Identification and the information matrix: how to get just sufficiently rich?
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Prediction error identification requires that data be informative with respect to the chosen model structure. Whereas sufficient conditions for informative experiments have been available for a long time, there were surprisingly no results of necessary and ...
We present a fast method to detect humans from stationary surveillance videos. Traditional approaches exploit background subtraction as an attentive filter, by applying the still image detectors only on foreground regions. This doesn't take into account th ...
This paper presents the development and testing of a methodology for estimation of average travel time on signalised urban networks. The methodology considers the classical analytical procedure, where average travel time on a study link is estimated as the ...
This paper presents the development and testing of a methodology for estimation of average travel time on signalised urban networks. The methodology considers the classical analytical procedure, where average travel time on a study link is estimated as the ...
AbstractWe consider unicast equation-based rate con-trol, where, at some points in time, a sender adjusts its rate to f(p,r), where p is an on-line estimate of the loss-event rate observed by this source, r of the average round-trip time, and f is a TCP th ...
In this paper the perturbation influence properties of the stochastic model (variance-covariance) in linear models is discussed in detail. Some very useful formulae are established about the variance-covariance perturbation influence on the model parameter ...
We consider unicast equation-based rate con-trol, where, at some points in time, a sender adjusts its rate to f(p,r), where p is an on-line estimate of the loss-event rate observed by this source, r of the average round-trip time, and f is a TCP throughput ...
The authors use the classical Schur reduction procedure to give a lattice filter implementation of the Chandrasekhar recursions. The derivation is based on the observation that the covariance matrix of a process with a time-invariant state-space model is s ...
This paper presents an error modeling of an odometry system for a synchronous-drive system and a possible strategy for evaluating this error. The odometry error is modeled by introducing four parameters characterizing its systematic and nonsystematic compo ...
This paper discusses separable term structure diffusion models in an arbitrage-free environment. Using general consistency results we exploit the interplay between the diffusion coefficients and the functions determining the forward curve. We introduce the ...