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IEAAIE
1998
Springer
14 years 2 months ago
State Estimation for Nonlinear Systems Using Restricted Genetic Optimization
Abstract. In this paper we describe a new nonlinear estimator for filtering systems with nonlinear process and observation models, based on the optimization with RGO (Restricted Ge...
Santiago Garrido, Luis Moreno, Carlos Balaguer
FS
2006
123views more  FS 2006»
13 years 10 months ago
American Parisian options
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
Marc Chesney, Laurent Gauthier
WSC
1998
13 years 11 months ago
Bayesian Model Selection when the Number of Components is Unknown
In simulation modeling and analysis, there are two situations where there is uncertainty about the number of parameters needed to specify a model. The first is in input modeling w...
Russell C. H. Cheng
ICSOC
2003
Springer
14 years 3 months ago
Model Checking Correctness Properties of Electronic Contracts
Converting a conventional contract into an electronic equivalent is not trivial. The difficulties are caused by the ambiguities that the original human-oriented text is likely to c...
Ellis Solaiman, Carlos Molina-Jiménez, Sant...
GLOBECOM
2009
IEEE
14 years 4 months ago
Sparse Decoding of Low Density Parity Check Codes Using Margin Propagation
—One of the key factors underlying the popularity of Low-density parity-check (LDPC) code is its iterative decoding algorithm that is amenable to efficient hardware implementati...
Ming Gu, Kiran Misra, Hayder Radha, Shantanu Chakr...