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WCE
2007
14 years 10 months ago
Recursive Linear Estimation for Doubly Stochastic Poisson Processes
Abstract— The problem of estimating the intensity process of a doubly stochastic Poisson process is analyzed. Using covariance information, a recursive linear minimum mean-square...
Rosa M. Fernández-Alcalá, Jesú...
AUTOMATICA
2010
98views more  AUTOMATICA 2010»
14 years 9 months ago
Explicit use of probabilistic distributions in linear predictive control
: The guarantee of feasibility given feasibility at initial time is an issue that has been overlooked by many of the recent papers on stochastic model predictive control. Effective...
Basil Kouvaritakis, Mark Cannon, Sasa V. Rakovic, ...
NETWORKS
2008
14 years 9 months ago
Reformulation and sampling to solve a stochastic network interdiction problem
The Network Interdiction Problem involves interrupting an adversary's ability to maximize flow through a capacitated network by destroying portions of the network. A budget c...
Udom Janjarassuk, Jeff Linderoth
SIAMNUM
2010
105views more  SIAMNUM 2010»
14 years 4 months ago
Quantization Based Filtering Method Using First Order Approximation
The quantization based filtering method (see [13], [14]) is a grid based approximation method to solve nonlinear filtering problems with discrete time observations. It relies on o...
Afef Sellami
ADCM
1998
133views more  ADCM 1998»
14 years 9 months ago
Numerical exploitation of symmetry in integral equations
: Linear integral operators describing physical problems on symmetric domains often are equivariant, which means that they commute with certain symmetries, i.e., with a group of or...
Eugene L. Allgower, Kurt Georg