PARAMETER UNCERTAINTY IN KALMAN FILTER ESTIMATION OF THE CIR TERM STRUCTURE MODEL

p(x(k) | Y k
1 ) , p(x(k + 1) | Y k
1 ) and p(x(k + 1) | Y 1 k +1 ) are Gaussian.
With the non linear dynamics (5.1)-(5.2), these pdf are non Gaussian. To evaluate its first and second moments, the optimal nonlinear filter has to propagate the entire pdf which, i[r]

This paper presents a system for compact and intuitive video summarisation aimed at both high-end professional production environments and small-screen portable devices. To represent large amounts of information in the form of a video key-frame summary, this paper studies[r]

Mark Johnson@Brown.edu
Abstract
Adaptor grammars (Johnson et al., 2007b) are a non-parametric Bayesian extension of Prob- abilistic Context-Free Grammars (PCFGs) which in effect learn the probabilities of en- tire subtrees. In practice, this means that an adapt[r]

Inertial navigation systems (INS) are one of the most widely used dead-reckoning systems. They can provide con- tinuous position, velocity, and also orientation estimates, which are accurate for a short term, but are subject to drift due to noise of the sensor [ 9[r]

In this work, we use an error function that simulates the human hearing and calculates the perceptual error be- tween the tones. Frequency masking behavior, frequency de- pendence, and other limitations of human hearing are taken into account. From the optim[r]

a motion that belongs to the same equivalence class as the original path. We define path decomposition as the problem of finding two such constituents of a path (Fig. 3b).
By definition of path decomposition, the two constituent paths must meet at a[r]

Reserve risk represents a fundamental component of underwriting risk for non-life insurers and its evaluation can be achieved through a wide range of stochastic approaches, including the Collective Risk Model. This paper, in order to fill a gap in existing literature, proposes a Bayesian technique a[r]

coefficient from Port 1 to Port 3, a high attenuation from Port 1 to Port 2, and a low- reflection coefficient at port 3 have to be instead provided in the RX band. A low reflection coefficient at Port 1 for both frequency bands is also required.
It should be pointed out that fi[r]

Some terms are out-of-phase and cancel; some others are in-phase and combine in the output load. Remembering the considerations in Section 1.3.1, we see that the first and fourth terms are components at the input frequency and at its third-harmonic fre[r]

for the wide range of experimental design methodolo- gies in statistics.
In this minireview, we provide theoreticians with a starting point into the experimental design issues that are relevant for systems biological approaches. For the experimentalists,[r]

All plots containing Norway spruce were evaluated to include only those in which the percentage of its basal area was at least 95%. This sub sample of data used for the analysis constituted 325 plots dis- tributed across the country, including 264 unique plo[r]

16.5.2 Materials
A wide variety of materials are used in electronic packaging. Key considerations are strength, elec- trical conductivity, thermal conductivity, thermal coefficient of expansion, and manufacturability. Ma- terials range from electrically conductive (used to con[r]

Based on these quantization noise characteristics, various demodulator architectures, such as sinc filter, optimal FIR filter, and
Laguerre filter are reported in literature. In this paper, theory and design of an efficient Kalman recursive demodulato[r]

Due to the fact that the reaction kinetics in general are unknown, and because of the large number of parameters involved, it is in most cases unfeasible to determine directly the nonlinear weights from experi- mental data. Herein, however, a distinct[r]

Drug–polymer miscibility is one of the fundamental prerequisite for the successful design and development of amorphous solid dispersion formulation. The purpose of the present work is to provide an example of the theoretical estimation of drug–polymer miscibility and solubility on the basis of Flory[r]

5. Conclusions
Manufacturing enterprises are pressured to shift from the traditional MTS to the MTO production model, and at the same time, compete against each other as part of a SC, in order to respond to changes in the customers’ demands[r]

This chapter introduces the model’s two key pieces—the aggregate-demand curve and the aggregatesupply curve. After getting a sense of the overall structure of the model in this chapter, we examine the pieces of the model in more detail in the next two chapters.

Project name Implementation Model this section describes the overall structure of the implementation model, the decomposition of the software into layers and subsystems in the implementation model, and any architecturally significant components.

A scheme based on ANN to control hand-eye robot for tracking of moving objects.
An application of Neural Networks based visual servoing for hand-eye robot tracking target is introduced in this paper. The used control method bases input-output feedback linearization te[r]

The work D’Apice & Manzo (2006) is based on a mixed continuum-discrete model, i.e. the supply chain is described by a graph consisting of consecutive arcs separated by nodes. The arcs represent processors or sub-chains, while the nodes model con[r]