Báo cáo hóa học: "Research Article Online Estimation of Time-Varying Volatility Using a Continuous-Discrete LMS Algorithm" ppt

... nonuniformly sampled data. Both the mean value and the standard deviation of the relative error of estimation are about 1% and 10%, respectively. Here again they are calculated by time averaging; this ... and 4 show the mean value and the standard deviation of the relative error of estimation obtained by Monte Carlo simulations (25 estimated trajectories of the volatility for...

Ngày tải lên: 21/06/2014, 22:20

... 100 iterations of the Simulated Annealing algorithm, an MSE of around 5 ·10 −3 is obtained at a E b /N 0 equal to 4 dB. Note also that for the QAM case, the classical algorithm of (37)givesan estimation of ... Decision Directed (DD) and Non-Data-Aided (NDA) cases. A new family of Non Linear Least Squares (NLLS) estimators was introduced in [11] for the joint estimation of...

Ngày tải lên: 21/06/2014, 08:20

... settings, and nobody reported any artifacts of using the learning algorithm. APPENDICES A. DATA GENERATION For evaluation of the feature selection methods, we generated artificial regression data according ... perform hearing aid parameter steering by applying a linear map from acoustic features to tuning parameters. We formulate personalization of the steering parameters as the max...

Ngày tải lên: 22/06/2014, 00:20

... noted that when the angular spread of coherently distributed source is small, for Gaussian shaped and Lapla- cian shaped distributed source, the angular information and angular spread information ... elements, respectively, are the azimuth DOA, the angular spread of the azimuth DOA, the elevation DOA, and the angular spread of the elevation DOA of the ith CD source. ρ(θ,φ; μ i )is the...

Ngày tải lên: 22/06/2014, 01:20

... parametrization may as- sume negative values, it is introduced to allow the element factor, E, to assume arbitrary shapes that can match the true pattern of the measured antenna array. This can ... [5]. For basic antenna types and array configurations, the cou- pling matrix can be obtained from electromagnetic calcu- lations. Alternatively, calibration measurement data can be collected and t...

Ngày tải lên: 22/06/2014, 19:20

... Systems, Cambridge Academic, Cambridge, UK, 2009. 7 V. Lakshmikantham and A. S. Vatsala, “Basic theory of fractional differential equations,” Nonlinear Analysis. Theory, Methods & Applications, ... 56–64, 2005. 9 V. Daftardar-Gejji and S. Bhalekar, “Boundary value problems for multi-term fractional differential equations,” Journal of Mathematical Analysis and Applications, vol. 345...

Ngày tải lên: 21/06/2014, 05:20

... the maxima and sums of stationary Gaussian sequences,” Probability and Mathematical Statistics, vol. 23, no. 1, pp. 139–152, 2003. 9 W. V. Li and Q. Shao, A normal comparison inequality and ... T 4 . 3.19 Journal of Inequalities and Applications 3 The following lemma is Theorem 2.1 and C orollary 2.1inLiandShao9. Lemma 3.2. (1) Let {ξ n } and {η n } be sequences of standard Gauss...

Ngày tải lên: 21/06/2014, 07:20

... Y. Zhang and H Y. Wang, A framework for automatic time-domain characteristic parameters extraction of human pulse signals,” EURASIP Journal on Advances in Signal Process- ing, vol. 2008, Article ... Gaussian RBF kernel usually is not suitable for the classification of time series data. Actually Gaussian RBF kernel can be regarded as an embedding of Euclidean distance in the form of...

Ngày tải lên: 21/06/2014, 08:20

... performed using the software package Matlab 7.1. We have dealt with the problem of global asymptotic stability analysis for a class of nonlinear difference equation. The general sufficient conditions have ... numerical simulations are also shown to support our analytic results. 1. Introduction Difference equations appear naturally as discrete analogues and in the numerical solutions of...

Ngày tải lên: 21/06/2014, 11:20

... reverberation echoes, target echoes, and lower reverberation echoes. It makes use of a low rank characteristic of the target echo subspace and separates the signal subspace via the singular value decomposition (SVD) ... forward matrix can be regarded as a new algorithm of Space Time Adaptive Process [11] which jointly processes received data in angle and Doppler to improve the separ...

Ngày tải lên: 21/06/2014, 17:20