PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION

... simulated Brownian motion H 28 v Summary This thesis examines the application of statistical parameter estimation techniques to noisy experimental data on fractional Brownian motion Chapter ... love, friendship and good company ii Contents Introduction 1.1 Anomalous Diffusion and Fractional Brownian Motion 1.2 Brief Review of H parameter estimation methods 1.3 Outlin...

Ngày tải lên: 28/11/2015, 13:27

... regarded as a bridge between fractional Brownian motion and stable L´evy motion and exhibits an intrinsic duality in its features 4.1 Locally and globally asymptotically self-similar processes A stochastic ... to a compensated Poisson random measure We start by recalling some facts about Poisson random measures 2.1 Poisson random measures and integrals A rece...

Ngày tải lên: 14/11/2015, 08:03

... Parameter estimation for SAR micromotion target based on sparse signal representation Sha Zhu∗1,2 , Ali Mohammad-Djafari2 , Hongqiang Wang1 , Bin Deng1 , Xiang ... the parameter estimation of micromotion targets in synthetic aperture radar (SAR) , where scattering parameters and micromotion parameters of targets are coupled resulting in a nonlinear parameter ......

Ngày tải lên: 20/06/2014, 20:20

... Hoeher, Joint channel and parameter estimation for combined communication and navigation using particle swarm optimization in Proceedings of Workshop on Positioning, Navigation and Communication (WPNC), ... 1 Joint communication and positioning based on soft channel parameter estimation Kathrin Schmeink∗ , Rebecca Adam and Peter Adam Hoeher Information...

Ngày tải lên: 20/06/2014, 22:20

... estimation of multicomponent LFM signal can be realized by the CPF The principle of detection and parameters estimation of single LFM signal is presented For multicomponent LFM signal, the CLEAN ... detection of the “autoterms.” Remark The phase information of the LFM signal is neglected in this paper, because in most situations, the char...

Ngày tải lên: 21/06/2014, 22:20

... Moghaddam and M Jamzad, Blur identification in noisy images using radon transform and power spectrum modeling,” in Proceedings of the 12th IEEE International Workshop on Systems, Signals and Image ... dB in average The rest of the paper is organized as follows In Section 2, the motion blur parameters are introduced Section describes finding parameters in noise free...

Ngày tải lên: 22/06/2014, 23:20

... approximation for α -quantiles of a Brownian motion 31 4.2 Discretization error in simulation of the quantile of a Brownian motion 4.2.2 Strong order of convergence Because the strong order is related ... 3.2 Monte Carlo simulation 25 Quantile and quantile options 26 4.1 The quantile of a Brownian motion 27 4.2 Discretization error in simulation of the q...

Ngày tải lên: 16/10/2015, 12:00

... variation implies that a Brownian motion moves over an infinite distance in any finite time period It also comes about because of the fractal nature of Brownian motion We observe the motion of a particle, ... SECOND VARIATION OF BROWNIAN MOTION (i) Quadratic Variation: Let us now examine the results of the last section when f (t) is not a differentiable function, but a Brownian...

Ngày tải lên: 25/10/2013, 19:20

... using parametric ODE solver • Multiple local solutions – a need for global optimization Deterministic Global Optimization with Dynamic Systems • Much recent interest, e.g – Esposito and Floudas (2000) ... Acknowledgments • A deterministic global optimization approach based on interval analysis can be used to estimate the parameters of dynamic systems • A validated solv...

Ngày tải lên: 12/01/2014, 22:03

... analysis can be used to estimate the parameters of dynamic systems • A validated solver for parametric ODEs is used to construct bounds on the states of dynamic systems • An efficient constraint propagation ... using parametric ODE solver • Multiple local solutions – a need for global optimization Deterministic Global Optimization with Dynamic Systems • Much recent...

Ngày tải lên: 12/01/2014, 22:16

... e e for the number of steps needed by simple random walk in Z2 to cover the disc of radius n Introduction In this paper, we introduce a unified method for analyzing cover times for random walks ... points” for random walks, to conjectures involving cover times We also thank Isaac Chavel, Leon Karp, Mark Pinsky and Rick Schoen for helpful discussions concerning...

Ngày tải lên: 14/02/2014, 17:20

... regexp built up from atomic expressions a : b (for a ∈ Σ ∪ { }, b ∈ ∆ ∪ { }) using concatenation, probabilistic union +p , and probabilistic closure ∗p For defining conditional relations, a good regexp ... synchronous PCFGs built for translation These are parameterized by the PCFG’s parameters, but add or remove strings of the PCFG to leave an improper probability distribution Fortuna...

Ngày tải lên: 20/02/2014, 21:20

... and orthogonal, i e x x = 0, ˙ ´ N.S Han / VNU Journal of Science, Mathematics - Physics 24 (2008) 111-118 118 Conclusion The equations of motion, of the boundary conditions and of the energy ... σ) is defined on the finite strip σ π , and −∞ < τ < ∞, which has boundaries The classical equations of the motion and the boundary conditions for the...

Ngày tải lên: 05/03/2014, 14:20

... algorithm can be viewed as a form natural for it; thus we limit the comparison to the of incremental training procedure (e.g., using sto- two kinds of ME models for CMMs Note that our chastic ... string 𝑦 Performance of the application is measured in terms of character error The result of ME/L2 is better than that reported in Andrew and Gao (2007) due to the use of the varia...

Ngày tải lên: 08/03/2014, 02:21