# Search

• ### Weighted-interacting particle-based nonlinear filters.

2002

Particle-based nonlinear filters have proven to be effective and versatile methods for computing approximations to difficult filtering problems. We introduce a novel hybrid particle method, thought to possess an excellent compromise between the unadaptive nature of the weighted particle methods...

• ### Strong Convergence in the Stochastic Averaging Principle.

1994

In this note we consider the almost sure convergence (as ϵ→0) of solution Xϵ(·), defined over the interval 0 ≤ τ ≤ 1, of the random ordinary differential equation View the MathML source Here {F(x, t, ω), t ≥ 0} is a strong mixing process for each x and (x, t) → F(x, t, ω) is subject to regularity...

• ### Strong approximation for cross-covariances of linear variables with long-range dependence.

1995

Suppose {εk, −∞ < k < ∞} is an independent, not necessarily identically distributed sequence of random variables, and {cj}∞j=0, {dj}∞j=0 are sequences of real numbers such that Σjc2j < ∞, Σjd2j < ∞. Then, under appropriate moment conditions on {εk, −∞ < k < ∞}, View the MathML source, View the...

2015-09-21

• ### Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter

1992

Let μ be a positive finite Borel measure on the real line R. For t ≥ 0 let et · E1 and E2 denote, respectively, the linear spans in L2(R, μ) of {eisx, s > t} and {eisx, s < 0}. Let θ: R → C such that ∥θ∥ = 1, denote by αt(θ, μ) the angle between θ · et · E1 and E2. The problems considered here...

• ### Rates for branching particle approximations of continuous discrete filters.

2005

Herein, we analyze an efficient branching particle method for asymptotic solutions to a class of continuous-discrete filtering problems. Suppose that t→Xt is a Markov process and we wish to calculate the measure-valued process t→μt(⋅)≐P{Xt∈⋅|σ{Ytk, tk≤t}}, where tk=kɛ and Ytk is a distorted,...

• ### Practical applications of a branching particle-base filter.

2001

Particle-based nonlinear filters provide a mathematically optimal (in the limit) and sound method for solving a number of difficult filtering problems. However, there are a number of practical difficulties that can occur when applying particle-based filtering techniques to real world problems....

• ### Particle filters for combined state and parameter estimation.

2001

Filtering is a method of estimating the conditional probability distribution of a signal based upon a noisy, partial, corrupted sequence of observations of the signal. Particle filters are a method of filtering in which the conditional distribution of the signal state is approximated by the...

• ### On sonobuoy placement for submarine tracking.

2005

This paper addresses the problem of detecting and tracking an unknown number of submarines in a body of water using a known number of moving sonobuoys. Indeed, we suppose there are N submarines collectively maneuvering as a weakly interacting stochastic dynamical system, where N is a random...

• ### On random field CAPTCHA generation

2013

Herein, we propose generating CAPTCHAs through random field simulation and give a novel, effective and efficient algorithm to do so. Indeed, we demonstrate that sufficient information about word tests for easy human recognition is contained in the site marginal probabilities and the...

1 - 10 of 31