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Estimation And Modeling Of Multidimensional Non Stationary Stochastic Processes
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Book Synopsis Non-Stationary Stochastic Processes Estimation by : Maksym Luz
Download or read book Non-Stationary Stochastic Processes Estimation written by Maksym Luz and published by Walter de Gruyter GmbH & Co KG. This book was released on 2024-05-20 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors. The first factor is construction of a model of the process being investigated. The second factor is the available information about the structure of the process under consideration. In this book, we propose results of the investigation of the problem of mean square optimal estimation (extrapolation, interpolation, and filtering) of linear functionals depending on unobserved values of stochastic sequences and processes with periodically stationary and long memory multiplicative seasonal increments. Formulas for calculating the mean square errors and the spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where spectral structure of the considered sequences and processes are exactly known. In the case where spectral densities of the sequences and processes are not known exactly while some sets of admissible spectral densities are given, we apply the minimax-robust method of estimation.
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Introduction to Stochastic Modeling by : Howard M. Taylor
Download or read book An Introduction to Stochastic Modeling written by Howard M. Taylor and published by Academic Press. This book was released on 2014-05-10 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Book Synopsis An Author and Permuted Title Index to Selected Statistical Journals by : Brian L. Joiner
Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.
Book Synopsis Microwave Radiometry and Remote Sensing Applications by : P. Pampaloni
Download or read book Microwave Radiometry and Remote Sensing Applications written by P. Pampaloni and published by VSP. This book was released on 1989-12 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains papers by well renowned scientists from all over world --- including Eastern Europe --- which were presented during a specialist meeting on microwave radiometry and its applications to remote sensing of the atmosphere and the surface of the earth held in Florence, Italy, in March 1988. The book is divided into five sections, some of which contain review papers which summarize the most recent advances in the field. The sections are: -- Microwave radiometry of the earth's surface -- Dielectric properties of natural materials -- Microwave radiometry of the atmosphere -- Synergism of passive and active microwave remote sensors -- Technology of passive microwave systems
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1975 with total page 978 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book EPA-600/2 written by and published by . This book was released on 1978 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Digital Spectral Analysis by : Francis Castanié
Download or read book Digital Spectral Analysis written by Francis Castanié and published by John Wiley & Sons. This book was released on 2013-02-04 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: Digital Spectral Analysis provides a single source that offers complete coverage of the spectral analysis domain. This self-contained work includes details on advanced topics that are usually presented in scattered sources throughout the literature. The theoretical principles necessary for the understanding of spectral analysis are discussed in the first four chapters: fundamentals, digital signal processing, estimation in spectral analysis, and time-series models. An entire chapter is devoted to the non-parametric methods most widely used in industry. High resolution methods are detailed in a further four chapters: spectral analysis by stationary time series modeling, minimum variance, and subspace-based estimators. Finally, advanced concepts are the core of the last four chapters: spectral analysis of non-stationary random signals, space time adaptive processing: irregularly sampled data processing, particle filtering and tracking of varying sinusoids. Suitable for students, engineers working in industry, and academics at any level, this book provides a rare complete overview of the spectral analysis domain.
Book Synopsis Recent Advances in Total Least Squares Techniques and Errors-in-variables Modeling by : Sabine van Huffel
Download or read book Recent Advances in Total Least Squares Techniques and Errors-in-variables Modeling written by Sabine van Huffel and published by SIAM. This book was released on 1997-01-01 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: An overview of the computational issues; statistical, numerical, and algebraic properties, and new generalizations and applications of advances on TLS and EIV models. Experts from several disciplines prepared overview papers which were presented at the conference and are included in this book.
Book Synopsis Risk Analysis VIII by : C. A. Brebbia
Download or read book Risk Analysis VIII written by C. A. Brebbia and published by WIT Press. This book was released on 2012-09-01 with total page 553 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprised of the papers presented at the eighth, and latest, International Conference Simulation in Risk Analysis and Hazard Mitigation, this book covers a topic of increasing importance. Scientific knowledge is essential to our better understanding of risk. Natural hazards such as floods, earthquakes, landslides, fires and others, have always affected human societies. Man-made hazards, however, played a comparatively small role until the industrial revolution when the risk of catastrophic events started to increase due to the rapid growth of new technologies and the urbanisation of populations. The interaction of natural and anthropogenic risks adds to the complexity of the problem.Due to advances in computational methods and the ability to model systems more precisely we can now quantify hazards, simulate their effects and calculate risk with greater accuracy, enabling us to manage risk much more effectively. These developments are particularly relevant to environmental issues, where substantial risks are involved. Governments, and their publics, now place a high priority on effective risk management and the mitigation of possible hazards. Covering topics such as: Estimation of Risk; Risk Management; Vulnerability; Geomorphologic Risk; Network Systems; Climate Change Risks; Hazard Prevention; Management and Control; Security and Public Safety; Transportation Safety; Safe Ship Operations; Early Warning Systems; Food Safety; Risk Perception; Natural Hazards; Technological Risk, the book will be of interest to planners, emergency managers, environmentalists, engineers, policy makers and other government officials, researchers and academics involved in the field of risk and disaster management.
Book Synopsis Advanced Structural Wind Engineering by : Yukio Tamura
Download or read book Advanced Structural Wind Engineering written by Yukio Tamura and published by Springer Science & Business Media. This book was released on 2013-07-19 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book serves as a textbook for advanced courses as it introduces state-of-the-art information and the latest research results on diverse problems in the structural wind engineering field. The topics include wind climates, design wind speed estimation, bluff body aerodynamics and applications, wind-induced building responses, wind, gust factor approach, wind loads on components and cladding, debris impacts, wind loading codes and standards, computational tools and computational fluid dynamics techniques, habitability to building vibrations, damping in buildings, and suppression of wind-induced vibrations. Graduate students and expert engineers will find the book especially interesting and relevant to their research and work.
Book Synopsis Predictive Filtering for Microsatellite Control System by : Lu Cao
Download or read book Predictive Filtering for Microsatellite Control System written by Lu Cao and published by Academic Press. This book was released on 2020-11-26 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: Predictive Filtering for Microsatellite Control Systems introduces technological design, modeling, stability analysis, predictive filtering, state estimation problem and real-time operation of spacecraft control systems in aerospace engineering. The book gives a systematically and almost self-contained description of the many facets of envisaging, designing, implementing or experimentally exploring predictive filtering for spacecraft control systems, along with the adequate designs of integrated modeling, dynamics, state estimation, and signal processing of spacecrafts and nonlinear systems. - Unifies existing and emerging concepts concerning predictive filtering theory, state estimation, and signal processing for spacecraft control systems - Provides a series of latest results in, including but not limited to, nonlinear filtering, attitude determination, and state estimation towards spacecraft control systems - Gives numerical and simulation results in each chapter in order to reflect the engineering practice and demonstrate the main focus of the developed analysis and synthesis approach - Covers advanced topics in nonlinear filtering with aerospace application
Author :Massachusetts Institute of Technology. Research Laboratory of Electronics Publisher : ISBN 13 : Total Pages :304 pages Book Rating :4.X/5 (1 download)
Book Synopsis RLE Progress Report by : Massachusetts Institute of Technology. Research Laboratory of Electronics
Download or read book RLE Progress Report written by Massachusetts Institute of Technology. Research Laboratory of Electronics and published by . This book was released on 1987 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Advances in Econometrics: Volume 2 by : Christopher A. Sims
Download or read book Advances in Econometrics: Volume 2 written by Christopher A. Sims and published by Cambridge University Press. This book was released on 1996-03-07 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 1994 two-volume set of articles reflects the state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development and labour economics.
Book Synopsis Monthly Catalog of United States Government Publications by :
Download or read book Monthly Catalog of United States Government Publications written by and published by . This book was released on 1971 with total page 1388 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Monthly Catalog of United States Government Publications, Cumulative Index by : United States. Superintendent of Documents
Download or read book Monthly Catalog of United States Government Publications, Cumulative Index written by United States. Superintendent of Documents and published by . This book was released on 1976 with total page 1466 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Agricultural Productivity by : Susan M. Capalbo
Download or read book Agricultural Productivity written by Susan M. Capalbo and published by Routledge. This book was released on 2015-08-11 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, first published in 1988, provides a comprehensive, integrated body of knowledge concerning agricultural productivity research, highlighting both its strengths and limitations. This book will be of value to scholars and research leaders for the knowledge it conveys of future productivity research, and will also be of interest to students of environmental studies.
