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In this paper, we present a way to track multiple maneuvering targets with varying time-frequency signatures. A particle filter is used to track targets that have constant speeds with changing heading directions. The target motion dynamics help the particl ...
This paper proposes the use of Gaussian Mixture Models to estimate conditional probability density functions. A conditional Gaussian Mixture Model has been compared to the geostatistical method of Sequential Gaussian Simulations. The data set used is a par ...
We propose a very fast and accurate algorithm for pricing swaptions when the underlying term structure dynamics are affine. The efficiency of the algorithm stems from the fact that the moments of the underlying asset (i.e., a coupon bond) possess simple cl ...
[1] Vertical overturns, produced by turbulence in density-stratified lakes and oceans, are often quantified by the Thorpe scale, L-T. The correlation between L-T and the Ozmidov (energy-containing) scale can be used to estimate rates of turbulent dissipati ...
The switching kinetics in ferroelectric thin films has been intensively studied during the past decade. It is widely accepted that this kinetics is basically governed by the dynamics of domain coalescence (the Kolmogorov-Avrami-Ishibashi model). This concl ...
We propose a theory of the origin of transport nonuniversality in disordered insulating-conducting compounds based on the interplay between microstructure and tunneling processes between metallic grains dispersed in the insulating host. We show that if the ...
It is well known and surprising that the uncoded transmission of an independent and identically distributed Gaussian source across an additive white Gaussian noise channel is optimal: No amount of sophistication in the coding strategy can ever perform bett ...
We propose a theory of the origin of transport nonuniversality in disordered insulating-conducting compounds based on the interplay between microstructure and tunneling processes between metallic grains dispersed in the insulating host. We show that if the ...
This paper develops a framework for the mean-square analysis of adaptive filters with general data and error nonlinearities. The approach relies on energy conservation arguments and is carried out without restrictions on the probability distribution of the ...
Preliminary results of a new stochastic model for the self-field effect in large Cable In Conduit Conductors (CICC) are presented. We show that the electric properties of CICC can be inferred by using only one (arbitrary and not necessary exact) strand tra ...
