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» On the Error Parameter of Dispersers
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WSC
1997
15 years 7 months ago
A New Variance-Reduction Technique for Regenerative Simulations of Markov Chains
We propose a new estimator for some performance measures obtained from a regenerative simulation of a discrete-time Markov chain. Our new estimator is based on the idea of generat...
James M. Calvin, Marvin K. Nakayama
ICASSP
2010
IEEE
15 years 6 months ago
Particle filtering based recovery of noisy GARCH processes
In this paper, we address the problem of enhancement of a noisy GARCH process using a particle filter. We compare our approach experimentally to a previously developed recursive ...
Tomer Michaeli, Israel Cohen
ADCM
2007
155views more  ADCM 2007»
15 years 6 months ago
Numerical differentiation by radial basis functions approximation
Based on radial basis functions approximation, we develop in this paper a new computational algorithm for numerical differentiation. Under an a priori and an a posteriori choice r...
T. Wei, Y. C. Hon
IJON
2008
106views more  IJON 2008»
15 years 6 months ago
Approximation to the Fisher-Rao metric for the focus of expansion
The Fisher-Rao metric for the focus of expansion is approximated, under the assumption that the focus is estimated from correspondences between two images taken by a translating ca...
Stephen J. Maybank
TSP
2008
72views more  TSP 2008»
15 years 6 months ago
Seismic Velocity and Polarization Estimation for Wavefield Separation
Abstract--We address the problem of estimating the shape parameters of seismic wavefields using linear arrays of three-component (3C) vector sensors with uncertain acquisition geom...
Daniela Donno, Arye Nehorai, Umberto Spagnolini