Results 61 to 70 of about 31,999 (310)
Kalman Filtering With Linear State Equality Constraints: A Method Based on Separating Variables
IEEE Access, 2022 This article considers the minimum variance state estimation of linear dynamic systems with linear state equality constraints. The proposed method uses singular value decomposition to divide the constrained system states into deterministic and stochastic
Habib Ghanbarpourasl, Serkan Zobar
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Super‐Resolution Ultrasound Based Cell Tracking With Polymeric Nanobubbles
Advanced Materials, EarlyView.This study presents a super‐resolution ultrasound platform for tracking cells in vivo. Biocompatible polymeric nanobubbles are used as highly echogenic intracellular labels. Following the injection of cells and microbubbles, ultrasound localization microscopy (ULM) can dynamically match the microvascular architecture and individual cell trajectories ...
Junlin Chen +19 more
wiley +1 more source
On Markovian cocycle perturbations in classical and quantum probability
International Journal of Mathematics and Mathematical Sciences, 2003 We introduce Markovian cocycle perturbations of the groups of transformations associated with classical and quantum stochastic processes with stationary increments, which are characterized by a localization of the perturbation to the algebra of events ...
G. G. Amosov
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Ridge-type spectral decomposition estimators in mixed effects models with stochastic restrictions
上海师范大学学报. 自然科学版, 2016 This paper proposes a new estimation of fixed effects in linear mixed models with stochastic restrictions,which is called a conditional ridge-type spectral decomposition estimator.Using the mean squared error matrix and generalized mean squared error as ...
ZHENG Lu, YUE Rongxian, CHENG Jing
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g-Expectation for Conformable Backward Stochastic Differential Equations
Axioms, 2022 In this paper, we study the applications of conformable backward stochastic differential equations driven by Brownian motion and compensated random measure in nonlinear expectation.
Mei Luo +3 more
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On the Decomposition of a Subadditive Stochastic Process
The Annals of Probability, 1977 We give an elementary proof of the decomposition of a subadditive stochastic process as an additive process plus a positive subadditive process with time constant 0. The proof is based on two ideas. The first is a general idea for obtaining a kind of weak limit point for $L_1$-bounded sequences of random variables, based on the martingale convergence ...
openaire +3 more sources
, 2013 La version éditeur de cette publication est disponible à l'adresse suivante : http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6514684A Non destructive Testing (NDT) procedure is currently used to estimate the clogging of tube support plates in
MOREAU, Olivier +3 more
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A Survey of Interlayer Interaction Models for Graphene and Other 2D Materials
Advanced Materials Interfaces, EarlyView.Van der Waals interactions arising from electronic polarization at atomically close interfaces generate corrugated interlayer energy landscapes that govern normal and tangential tractions. This review presents an overview of quantum, atomistic, analytical, and continuum modeling approaches, highlighting their roles across length scales in capturing ...
Gourav Yadav +2 more
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Filtering-Based Parameter Identification Methods for Multivariable Stochastic Systems
Mathematics, 2020 This paper presents an adaptive filtering-based maximum likelihood multi-innovation extended stochastic gradient algorithm to identify multivariable equation-error systems with colored noises.
Huafeng Xia, Feiyan Chen
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Recent Advances of Slip Sensors for Smart Robotics
Advanced Materials Technologies, EarlyView.This review summarizes recent progress in robotic slip sensors across mechanical, electrical, thermal, optical, magnetic, and acoustic mechanisms, offering a comprehensive reference for the selection of slip sensors in robotic applications. In addition, current challenges and emerging trends are identified to advance the development of robust, adaptive,
Xingyu Zhang +8 more
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