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Linear and nonlinear filtering in mathematical finance: a review [PDF]
, 2010 Copyright @ The Authors 2010This paper presents a review of time series filtering and its applications in mathematical finance. A summary of results of recent empirical studies with market data are presented for yield curve modelling and stochastic ...
Date, P +3 more
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H ? filtering for stochastic singular fuzzy systems with time-varying delay [PDF]
, 2014 This paper considers the H? filtering problem for stochastic singular fuzzy systems with timevarying delay. We assume that the state and measurement are corrupted by stochastic uncertain exogenous disturbance and that the system dynamic is modeled ...
Cai, Min +3 more
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Sidelobe suppression for phase-coded pulse by mainlobe windowing
The Journal of Engineering, 2019 Mismatched filter is an important technique to suppress the sidelobes of phase-coded pulses. Here, the authors propose a mainlobe windowing procedure, by which a much lower sidelobe level can be obtained at a slightly signal-to-noise ratio loss. Based on
Jiacen Xu, Lixiang Ren, Haofei Wang
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Electronics Letters, 2023 In this paper, a single‐layer substrate‐integrated waveguide (SIW) filtering antenna with three independently controllable radiation nulls is presented. The antenna consists of a single‐layer SIW loaded with two radiation gaps, four metallization columns,
Jingwei Ma, Dongfang Zhou, Xian Wang
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The Journal of Engineering, 2019 The authors report a target separation detection and motion parameter estimation method based on the time-varying autoregressive (TVAR) model. The TVAR model is used to extract the instantaneous Doppler frequencies of multiple targets or scattering ...
Yaolin Zhang +3 more
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The Journal of Engineering, 2019 The most challenging task in phased array radar system is the mitigation or suppression of noise and interferences to enhance the useful signal in radar received signals.
Raafia Irfan +3 more
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Applicable STAP for moving FOD detection
The Journal of Engineering, 2019 Serious security risks and economic losses have increased rapidly under the threat of foreign object debris. Most detection methods employing optical devices are limited in severe weather for low visibility. This study proposes an applicable approach for
Xiaoqi Yang +3 more
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Exponential filtering for uncertain Markovian jump time-delay systems with nonlinear disturbances [PDF]
, 2004 Copyright [2004] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services.
Liu, X, Wang, Z, Lam, J
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Improved morphological filtering method for interferograms
The Journal of Engineering, 2019 This study proposes an improved interferogram filtering method with mathematical morphology. The algorithm firstly converts the interferogram in cosine and sine parts to preserve the continuity of phases, then adopts the improved adaptive line structure ...
Bin Zhang, Shuang Li
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Perceptual Defence and Filter Theory [PDF]
Nature, 1961 IT has been suggested by Broadbent1 that his general theory of selective processes in the human nervous system could give an account of the phenomenon of perceptual defence. His theory assumes that information entering the central nervous system can be thought of as arriving along certain ‘channels’ and that a ‘filter’ can select one (or occasionally ...
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