Results 221 to 230 of about 20,897 (267)

Sampling multidimensional Wiener processes

53rd IEEE Conference on Decision and Control, 2014
In this paper, we formulate an optimal scheduling problem in continuous time for transmitting samples of a multidimensional Wiener process when there is a constraint on the communication between the observer and the estimator. We provide the optimal policy for both finite horizon and infinite horizon, and show that event-triggered sampling with ...
Kamil Nar, Tamer Basar
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Delta Modulation of the Wiener Process

IEEE Transactions on Communications, 1975
The analysis of the performance of a delta modulator with a Wiener process input is considered. The mean and the variance of the steady-state squared error are derived. In addition, the mean of the steady-state error of order four is calculated. It is shown that the behavior of all these moments as functions of the step size Δ and the sampling interval
Masry, Elias, Cambanis, Stamatis
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Assessment of the Wiener–Retinex process

Applied Optics, 2002
We assess the performance of the Retinex transformation, the Wiener restoration, and the combined Wiener-Retinex process in the context of the end-to-end model of color visual-communication channels for near-surface acquisition. We extend the formulations of panchromatic imaging for the nonlinear Retinex transformation and the linear Wiener and Wiener ...
Rachel, Alter-Gartenberg, Scott R, Nolf, Richard E, Davis   +2 more
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Identification of Wiener models with process noise

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304), 2003
Considers the identification of Wiener models whose LTI block includes a process noise contribution. We propose a three-step identification algorithm to solve this problem. The identification algorithm is based on a cross-correlation method and subspace identification.
Verhaegen, M.H.G., Chou, C.T.
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Extrema of Wiener Processes

SSRN Electronic Journal, 2017
The extrema of Wiener processes are relevant to the pricing of so-called exotic options, which have many financial applications. The probability den-sities of such extrema are well known for one dimensional Wiener processes. We employ elementary methods to derive analytical expressions for the den-sities for multidimensional Wiener processes, with ...
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Functionals of Wiener Processes

2013
Chapter 2 discusses scalar-and multidimensional processes which are based on the Wiener process, and consequently we apply them in the context of the benchmark approach introduced in Chap. 1. The first part of the chapter collects results from the literature on important functionals of scalar versions of the Wiener process, geometric Brownian motion ...
Jan Baldeaux, Eckhard Platen
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Wiener Processes (WP)

2016
The Wiener process (or the Brownian motion) is the starting point and the basis for all the following chapters. This is why we will consider this process more explicitly. It is a continuous-time process having as prominent a position in stochastic calculus as the Gaussian distribution in statistics. After introducing its defining properties intuitively,
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Kernel approximations of a wiener process

Periodica Mathematica Hungarica, 1988
Consider a standard Wiener process W(.) on the real line and a kernel approximation of this process. The purpose of this paper is to study the deviation of these two processes, i.e. \[ X_ h(x)=h^{-1}\int K((v- x)/h)W(v)dv-W(x),\quad as\quad h\to 0+. \] Local and global weak and strong limit theorems for \(X_ h(.)\), \(h\to 0+\), are given, e.g.
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Information rates of Wiener processes

IEEE Transactions on Information Theory, 1970
Summary: Rate distortion functions are calculated for time discrete and time continuous Wiener processes with respect to the mean squared error criterion. In the time discrete case, we find the interesting result that, for \(0 \leq D \leq \sigma ^2 /4\), \(R(D)\) for the Wiener process is identical to \(R(D)\) for the sequence of zero mean independent ...
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Integrative oncology: Addressing the global challenges of cancer prevention and treatment

Ca-A Cancer Journal for Clinicians, 2022
Jun J Mao,, Msce, Lorenzo Cohen, Karen M Mustian   +2 more
exaly