In this study, we considered an inflationary inventory control model under non-deterministic conditions. We assumed the inflation rate as a normal distribution, with any arbitrary probability density function (pdf). The objective function was to minimize the total discount cost of the inventory system. We used two methods to solve this problem. One was the classic numerical approach which turne...

In this paper, the continuous optimal control theory is used to model and solve the maximum entropy problem for a continuous random variable. The maximum entropy principle provides a method to obtain least-biased probability density function (Pdf) estimation. In this paper, to find a closed form solution for the maximum entropy problem with any number of moment constraints, the entropy is consi...

Novel auxiliary truncated unscented Kalman filtering (ATUKF) is proposed for bearings-only maneuvering target tracking in this paper. In the proposed algorithm, to deal with arbitrary changes in motion models, a modified prior probability density function (PDF) is derived based on some auxiliary target characteristics and current measurements. Then, the modified prior PDF is approximated as a G...

One of the conventional methods for temporary support of tunnels is to use steel sets with shotcrete. The nature of a temporary support system demands a quick installation of its structures. As a result, the spacing between steel sets is not a fixed amount and it can be considered as a random variable. Hence, in the reliability analysis of these types of structures, the selection of an appropri...

In this paper, the performance analysis of an energy detector is exploited over composite multipath/shadowing fading channels, which is modeled by Rayleigh-lognormal (RL) distribution. Based on an approximate channel model which was recently proposed by the author, the RL envelope probability density function (pdf) is approximated by a finite sum of weighted Rayleigh pdfs. Relying on this inter...

The paper introduced a new method based on probability density function (PDF) and phase space diagram method for photoplethysmography (PPG) signal extracting. In the paper, PPG information was generated from human fingertips by smartphones. The pulse wave period was then separated and reconstructed into probability density function (PDF) by the phase space diagram algorithm. The difference betw...

An improvement of the standard “particle filter” (PF) Monte Carlo Bayesian estimator is presented and compared with an existing improved reweighted filter in a target tracking example. The PF updates the probability density function (pdf) of the state, represented as the density of state samples (particles). Each particle is time-updated by applying to the state equation a sample from the forci...

The aim of this paper is to define a new family of probability density functions (MR pdf) based on the multiresolution analysis theory. Each function of this family can be seen as a particular type of density mixture. The MR pdf has advantages of estimation over the conventional mixtures and it is suitable to model a large variety of square integrable probability density functions. The flexibil...