Results 31 to 40 of about 720,413 (297)

Bellman Filtering for State-Space Models [PDF]

SSRN Electronic Journal, 2020
This article presents a filter for state-space models based on Bellman's dynamic programming principle applied to the mode estimator. The proposed Bellman filter generalises the Kalman filter including its extended and iterated versions, while remaining equally inexpensive computationally.
openaire   +3 more sources

Monte Carlo fixed-lag smoothing in state-space models [PDF]

Nonlinear Processes in Geophysics, 2014
This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements.
A. Cuzol, E. Mémin
doaj   +1 more source

KFAS: Exponential Family State Space Models in R

Journal of Statistical Software, 2017
State space modeling is an efficient and flexible method for statistical inference of a broad class of time series and other data. This paper describes the R package KFAS for state space modeling with the observations from an exponential family, namely ...
Jouni Helske
doaj   +1 more source

Single-Piece State-Space Behavioral Models for IC Output Buffers [PDF]

, 2007
In this paper enhancements of parametric behavioral models for the output buffers of digital ICs are explored. A model based on a single-piece structure, which offers improved accuracy in describing state transition events for arbitrary load conditions ...
Savi, Patrizia, Siviero, C., Maio, I. A., Canavero, F., Stievano, Igor Simone, Savi, P., C. Siviero, Siviero, Claudio, I. A. Maio, Maio, Ivano Adolfo, P. Savi, Canavero, Flavio, Stievano, I. S., I. S. Stievano, F. G. Canavero   +14 more
core   +1 more source

Variational Bayesian inference of linear state space models

The Journal of Engineering, 2019
This article studies a variational Bayesian method to fix the linear regression (LR) model of which regressors are Gaussian distributed with non-zero prior means, and then apply the method to the linear state space (LSS) model.
Chuanchao Pan, Jingzhuo Wang, Zijian Dong   +2 more
doaj   +1 more source

On the State-Space Model of Unawareness

, 2023
working paper, please reference this version in further ...
openaire   +2 more sources

Fad Models with Markov Switching Hetroskedasticity: Decomposing Tehran Stock Exchange Return into Permanent and Transitory Components [PDF]

فصلنامه پژوهش‌های اقتصادی ایران, 2018
In this paper, the stochastic behavior of Tehran stock exchange return index (TEDPIX) is examined by using unobserved component Markov switching model (UC-MS) during the period 3/27/2010 - 8/3/2015.
Teimour Mohammadi, Abdolsadeh Neisi, Mahnoush Abdollahmilani, Sahar Havaj   +3 more
doaj   +1 more source

Behavioral Modelling of Digital Devices Via Composite Local-Linear State-Space Relations [PDF]

, 2008
This paper addresses the generation of accurate and efficient behavioral models of digital ICs. The proposed approach is based on the approximation of the device port characteristics by means of composite local linear state-space relations whose ...
Stievano, Igor Simone, Ivan A. Maio, Igor S. Stievano, Flavio G. Canavero, Siviero, Claudio, Claudio Siviero, Maio, Ivano Adolfo, Canavero, Flavio   +7 more
core   +1 more source

The Illusion of State in State-Space Models

CoRR
State-space models (SSMs) have emerged as a potential alternative architecture for building large language models (LLMs) compared to the previously ubiquitous transformer architecture. One theoretical weakness of transformers is that they cannot express certain kinds of sequential computation and state tracking (Merrill & Sabharwal, 2023), which ...
William Merrill, Jackson Petty, Ashish Sabharwal   +2 more
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Stability margins for generalized fractional two-dimensional state space models [PDF]

Archives of Control Sciences
In this paper, a new class of bidimensional fractional linear systems is considered. The stability radius of the disturbed system is described according to the H ∞ norm.
Souad Salmi, Djillali Bouagada
doaj   +1 more source