搜索结果: 1-8 共查到“Stochastic Process”相关记录8条 . 查询时间(0.25 秒)
We investigate the question of when sampling a stochastic process X = {X(t): t≥0} at the times of an independent point process ψ leads to the same empirical distribution as the time-average limiting d...
Sensitive Analysis of Observation Model for Human Tracking Using a Stochastic Process
Observations Modelling Tracking Image Analysis Close Range
2014/7/30
This paper aims at obtaining basic knowledge about characteristics of observation models for human tracking method as a stochastic process. As human tracking in actual cases are complicated, we cannot...
Perturbation theory for a stochastic process with Ornstein-Uhlenbeck noise
Noise diffusion annihilation/creationo perators
2010/4/8
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by so...
Sieve-based maximum likelihood estimator for almost periodic stochastic process models
Sieve-based maximum likelihood estimator almost periodic stochastic process models
2009/9/23
Sieve-based maximum likelihood estimator for almost periodic stochastic process models。
Modelling of Probability Distribution of Ship Response Statistic by Stochastic Process
Stochastic Process Stochastic Differential Equation Fokker-Planck Equation Probability Density Function Regression Significant Wave Height Ship Response
2009/5/18
Stochastic process models of significant wave height and standard deviation of ship responses are proposed based on the Langevin equation which is a kind of stochastic differential equations. The prob...
Deep Water Exchanges in a Sill Fjord：A Stochastic Process
Deep Water Exchanges Sill Fjord Stochastic Process
2009/4/2
A statistical theory for the behavior of a fjord system with a sill is formulated and leads to the establishment of conditional and marginal distribution functions for the homogeneous deep water densi...
Filtering and parameter estimation for a jump stochastic process with discrete observations
Filtering parameter estimation discrete observations
2009/3/19
A compound Poisson process is considered. We estimate the current position of the stochastic process based on past discrete-time observations (non-linear discrete filtering problem) in Bayesian settin...
Almost sure convergence and in quadratic mean of the gradient stochastic process for the sequential estimation of a conditional expectation
Stochastic approximation Conditional expectation
2010/9/10
In this work, we present results of Almost Sure Convergence and in Quadratic Mean of the gradient stochastic process for the sequential estimation of a conditional expectation.
This work is motived b...