Results 21 to 30 of about 605,028 (307)

Minimum Variance Beamforming Based on Covariance Matrix Reconstruction Using Orthogonal Vectors [PDF]

open access: yesمدیریت مهندسی و رایانش نرم, 2023
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]

open access: yesAmerican Journal of Agricultural Economics, 1993
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

A note on minimum variance

open access: yesMetrika, 1986
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

open access: yesApplied Sciences, 2020
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

open access: yesJournal of Agricultural and Resource Economics, 1996
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

Cross Subaperture Averaging Generalized Sidelobe Canceler Beamforming Applied to Medical Ultrasound Imaging

open access: yesApplied Sciences, 2021
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

open access: yeseLife, 2021
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

open access: yesSensors, 2023
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]

open access: yes, 2011
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

open access: yesThe Journal of Engineering, 2019
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

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