Results 31 to 40 of about 5,324 (208)
Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, 2004 The Feynman-Kac formula enables one to represent the solutions to certain parabolic partial differential equations (PDEs) as integrals over the Wiener space; as a consequence, when using a Monte-Carlo approach to approximate the solution of a parabolic PDE, one is led to approximate an integral over the Wiener space.
Lyons, T, Victoir, N
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Cubature Rules of Prescribed Merit [PDF]
SIAM Journal on Numerical Analysis, 1997 The aim of this paper is to provide a criterion for the evaluation of the integration rules, over an \(s\)-dimensional hypercube, relevant to integrands with a continuous periodic extension. The authors introduce the merit of a quadrature rule, which is closely related to its trigonometric degree.
Lyness, J. N., Sloan, I. H.
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Commuting extensions and cubature formulae [PDF]
Numerische Mathematik, 2005 34 pages, 3 figures ...
Degani, Ilan +2 more
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International Journal of Aerospace Engineering, 2021 A novel H∞ filter called square-root cubature H∞ Kalman filter is proposed for attitude measurement of high-spinning aircraft. In this method, a combined measurement model of three-axis geomagnetic sensor and gyroscope is used, and the Euler angle ...
Ping-an Zhang +3 more
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IEEE Access, 2020 This paper develops a novel nonlinear adaptive robust filter called the multiple-step randomly delayed variational Bayesian adaptive high-degree cubature Huber-based filter (MRD-VBAHCHF) for a class of nonlinear stochastic systems whose measurements are ...
Rongjun Mu +4 more
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Sensors, 2016 In order to improve the tracking accuracy, model estimation accuracy and quick response of multiple model maneuvering target tracking, the interacting multiple models five degree cubature Kalman filter (IMM5CKF) is proposed in this paper. In the proposed
Wei Zhu, Wei Wang, Gannan Yuan
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Кібернетика та комп'ютерні технології, 2023 Introduction. The rapid development of digital technologies encourages scientists to create new or improve existing mathematical models of technical processes. It is time to develop mathematical models with different types of data.
Olesia Nechuiviter, Serhii Ivanov
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International Journal of Distributed Sensor Networks, 2019 To handle nonlinear filtering problems with networked sensors in a distributed manner, a novel distributed hybrid consensus–based square-root cubature quadrature information filter is proposed.
Jun Liu +5 more
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IEEE Access, 2019 This paper proposes a hybrid consensus-based square-root cubature information filter for target tracking in camera networks in the case that the process and measurement noises are correlated with each other at the same time. To the best of our knowledge,
Yanming Chen, Jiahui Wang
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Monetary Policy When Preferences Are Quasi‐Hyperbolic
Journal of Money, Credit and Banking, EarlyView.Abstract We study discretionary monetary policy in an economy where economic agents have quasi‐hyperbolic discounting. We demonstrate that a benevolent central bank is able to keep inflation under control for a wide range of discount factors. If the central bank, however, does not adopt the household's time preferences and tries to discourage early ...
RICHARD DENNIS, OLEG KIRSANOV
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