due to the fact that the error surface of adaptive infinite impulse response (iir) systems is generally nonlinear and multimodal, the conventional derivative based techniques fail when used in adaptive identification of such systems. in this case, global optimization techniques are required in order to avoid the local minima. harmony search (hs), a musical inspired metaheuristic, is a recently ...

The paper studies structural credit risk models with incomplete information of the asset value. It is shown that the pricing of typical corporate securities such as equity, corporate bonds or CDSs leads to a nonlinear filtering problem. This problem cannot be tackled with standard techniques as the default time does not have an intensity under full information. Using the Dellacherie-formula the...

Clinical angiography requires hundreds of X-ray images, putting the patients and particularly the medical staff at risk. Dosage reduction involves an inevitable sacrifice in image quality. In this work, the latter problem is addressed by first modeling the signal-dependent, Poisson-distributed noise that arises as a result of this dosage reduction. The commonly utilized noise model for single i...

The explicit solution of the discrete time filtering problems with exponential criteria for a general Gaussian signal is obtained through an approach based on a conditional Cameron-Martin type formula. This key formula is derived for conditional expectations of exponentials of some quadratic forms of Gaussian sequences. The formula involves conditional expectations and conditional covariances i...

We show that several interesting problems in Rw filtering, quadratic game theory, and risk sensitive control and estimation follow as special cases of the Krein-space linear estimation theory developed in [l]. We show that a11 these problems can be cast into the problem of calculating the stationary point of certain second-order forms, and that by considering the appropriate state space models ...