Literatura académica sobre el tema "Discrete-time filtrations"
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Artículos de revistas sobre el tema "Discrete-time filtrations"
KOVACEVIC, RAIMUND M. y GEORG CH PFLUG. "ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE?" International Journal of Theoretical and Applied Finance 17, n.º 01 (febrero de 2014): 1450003. http://dx.doi.org/10.1142/s0219024914500034.
Texto completoKowalczuk, Zdzislaw y Piotr Suchomski. "Discrete-Time Generalized Predictive Control with Anticipated Filtration". IFAC Proceedings Volumes 29, n.º 1 (junio de 1996): 5238–43. http://dx.doi.org/10.1016/s1474-6670(17)58513-4.
Texto completoBorisov, A. V. y G. B. Miller. "Analysis and Filtration of Special Discrete-Time Markov Processes. II. Optimal Filtration". Automation and Remote Control 66, n.º 7 (julio de 2005): 1125–36. http://dx.doi.org/10.1007/s10513-005-0153-7.
Texto completoSavrassov, Ju S. "Algorithms of filtration and extrapolation for discrete-time dynamical systems". Acta Applicandae Mathematicae 30, n.º 3 (marzo de 1993): 193–263. http://dx.doi.org/10.1007/bf00995471.
Texto completoMartyr, Randall, John Moriarty y Magnus Perninge. "Discrete-time risk-aware optimal switching with non-adapted costs". Advances in Applied Probability 54, n.º 2 (junio de 2022): 625–55. http://dx.doi.org/10.1017/apr.2021.44.
Texto completoPopiński, Waldemar. "Wavelet transform for time-frequency representation and filtration of discrete signals". Applicationes Mathematicae 23, n.º 4 (1996): 433–48. http://dx.doi.org/10.4064/am-23-4-433-448.
Texto completoObinabo, E. C. y C. E. Ojieabu. "Measurement Noise Filtration and State Estimation of a Discrete-Time Stochastic Process". International Journal of Soft Computing 5, n.º 2 (1 de febrero de 2010): 29–34. http://dx.doi.org/10.3923/ijscomp.2010.29.34.
Texto completoBorisov, A. V. y G. B. Miller. "Analysis and Filtration of Special Discrete-Time Markov Processes. I. Martingale Representation". Automation and Remote Control 66, n.º 6 (junio de 2005): 953–62. http://dx.doi.org/10.1007/s10513-005-0138-6.
Texto completoDuda, Zdzislaw. "State estimation in a decentralized discrete time LQG control for a multisensor system". Archives of Control Sciences 27, n.º 1 (1 de marzo de 2017): 29–39. http://dx.doi.org/10.1515/acsc-2017-0002.
Texto completoCHEN, YANHONG y YIJUN HU. "SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES". International Journal of Theoretical and Applied Finance 23, n.º 03 (mayo de 2020): 2050017. http://dx.doi.org/10.1142/s021902492050017x.
Texto completoTesis sobre el tema "Discrete-time filtrations"
Ceillier, Gaël. "Filtrations à temps discret". Grenoble, 2010. http://www.theses.fr/2010GRENM087.
Texto completoStandardness is an important invariant in the theory of filtrations indexed by negative integer times. The main purpose of this thesis is to determine whether some filtrations are standard or not. We first focus on the filtrations of split-word processes, introduced and studied by Smorodinsky and by Laurent. We prove that Laurent's sufficient condition for non standardness is also necessary. This yields a practical criterion of standardness. In turn, this criterion enables us to exhibit non standard filtrations which become standard when time is accelerated by omitting infinitely many instants of time. Secondly, we study the natural filtrations of stationary processes on finite state-spaces. Recently Bressaud et al. \ provided a sufficient condition for the natural filtration of such a process (Xk)k to be standard when the state-space has size 2. Their condition involves the conditional laws p(⋅|x) of X0 conditionally on (Xk)k≤−1=x and controls the influence of the remote past of the process on its present X0. Bressaud and al. \ measure the maximal strength of this influence. We provide sufficient conditions for standardness based on some average gaps between these conditional laws, instead of the maximal gaps
Libros sobre el tema "Discrete-time filtrations"
Digital and Kalman filtering: An introduction to discrete-time filtering and optimum linear estimation. 2a ed. New York: Halsted Press, 1994.
Buscar texto completo1952-, Sin Kwai Sang, ed. Adaptive filtering prediction and control. Mineola, N.Y: Dover, 2009.
Buscar texto completoBozic, S. M. Digital and Kalman Filtering: An Introduction to Discrete-Time Filtering and Optimum Linear Estimation. Dover Publications, Incorporated, 2019.
Buscar texto completoBozic, S. M. Digital and Kalman Filtering: An Introduction to Discrete-Time Filtering and Optimum Linear Estimation, Second Edition. Dover Publications, Incorporated, 2018.
Buscar texto completoCapítulos de libros sobre el tema "Discrete-time filtrations"
Blanchet-Scalliet, Christophette y Monique Jeanblanc. "Enlargement of Filtration in Discrete Time". En Mathematical Lectures from Peking University, 71–144. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-1576-7_2.
Texto completoBlanchet-Scalliet, C., M. Jeanblanc y R. Romo Romero. "Enlargement of Filtration in Discrete Time". En Risk and Stochastics, 99–126. WORLD SCIENTIFIC (EUROPE), 2019. http://dx.doi.org/10.1142/9781786341952_0007.
Texto completoStein, S. y J. Tomas. "Modelling of the Filtration Behaviour Using Coupled DEM and CFD". En Discrete Element Modelling of Particulate Media, 113–20. The Royal Society of Chemistry, 2012. http://dx.doi.org/10.1039/bk9781849733601-00113.
Texto completoActas de conferencias sobre el tema "Discrete-time filtrations"
Schertzer, Michael J., Sergey I. Gubarenko, Ridha Ben-Mrad y Pierre E. Sullivan. "Methods for Mechanical Filtration and Automated Droplet Monitoring in Electrowetting on Dielectric Devices". En ASME 2012 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/imece2012-85343.
Texto completoJamalbayov, Mahammad y Nazim Valiyev. "The Discrete-Imitational Modeling of the Pump-Well-Reservoir System with a Intermittent Sucker-Rod Pumping". En SPE Annual Caspian Technical Conference. SPE, 2022. http://dx.doi.org/10.2118/212105-ms.
Texto completoXu, Yuncheng, Guan Lin y Haijun Yan. "Experimental and Numerical Investigation on the Erosion Wear of an Impact Sprinkler". En ASME 2014 4th Joint US-European Fluids Engineering Division Summer Meeting collocated with the ASME 2014 12th International Conference on Nanochannels, Microchannels, and Minichannels. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/fedsm2014-21339.
Texto completoSuman, Alessio, Mirko Morini, Rainer Kurz, Nicola Aldi, Klaus Brun, Michele Pinelli y Pier Ruggero Spina. "Quantitative CFD Analyses of Particle Deposition on a Transonic Axial Compressor Blade: Part II — Impact Kinematics and Particle Sticking Analysis". En ASME Turbo Expo 2014: Turbine Technical Conference and Exposition. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/gt2014-25473.
Texto completoHu, Xiaping, Fitzroy Curry y Sheldon Weinbaum. "A New Approach to Understanding Starling’s Law at the Microstructural Level". En ASME 1997 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 1997. http://dx.doi.org/10.1115/imece1997-0234.
Texto completoParashar, Sarvagya y Ivan Zhia Ming Wu. "A Novel Machine-Assisted Technique for Extracting Multiscale Vugs and Fractures in Heterogeneous Carbonates Sequence". En SPE Middle East Oil & Gas Show and Conference. SPE, 2021. http://dx.doi.org/10.2118/204555-ms.
Texto completoLinenberg, Amos. "Continuous on Site Monitoring of VOCs in Water Sources". En ASME 2003 9th International Conference on Radioactive Waste Management and Environmental Remediation. ASMEDC, 2003. http://dx.doi.org/10.1115/icem2003-4677.
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