Results 21 to 30 of about 1,227 (79)

Stochastic framework for evaluating the effect of displaced antenna elements on DOA estimation [PDF]

, 2017
We establish a statistical framework for investigating the influence of correlated random displacements of antenna elements in a uniform circular antenna array (UCA) on the distribution of direction-of-arrival (DOA) estimates. More specifically, we apply
Bruneel, Herwig, Inghelbrecht, Veronique, Moeneclaey, Marc, Rogier, Hendrik, Van Hecke, Tanja, Verhaevert, Jo   +5 more
core   +2 more sources

Smoothing the payoff for efficient computation of Basket option prices [PDF]

, 2016
We consider the problem of pricing basket options in a multivariate Black Scholes or Variance Gamma model. From a numerical point of view, pricing such options corresponds to moderate and high dimensional numerical integration problems with non-smooth ...
Bayer, Christian, Siebenmorgen, Markus, Tempone, Raul   +2 more
core   +3 more sources

A probabilistic diagnostic for Laplace approximations: Introduction and experimentation

Canadian Journal of Statistics, Volume 53, Issue 4, December 2025.
Abstract Many models require integrals of high‐dimensional functions: for instance, to obtain marginal likelihoods. Such integrals may be intractable, or too expensive to compute numerically. Instead, we can use the Laplace approximation (LA). The LA is exact if the function is proportional to a normal density; its effectiveness therefore depends on ...
Shaun McDonald, Dave Campbell
wiley   +1 more source

An Improved Weight Adaptive Gaussian Sum Algorithm Based on Sparse‐Grid Quadrature Filter for Non‐Gaussian Models

IET Control Theory &Applications, Volume 19, Issue 1, January/December 2025.
The impetus of this work is to develop a more accurate filter, the Gaussian sum adaptive sparse grid quadrature filter, which can be applied to non‐linear non‐Gaussian systems. Based on the Gaussian sum filter framework, the sparse grid quadrature filter is used as a sub‐filter to complete the filtering, and a weighting function is created to ...
Chen Qian, Enze Zhang, Yang Gao, Qingwei Chen   +3 more
wiley   +1 more source

The discrete analogue of high-order differential operator and its application to finding coefficients of optimal quadrature formulas

Journal of Inequalities and Applications
The discrete analog of the differential operator plays a significant role in constructing interpolation, quadrature, and cubature formulas. In this work, we consider a discrete analog D m ( h β ) $D_{m}(h\beta )$ of the differential operator d 2 m d x 2 ...
K. M. Shadimetov, J. R. Davronov
doaj   +1 more source

A Metaheuristic Adaptive Cubature Based Algorithm to Find Bayesian Optimal Designs for Nonlinear Models [PDF]

, 2019
Finding Bayesian optimal designs for nonlinear models is a difficult task because the optimality criteriontypically requires us to evaluate complex integrals before we perform a constrained optimization.
Duarte, Belmiro P.M., Holling, Heinz, Masoudi, Ehsan, Wong, Weng Kee   +3 more
core   +2 more sources

Robust Dynamic State Estimation of Power System With Measurement Outliers Based on Parameterized Analytical Cubature Kalman Filter

IET Renewable Power Generation, Volume 19, Issue 1, January/December 2025.
Accurate state estimation is paramount for the smooth operation and management of power systems, significantly contributing to their safety, stability, and reliability. However, the presence of channel noise and outliers stemming from phasor measurement units renders the noise model a deviation from the Gaussian distribution. To mitigate this challenge,
Mingyang Liu, Yanxin Liu, Yi Wang, Venkata Dinavahi, Ze Gao   +4 more
wiley   +1 more source

Orthogonal Laurent Polynomials of Two Real Variables

Studies in Applied Mathematics, Volume 154, Issue 1, January 2025.
ABSTRACT In this paper, we consider an appropriate ordering of the Laurent monomials xiyj$x^{i}y^{j}$, i,j∈Z$i,j \in \mathbb {Z}$ that allows us to study sequences of orthogonal Laurent polynomials of the real variables x$x$ and y$y$ with respect to a positive Borel measure μ$\mu$ defined on R2$\mathbb {R}^2$ such that ({x=0}∪{y=0})∩supp(μ)=∅$(\lbrace ...
Ruymán Cruz‐Barroso, Lidia Fernández
wiley   +1 more source

Computing the demagnetizing tensor for finite difference micromagnetic simulations via numerical integration

, 2015
In the finite difference method which is commonly used in computational micromagnetics, the demagnetizing field is usually computed as a convolution of the magnetization vector field with the demagnetizing tensor that describes the magnetostatic field of
Chernyshenko, Dmitri, Fangohr, Hans
core   +1 more source

Fuzzy Consensus Cubature Information Filtering for Space Target Tracking

International Journal of Aerospace Engineering, Volume 2025, Issue 1, 2025.
A fuzzy distributed nonlinear state estimation issue on the possibilistic framework is investigated in this paper. Firstly, unlike the Gaussian probability distributions on the traditional probability framework, the noises are modeled as fuzzy random variables (FRVs) with trapezoidal possibility distributions (TPDs), and then a fuzzy cubature paradigm ...
Xiaobo Zhang, Bing He, Gang Liu, Haoshen Lin, Zifeng Gong, Giovanni Palmerini   +5 more
wiley   +1 more source