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TSP
2010
13 years 1 months ago
Multichannel fast QR-decomposition algorithms: weight extraction method and its applications
Abstract--Multichannel fast QR decomposition RLS (MCFQRD-RLS) algorithms are well known for their good numerical properties and low computational complexity. The main limitation is...
Mobien Shoaib, Stefan Werner, José Antonio ...
SAC
2008
ACM
13 years 6 months ago
Adaptive methods for sequential importance sampling with application to state space models
Abstract. In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on new criteria evaluating the qu...
Julien Cornebise, Eric Moulines, Jimmy Olsson
EOR
2007
105views more  EOR 2007»
13 years 6 months ago
Newton's method and its use in optimization
Newton’s method is a basic tool in numerical analysis and numerous applications, including operations research and data mining. We survey the history of the method, its main ide...
Boris T. Polyak
IEEECIT
2010
IEEE
13 years 5 months ago
Predicting Events for the Simulation of Hybrid Systems
The quality of the numeric simulation of hybrid systems highly depends on the capability of the simulator to detect discrete events during continuous evolutions. Due to the intera...
Kerstin Bauer, Klaus Schneider
JSCIC
2008
59views more  JSCIC 2008»
13 years 6 months ago
Computing Derivatives of Noisy Signals Using Orthogonal Functions Expansions
In many applications noisy signals are measured. These signals has to be filtered and, sometimes, their derivative have to be computed. In this paper a method for filtering the si...
Adi Ditkowski, Abhinav Bhandari, Brian W. Sheldon