نتایج جستجو برای: derivative estimator
تعداد نتایج: 93424 فیلتر نتایج به سال:
We consider parameter estimation for time-dependent locally stationary long-memory processes. The asymptotic distribution of an estimator based on the local infinite autoregressive representation is derived, and asymptotic formulas for the mean squared error of the estimator, and the asymptotically optimal bandwidth are obtained. In spite of long memory, the optimal bandwidth turns out to be of...
In recent years researches in hybrid system dynamics and control strategies have become very prominent because most of the systems show hybrid behavior (continuous and discrete) in their dynamics. In this work authors have considered a three-tank autonomous hybrid system for the investigation. Implementation aspects of the model based control scheme and a derivative-free state estimator for thr...
Suppose we want to estimate a density at a point where we know the values of its first or higher order derivatives. In this case a given kernel estimator of the density can be modified by adding appropriately weighted kernel estimators of these derivatives. We give conditions under which the modified estimators are asymptotically normal. We also determine the optimal weights. When the highest d...
State estimation and estimator based predictive control of nonlinear autonomous hybrid systems poses a challenging problem as these systems involve discontinuities that are introduced by switching of the discrete variables. In this paper, we propose a state estimation scheme for an autonomous hybrid system using an ensemble Kalman filter (EnKF), which belongs to the class of particle filters an...
1 Summary The Radon-Nikodym derivative between a centered fractional Brownian motion Z and the same process with constant drift is derived by nding an integral transformation which changes Z to a process with independent increments. A representation of Z through a standard Brownian motion on a nite interval is given. The maximum likelihood estimator of the drift and some other applications are ...
Among the myriad of techniques used in estimating motion vector fields, perhaps the most popular and accurate methods are the so called gradient-based methods. A critical step in the gradient-based estimation process is the estimation of image gradients using derivative filters. It is well known that the gradientbased estimators contain significant deterministic bias relating the gradient calcu...
Gradient information is used in volume rendering to classify and color samples along a ray. In this paper we present an analysis of the theoretically ideal gradient estimator and compare it to some commonly used gradient estimators. A new method is presented to calculate the gradient at arbitrary sample positions, using the derivative of the interpolation lter as the basis for the new gradient ...
The GCI detection is a common problem in voice analysis used for voice transformation and synthesis. The proposed innovative idea is to use a glottal shape estimate and a standard lips radiation model instead of the common pre-emphasis when computing the vocal-tract filter estimate. The time-derivative glottal source is then computed from the division in frequency of the speech spectrum by the ...
inverse sampling design is generally considered to be appropriate technique when the population is divided into two subpopulations, one of which contains only few units. in this paper, we derive the horvitz-thompson estimator for the population mean under inverse sampling designs, where subpopulation sizes are known. we then introduce an alternative unbiased estimator, corresponding to post-str...
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