Results 21 to 30 of about 605,028 (307)
Minimum Variance Beamforming Based on Covariance Matrix Reconstruction Using Orthogonal Vectors [PDF]
Minimum Variance Beamforming methods, have a weak performance in situation where error is available in covariance matrix estimation of noise and interference.
Saman Rezaeizadeh, Mehdi Bekrani
doaj
Empirical Minimum Variance Hedge, The [PDF]
Decision making under unknown true parameters (estimation risk) is discussed along with Bayes and parameter certainty equivalent (PCE) criteria. Bayes criterion provides the solution for optimal decision making under estimation risk in a manner consistent with expected utility maximization.
Lence, Sergio H., Hayes, Dermot J.
openaire +6 more sources
Minimizing \(\int \{{\hat \theta}(x)\}^ 2f(x)d\mu\) is discussed under the unbiasedness condition: \(\int {\hat \theta}(x)f_ i(x)d\mu =c_ i\quad (i=1,...,p)\) and the condition (A): \(f_ i(x)\quad (i=1,...,p)\) are linearly independent, \[ \int \{f_ i(x)\}^ 2/f(x)d\mu
Takeuchi, K., Akahira, M.
openaire +1 more source
Minimum-Variance Control System with Variable Control Penalty Factor
The present paper proposes (as the main contribution) an additional self-tuning mechanism for an adaptive minimum-variance control system, whose main goal is to extend its functionality for a large value range of unmeasurable perturbations which disturb ...
Ioan Filip +3 more
doaj +1 more source
Relaxing the Assumptions of Minimum-Variance Hedging
The most important minimum-variance hedging ration assumptions are (a) that production is deterministic and (b) that all of the agent's wealth is invested in the cash position. Stochastic production greatly reduces optimal hedge ratios.
Sergio H. Lence
doaj +1 more source
For adaptive ultrasound imaging, a reliable estimation of the covariance matrix has a decisive influence on the performance of beamformers. In this paper, we propose a new cross subaperture averaging generalized sidelobe canceler approach (GSC-CROSS) for
Jin Yang +5 more
doaj +1 more source
The energetic basis for smooth human arm movements
The central nervous system plans human reaching movements with stereotypically smooth kinematic trajectories and fairly consistent durations. Smoothness seems to be explained by accuracy as a primary movement objective, whereas duration seems to ...
Jeremy D Wong, Tyler Cluff, Arthur D Kuo
doaj +1 more source
An Optimal Integral Controller for Adaptive Optics Systems
Integral controllers are commonly employed in astronomical adaptive optics. This work presents a novel tuning procedure for integral controllers in adaptive optics systems which relies on information about the measured disturbances. This tuning procedure
Pedro Escárate +3 more
doaj +1 more source
Model-independent hedging strategies for variance swaps [PDF]
A variance swap is a derivative with a path-dependent payoff which allows investors to take positions on the future variability of an asset. In the idealised setting of a continuously monitored variance swap written on an asset with continuous paths, it ...
Klimmek, Martin +3 more
core +1 more source
Robust direction-of-arrival estimation based on sparse asymptotic minimum variance
This study proposes a direction-of-arrival (DOA) estimation algorithm named robust sparse asymptotic minimum variance (RSAMV) to solve the current DOA algorithms' problems, such as the difficulty in weak target estimation, low resolution and the ...
Xiangyu Zhang, Jun Sun, Xingrong Cao
doaj +1 more source

