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ON THE NONLINEAR ESTIMATION OF GARCH MODELS. USING AN EXTENDED KALMAN FILTERPROCEEDINGS OF THE WORLD CONGRESS ON ENGINEERING
(INTERNATIONAL ASSOCIATION OF ENGINEERS, 2016)
ON THE NONLINEAR ESTIMATION OF GARCH MODELS. USING AN EXTENDED KALMAN FILTER
(INTERNATIONAL ASSOCIATION OF ENGINEERS, 2011)
A new mathematical representation, based on a
discrete-time nonlinear state space formulation, is presented
to characterize a Generalized Auto Regresive Conditional Heteroskedasticity
(GARCH) model. Nonlinear parameter ...
GENERALIZED COHERENT STATES AND NON-LINEAR SCHRODINGER EQUATION
(ICFAI University journal of physics, 2013-01-16)
Non-parametric identification of a non-linear buckled beam using discrete-time Volterra Series
(2014-01-01)
The consideration of nonlinearities in mechanical structures is a question of high importance because several common features as joints, large displacements and backlash may give rise to these kinds of phenomena. However, ...
A note on influence diagnostics in nonlinear mixed-effects elliptical models
(ELSEVIER SCIENCE BV, 2011)
This paper provides general matrix formulas for computing the score function, the (expected and observed) Fisher information and the A matrices (required for the assessment of local influence) for a quite general model ...
Identification of nonlinear structures using discrete-time Volterra series
(Abcm Brazilian Soc Mechanical Sciences & Engineering, 2014-05-01)
Mathematical modeling of mechanical structures is an important research area in structural dynamics. The goal is to obtain a model that accurately predicts the dynamics of the system. However, the nonlinear effects caused ...
Photon-conserving generalized nonlinear Schrödinger equation for frequency-dependent nonlinearities
(Optical Society of America, 2020-01)
Pulse propagation in nonlinear waveguides is most frequently modeled by resorting to the generalized nonlinear Schrödinger equation (GNLSE). In recent times, exciting new materials with peculiar nonlinear properties, such ...
Array of Bose-Einstein condensates under time-periodic Feshbach-resonance management
(2003-11-01)
The investigation of the dynamics of a discrete soliton in an array of Bose-Einstein condensates under the action of a periodically time-modulated atomic scattering length [Feshbach-resonance management (FRM)] was discussed. ...
Array of Bose-Einstein condensates under time-periodic Feshbach-resonance management
(2003-11-01)
The investigation of the dynamics of a discrete soliton in an array of Bose-Einstein condensates under the action of a periodically time-modulated atomic scattering length [Feshbach-resonance management (FRM)] was discussed. ...
Volterra-type models for nonlinear systems identification
(Elsevier Science Inc, 2014-05)
In this work, multi-input multi-output (MIMO) nonlinear process identification is dealt with. In particular, two Volterra-type models are discussed in the context of system identification. These models are: Memory Polynomial ...