channel Estimation Based Block Coding
... Space Time Frequency Block Code (STFBC) From the previous section, STBC faced problems in fast time varying whereas SFBC suffer from frequency ...in time and frequency in order to relax the ...
6
Carrier frequency offset estimation for OFDM systems with time-varying DC Offset
... CFO estimation [14-19]. CFO estimation for OFDM systems with static DCO had been well addressed in literatures ...introduce time-varying DCO ...CFO estimation for OFDM sys- tems with ...
6
TDARMA Model Estimation Using the MLS and the TF Distribution
... The time-invariant case, where the signals are stationary and the system's operations are steady, is well ...the time or the frequency domain (Haykin, 1991), (Huang, 1980), (Ding ...the problem is ...
10
Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange
... In this paper, the performance of global minimum variance (GMV) portfolios constructed by DCC and DECO-GARCH are compared to that of GMV portfolios constructed by sample covariance and constant correlation methods in ...
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