Results 131 to 140 of about 2,029,550 (291)

Simple and extended Kalman filters : an application to term structures of commodity prices. [PDF]

This article presents and compares two different Kalman filters. These methods provide a very interesting way to cope with the presence of non-observable variables, which is a frequent problem in finance. They are also very fast even in the presence of a
Lautier, Delphine, Galli, Alain
core  

Code for extended Kalman filter

Code for extended Kalman filter and some data of resin ...
Zhao, Lidong
core   +1 more source

Revisiting bare‐ground evaporation in a high‐resolution numerical weather prediction system

Quarterly Journal of the Royal Meteorological Society, EarlyView.
An improved method is proposed to parameterize evaporation in numerical weather prediction models. The figure shows dew‐point temperature forecast error (standard deviation of forecast error and bias) versus lead time over the North Plains region during spring 2022 for three parameterizations: CTL, the α$$ \alpha $$ method of Jacquemin and Noilhan; IFS:
Vincent Fortin, Marc Verville, Vincent Vionnet, Marco Carrera, Dorothée Charpentier   +4 more
wiley   +1 more source

Investigating precipitation growth and decay due to orography using radar rainfall observations in Great Britain

Quarterly Journal of the Royal Meteorological Society, EarlyView.
Precipitation growth and decay due to orography was analyzed using the radar network in Great Britain. Storm direction and speed modulate the intensity of precipitation growth or decay. Windward slopes predominantly exhibit precipitation growth, while leeward areas show precipitation decay.
Chen Li, Miguel Angel Rico‐Ramirez
wiley   +1 more source

Joint Channel and Carrier Estimation Using Extended Kalman Filter [PDF]

, 2014
In this paper a proposal of joint channel and carrier estimation using extended Kalman filter (EKF) is presented. For the proposed algorithm simulations are performed and the results are compared with the separate channel estimation based on the Kalman ...
Haza, Grzegorz
core  

Satellite radiance observation error inflation and spatial thinning: Reconciling idealized theory with near‐operational applications

Quarterly Journal of the Royal Meteorological Society, EarlyView.
Satellite radiance observations are spatially thinned using a grid‐based selection that retains one representative profile per cell. When observation errors are spatially correlated but treated as uncorrelated in the assimilation system, reducing thinning increases their influence, leading to overfitting and reduced analysis fit with other observations.
Joel Bedard, Alain Beaulne, Mark Buehner, Laurence Coursol   +3 more
wiley   +1 more source

Data‐driven emulation of flow‐dependent background‐error variance in variational data assimilation

Quarterly Journal of the Royal Meteorological Society, EarlyView.
A machine‐learning approach is developed to emulate flow‐dependent background‐error variance within a variational data assimilation framework. The method reproduces uncertainty information that would normally require a 50‐member ensemble using only five members, while maintaining comparable observation fit and forecast performance.
Wei Pan, Massimo Bonavita, Marcin Chrust, Elías Hólm   +3 more
wiley   +1 more source

Exact Robust Filtering and Differentiation Based on Sliding Modes and Homogeneity

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT This article addresses the problem of online estimation of the derivatives of a signal corrupted by measurement noise. The measured signal is modeled as the sum of a smooth nominal component and a uniformly bounded noise term. A key objective is to attenuate the effect of high‐frequency noise.
Jaime A. Moreno, Arie Levant
wiley   +1 more source

Validation of Neural Network Controllers for Uncertain Systems Using the Keep‐Close Approach: Robustness Analysis and Safety Verification

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT The safety verification of neural network (NN) controllers operating in uncertain environments characterized by unmodeled dynamics, nonlinearities, and time delays remains a fundamental challenge in robust control analysis. This article introduces a novel method, termed Keep‐Close, for analyzing the performance and robustness of uncertain ...
Abdelhafid Zenati, Nabil Aouf
wiley   +1 more source

Observer Design for Vector Nonlinear Systems With Applications to Autonomous Vehicles and Robots

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT This paper focuses on observer design for nonlinear systems involving functions of vector arguments. The output equations and the process dynamics are both composed of nonlinear functions of nonseparable multivariable states. The partial derivatives of the nonlinear functions are assumed to be bounded.
Gaurav Sharma, Ali Zemouche, Rajesh Rajamani   +2 more
wiley   +1 more source