A novel, transfer-function solution of the Kalman-Bucy time-invariant filtering problem is presented. It is assumed that both message model and noise intensities are time invariant and that the mixture of message and noise has been observed over an infinite interval. This transfer-function approach is based on matrix fractions and spectral factorization of polynomial matrices. It offers an inte...

Granger causality (GC) is one of the most popular measures to reveal causality influence of time series based on the estimated linear regression model and has been widely applied in economics and neuroscience due to its simplicity, understandability and easy implementation. Especially, its counterpart in frequency domain, spectral GC, has recently received growing attention to study causal inte...

In this paper we introduce the notion of a discrete-time negative imaginary system and we investigate its relations with discrete-time positive real system theory. In the framework presented here, discrete-time negative imaginary systems are defined in terms of a sign condition that must be satisfied in a domain of analyticity of the transfer function, in analogy with the case of discrete-time ...

magnetic field effect on unsteady natural convection heat transfer of cu–water nanofluid in a square porous cavity was studied numerically in here. at first, initial temprature of the cavity was and vertical walls were at temprature . suddenly the right wall's tamprature was changed to and the horizontal walls were adiabatic. the effective parameters in this study were ra , ha, and . which appe...

The annual response variable in an ecological monitoring study often relates linearly to the weighted cumulative effect of some daily covariate, after adjusting for other annual covariates. Here we consider the problem of non-parametrically estimating the weights involved in computing the aforementioned cumulative effect, with a panel of short and contemporaneously correlated time series whose ...

We consider a system described by the one-dimensional linear wave equation in a bounded domain with appropriate boundary conditions. To stabilize this system, we propose a dynamic boundary controller applied at the free end of the system. The transfer function of the proposed controller is a proper rational function which consists of a strictly positive real function and some poles on the imagi...

An intrinsic definition of the index for implicit linear time-varying differential systems is proposed. This definition relies on linear algebraic techniques over the noncommutative principal ideal ring of non-constant linear differential operators (noncommutative transfer function or state-variable representation). Accordance with the existing definition for constant coefficient linear systems...

An empirical method of non-destructive testing of a material was developed using pulse transmission by acoustic emission transducers to determine plastic deformation of 304 stainless steel specimens. This was done by means of comparison of pulse signals detected in an undeformed section with the pulse signals detected after passing through the deformation zone in the specimens. The pulse signal...

The proper usage and creation of transfer functions for time-varying data sets is an often ignored problem in volume visualization. Although methods and guidelines exist for time-invariant data, little formal study for the timevarying case has been performed. This paper examines this problem, and reports the study that we have conducted to determine how the dynamic behavior of time-varying data...

The literature analysis of propagation models has investigated different statistical prediction methods to identify appropriate techniques for this purpose. This article presents the results of propagation channel modeling, based on multivariate time series models using data collected in measurement campaigns and the main characteristics of urbanization in the city of Belém-PA. Transfer functio...