I develop a new method, the discretization filter, for approximating the likelihood of nonlinear, non銆╝ussian state space models. I establish that the associated maximum likelihood estimator is strongly consistent, asymptotically normal, and asymptotically efficient. Through simulations, I show that ...
摘要: Discretization of Time: The Euler and the Milstein Schemes Discretization of Paths (Monte Carlo Simulation) Discretization of State Space Path Simulation through a Lattice: Two Layers关键词: LIBOR market model Eular scheme Milstein scheme predictor-corrector scheme lognormal process ...
In the Markov chain model of an autoregressive moving average chart, the post-transition states of nonzero transition probabilities are distributed along one-dimensional lines of a constant gradient over the state space. By considering this characteristic, we propose discretizing the state space ...
The discretization of the behavior raises issues like the error analysis which must be accounted for tolerance between the output sequences for both models must be specified. Another issue is state space explosion when the inherited discretization of the design is encoded. This is largely due to ...
A recurrence algorithm is used to determine the values of the velocity and the deformation at the next instant, knowing the initial state at t = 0. Thus, each time step becomes the initial condition of the next increment. The recurrence relies on the knowledge of the components ux and uy ...
A large amount of sensorimotor data can be obtained constantly from a group of teleoperators, and processed by machine learning to continuously generate and improve the autonomous physical skills of robots. This paper presents a learning method that utilizes state space discretization to sustainably ...
This chapter covers the problem of space discretization of conservative and nonconservative nonlinear distributed-parameter systems by illustrating the properties and underlying methodologies typical of prominent discretization approaches employed in mec
a stochastic spatial state space model is developed to represent the stochastic partial differential system via the semi-discretization finite difference scheme ... WH Chen - 《IEEE Transactions on Circuits & Systems I Regular Papers》 被引量: 28发表: 2012年 Hybrid-mixed discretization of elasto-dy...
As a result, the reaction matrix for different relative momenta and different energies can be found by using a single diagonalisation procedure which simplifies drastically self-consistent calculations for the equation of state in infinite nuclear matter. 展开 ...
However, we want the number of states to be small. That is why it is important to notice that H increases by a different amount depending on which state is split and the size of the resulting new states. For example, if a state containing the most entries is split into two new states...