Nonlinear filters approximations by cumulant function expansion: The polynomial case

Simultaneous Polynomial Approximations of the Lerch Function

We construct bivariate polynomial approximations of the Lerch function, which for certain specialisations of the variables and parameters turn out to be HermitePadé approximants either of the polylogarithms or of Hurwitz zeta functions. In the former case, we recover known results, while in the latter the results are new and generalise some recent works of Beukers and Prévost. Finally, we make ...

solving nonlinear volterra integro-differential equation by using legendre polynomial approximations

‎in this paper‎, ‎we construct a new iterative method for solving nonlinear volterra integral equation of second kind‎, ‎by approximating the legendre polynomial basis‎. ‎error analysis is worked using banach fixed point theorem‎. ‎we compute the approximate solution without using numerical method‎. ‎finally‎, ‎some examples are given to compare the results with some of the existing methods‎.

Entanglement, noise, and the cumulant expansion.

We put forward a simpler and improved variation of a recently proposed method to overcome the signal-to-noise problem found in Monte Carlo calculations of the entanglement entropy of interacting fermions. The present method takes advantage of the approximate log-normal distributions that characterize the signal-to-noise properties of other approaches. In addition, we show that a simple rewritin...

Nonstationary Loss Queues via Cumulant Moment Approximations

Stability of Nonlinear Filters in Nonmixing Case by Pavel Chigansky

The nonlinear filtering equation is said to be stable if it “forgets” the initial condition. It is known that the filter might be unstable even if the signal is an ergodic Markov chain. In general, the filtering stability requires stronger signal ergodicity provided by the, so called, mixing condition. The latter is formulated in terms of the transition probability density of the signal. The mo...