Now showing items 1-10 of 330
Filtering for discrete-time Markov jump systems with network transmitted mode
This paper is concerned with ℋ 2 and ℋ ∞ filter design for discrete-time Markov jump systems. The usual assumption of mode-dependent design, where the current Markov mode is available to the filter at every instant of time ...
A monthly indicator of Brazilian GDP. The Brazilian business cycle and growth cycle
(Escola de Pós-Graduação em Economia da FGV, 2000-12-07)
This paper constructs an indicator of Brazilian GDP at the monthly ftequency. The peculiar instability and abrupt changes of regimes in the dynamic behavior of the Brazilian business cycle were explicitly modeled within ...
A Gentle Introduction to Predictive Filters
(Instituto de Informática - Universidade Federal do Rio Grande do Sul, 2004)
State Estimation and Smoothing for the Probability Hypothesis Density Filter
Tracking multiple objects is a challenging problem for an automated system, with applications in many domains. Typically the system must be able to represent the posterior distribution of the state of the targets, using a ...
Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities
Novas propostas em filtragem de projeções tomográficas sob ruído Poisson
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-graduação em Ciência da Computação, 2010-05-24)
In this dissertation we present techniques for filtering of tomographic projections with Poisson noise. For the filtering of the tomogram projections we use variations of three filtering techniques: Bayesian estimation, ...
Early online detection of high volatility clusters using Particle Filters
This work presents a novel online early detector of high-volatility clusters based on uGARCH models (a variation of the GARCH model), risk-sensitive particle-filtering-based estimators, and hypothesis testing procedures. ...
Particle-filtering-based failure prognosis via sigma-points: Application to Lithium-Ion battery State-of-Charge monitoring
This paper presents a novel prognostic method that allows a proper characterization of the uncertainty associated with the evolution in time of nonlinear dynamical systems. The method assumes a state-space representation ...
Counting channels: a tutorial guide on ion channel fluctuation analysis
(American Physiological Society, 2002)
Ion channels open and close in a stochastic fashion, following the laws of probability. However, distinct from tossing a coin or a die, the probability of finding the channel closed or open is not a fixed number but can ...