Results 191 to 200 of about 75,448 (316)

Non-linear and robust filtering: From the Kalman filter to the particle filter

, 2002
This report presents a review of recent non-linear and robust filtering results for stochastic systems. We focus on stability and robustness issues that arise in the filtering of real systems.
Ford, Jason J.
core  

Site Fidelity, Depth Preference and Vertical Movement Patterns of Lentic and Lotic European Catfish Silurus glanis

Fisheries Management and Ecology, EarlyView.
ABSTRACT To study variables that may trigger the dispersion of the currently expanding European catfish in its native distribution limits, 42 individuals were captured from Upper Lake Constance (lentic) and 42 from two streaming tributaries (lotic), fitted with pressure and temperature loggers, and released at the site of capture (control: lotic or ...
Albert Ros, Jan Baer, Matthias Fromherz, Juergen Geist, Alexander Brinker   +4 more
wiley   +1 more source

Adaptive Kalman Filter-Based SLAM in LiDAR-Degenerated Environments. [PDF]

Sensors (Basel)
Ma R, Zhou T, Chen L.
europepmc   +1 more source

Discharge‐Targeted Hydraulic Tomography to Quantify and Locate Aquifer Discharge

Groundwater, EarlyView.
Abstract Quantifying and localizing groundwater discharge is inherently difficult. It requires knowledge about hydraulic conductivity and the hydraulic gradient on the scale of interest. Conventional hydraulic testing, such as pumping tests, may fail in the presence of heterogeneity and complex structural boundaries.
Konstantin Drach, Carsten Leven, Olaf A. Cirpka   +2 more
wiley   +1 more source

Revisiting the empirical existence of the Phillips Curve for India

This paper revisits the empirical existence of the Phillips curve in the Indian context. To estimate the Phillips curve we need two variables – inflation and the output gap.
Karan Singh, B, Sridevi, T.O, Kanakaraj, A   +2 more
core  

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

A Neural Network-Enhanced Kalman Filter for Time Series Anomaly Detection in Cyber-Physical Systems. [PDF]

Sensors (Basel)
Ma Z, Xu W, Zhou H, Yu K, Wu X.
europepmc   +1 more source

Learning in the Limit: Income Inference from Credit Extensions

The Journal of Finance, EarlyView.
ABSTRACT Combining a randomized controlled trial with administrative and survey data, this paper shows that credit limit extensions significantly increase total spending and income expectations. By controlling for changes in personal income expectations, the spending response to credit limit extensions weakens by approximately 30%.
XIAO YIN
wiley   +1 more source

Estimating Motorcycle Telescopic Fork Suspension Travel Speed with Four-Degree-of-Freedom Full-Vehicle Kalman Filter. [PDF]

Sensors (Basel)
Ponso A, Pakštys S, Bonfitto A.
europepmc   +1 more source

Consumption in Asset Returns

The Journal of Finance, EarlyView.
ABSTRACT Using information in returns, we identify the stochastic process of consumption. We find that aggregate consumption reacts over multiple quarters to innovations spanned by financial markets. This persistent component accounts for over a quarter of consumption variation. These shocks command a large and significant risk premium, driving a large
SVETLANA BRYZGALOVA, JIANTAO HUANG, CHRISTIAN JULLIARD   +2 more
wiley   +1 more source