Results 41 to 50 of about 1,233,620 (143)
A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods
, 2010 In this article we compare the mean-square stability properties of the Theta-Maruyama and Theta-Milstein method that are used to solve stochastic differential equations. For the linear stability analysis, we propose an extension of the standard geometric
Buckwar, Evelyn, Sickenberger, Thorsten
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Stochastic Behavior Analysis of the Gaussian Kernel Least-Mean-Square Algorithm [PDF]
, 2012 The kernel least-mean-square (KLMS) algorithm is a popular algorithm in nonlinear adaptive filtering due to its simplicity and robustness. In kernel adaptive filters, the statistics of the input to the linear filter depends on the parameters of the ...
Bermudez, José Carlos Moreira +3 more
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, 2014 The exponential stability of numerical methods to stochastic differential equations (SDEs) has been widely studied. In contrast, there are relatively few works on polynomial stability of numerical methods.
Foondun, Mohammud +2 more
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Mean-Square Non-Local Stability of Ship in Storm Conditions of Operation
Polish Maritime Research, 2019 The purpose of the paper is to create a method for studying nonlocal stability in the mean and in the mean square of the ship, positioned on the beam of an intensive wind–waves mode, which is based on the use of the correlation theory of random functions
Nekrasov Valeriy
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Convergence behavior of NLMS algorithm for Gaussian inputs: Solutions using generalized Abelian integral functions and step size selection [PDF]
, 2010 This paper studies the mean and mean square convergence behaviors of the normalized least mean square (NLMS) algorithm with Gaussian inputs and additive white Gaussian noise.
Chan, SC, Zhou, Y
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, 2012 Adaptive networks consist of a collection of nodes with adaptation and learning abilities. The nodes interact with each other on a local level and diffuse information across the network to solve estimation and inference tasks in a distributed manner.
Sayed, Ali H., Tu, Sheng-Yuan
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Systems Science & Control Engineering, 2018 In this paper, the exponential stability problem is considered for a class of hysteretic Hopfield neural networks with stochastic disturbances. The hysteretic nonlinearities are characterized by a Lipschitz-type constraint where the internal parameters ...
Kui Li, Jinghui Suo, Bo Shen
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Robust variance-constrained filtering for a class of nonlinear stochastic systems with missing measurements [PDF]
, 2010 The official published version of the article can be found at the link below.This paper is concerned with the robust filtering problem for a class of nonlinear stochastic systems with missing measurements and parameter uncertainties.
Bo, S, Guo, Z, Hu, J, Ma, L, Wang, Z
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Journal of Inequalities and Applications, 2020 In this paper, we investigate the exponential mean-square stability for both the solution of n-dimensional stochastic delay integro-differential equations (SDIDEs) with Poisson jump, as well for the split-step θ-Milstein (SSTM) scheme implemented of the ...
Davood Ahmadian, Omid Farkhondeh Rouz
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Discrete Dynamics in Nature and Society, 2010 This paper addresses the issue of mean square exponential stability of stochastic Cohen-Grossberg neural networks (SCGNN), whose state variables are described by stochastic nonlinear integrodifferential equations.
Chuangxia Huang, Lehua Huang, Yigang He
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