Infinitesimal Perturbation Analysis (IPA) estimators of the response gradient for a discrete event stochastic simulation are typically developed within the framework of Generalized semi-Markov processes (GSMPs). Unfortunately, while mathematically rigorous, GSMPs are not particularly useful for modeling real systems. In this paper we describe a procedure that allows IPA gradient estimation to b...

The matrix equation X +AX−1AT = B, arising in parameter estimation of certain time series models, is solvable only for certain values of the matrices A,B. We present a numerical method to modify A,B in order to make the matrix equation solvable. Since solvability depends on the location of the eigenvalues of the palindromic matrix polynomial λA+ λB+A , our method works by moving those eigenvalu...

High-resolution parameter estimation techniques have recently been applied to jointly estimate multiple signal parameters. In this work, we consider the problem of determining the directions and center frequencies of a number of narrowband sources in a band of interest. We present a joint angle-frequency estimation method, based on the multidimensional ESPRIT algorithm. A perturbation error ana...

Although numerous channel estimation and multiuser detection approaches have appeared for long-code uplink CDMA systems, joint performance study of channel estimators and symbol detectors remains largely open. In this paper, we construct three typical symbol-level linear receivers upon existing channel estimationmethod, known as zero-forcing (ZF), minimummean-square-error (MMSE), and RAKE recei...

This paper addresses parameter and state estimation problem in the presence of the perturbation of observer gain bounded input disturbances for the Lipschitz systems that are linear in unknown parameters and nonlinear in states. A new nonlinear adaptive resilient observer is designed, and its stability conditions based on Lyapunov technique are derived. The gain for this observer is derived sys...

Control of a class of uncertain nonlinear systems, which estimates unavailable state variables, is considered. A new approach for robust tracking control problem of satellite for large rotational maneuvers is presented in this paper. The features of this approach include a strong algorithm to estimate attitude, based on discrete extended Kalman filter combined with a continuous extended Kalman ...

in this paper, the homotopy perturbation method (hpm) and elzaki transform is employed to obtain the approximate analytical solution of the sine gorden and the klein gorden equations. the nonlinear terms can be handled by the use of homotopy perturbation method. the proposed homotopy perturbation method is applied to reformulate the first and the second order initial value problems which leads ...

As an alternative to the mean regression model, the quantile regression model has been studied extensively with independent failure time data. However, due to natural or artificial clustering, it is common to encounter multivariate failure time data in biomedical research where the intracluster correlation needs to be accounted for appropriately. For right-censored correlated survival data, we ...

in this paper, the nonlinear free vibrations of thin symmetric and non-symmetric cross-ply composite plates subjected to biaxial initial stresses are investigated. because of their excellent properties such as specific strength and specific stiffness, composite plates have wide applications in aerospace and mechanical structures. based on von-karman's strain-displacement relations and using gal...

The homotopy perturbation method is a powerful device for solving a wide variety of problems arising in many scientific applications. In this paper, we investigate several integral equations by using T-stability of the Homotopy perturbation method investigates for solving integral equations. Some illustrative examples are presented to show that the Homotopy perturbation method is T-stable for s...