Results 71 to 80 of about 12,338 (264)
Cross‐Entropy of Power Spectral Density Function: A Modal Identification Framework
Earthquake Engineering &Structural Dynamics, EarlyView.ABSTRACT The power spectral density (PSD) function of measured structural response contains a significant amount of information, including the modal parameters (natural frequencies, damping ratios). Output‐only system identification or modal identification technique can be used for extracting such modal parameters from the measured response or its ...
Su‐Hong Kim +3 more
wiley +1 more source
A review of issues in ensemble-based Kalman filtering
Meteorologische Zeitschrift, 2007 Ensemble-based data assimilation methods related to the fundamental theory of Kalman filtering have been explored in a variety of mostly non-operational data assimilation contexts over the past decade with increasing intensity. While promising properties
Martin Ehrendorfer
doaj +1 more source
Wavelet ensemble Kalman filters [PDF]
Proceedings of the 6th IEEE International Conference on Intelligent Data Acquisition and Advanced Computing Systems, 2011 4 pages, 4 ...
Jonathan D. Beezley +2 more
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Energy Science &Engineering, EarlyView.This paper introduces the probabilistic fractional‐order Mam‐KAN (PFO‐Mam‐KAN) controller, a physics‐informed gray‐box framework for real‐time battery state‐of‐charge estimation. By unifying efficient Mamba encoders with uncertainty‐aware fractional physics, it achieves superior 0.31% RMSE accuracy and robust grid‐support operation under dynamic ...
Arun Kumar Rawat +2 more
wiley +1 more source
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2000 Summary In treating dynamic systems, sequential Monte Carlo methods use discrete samples to represent a complicated probability distribution and use rejection sampling, importance sampling and weighted resampling to complete the on-line ‘filtering’ task. We propose a special sequential Monte Carlo method, the mixture Kalman filter, which
Chen, Rong, Liu, Jun S.
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An adequacy‐for‐purpose perspective for the environmental sciences
Frontiers in Ecology and the Environment, EarlyView.The range of datasets, methods, and other tools available for environmental research and decision‐making is rapidly expanding. How should the quality of these tools be evaluated? When are new resources better than existing resources? We advocate an adequacy‐for‐purpose perspective, according to which the quality of environmental research tools depends ...
Wendy S Parker +3 more
wiley +1 more source
The Sector Liquidity Timing Ability of Bond Mutual Funds
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin +3 more
wiley +1 more source
Robust Derivative Unscented Kalman Filter Under Non-Gaussian Noise
IEEE Access, 2018 A robust derivative unscented Kalman filter is proposed for a nonlinear system with non-Gaussian noise and outliers based on Huber function. In this paper, the time update process can be performed using a Kalman filter (KF), and measurement update ...
Lijian Yin +4 more
doaj +1 more source
Journal of Applied Econometrics, EarlyView.ABSTRACT We introduce EA‐MD‐QD, a new publicly available dataset comprising 1136 macroeconomic time series for the euro area (EA) and its ten largest member countries observed at monthly or quarterly frequency. Since January 2024, EA‐MD‐QD has been updated monthly and continuously revised, providing a valuable resource for policy analysis in the EA ...
Matteo Barigozzi +2 more
wiley +1 more source
Geometry of Kalman Filters [PDF]
, 2012 In this paper is presented a geometric explanation of Kalman filters in terms of a symplectic linear space and a special quadratic form on it. It is an extension of the work of Bougerol with application of a different metric introduced earlier. The author's purpose in this paper is to show that both contraction properties can be understood purely in ...
openaire +3 more sources