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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimation of Common Factors for Microstructure Noise and Effcient Price in a High-frequency Dual Factor Model
高频双因子模型 微结构 噪声公因数 效率价格 估计
2023/4/17
We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Distributed Order Estimation of ARX Model Under Cooperative Excitation Condition
协同 激励条件 ARX模型 分布式阶估计
2023/5/6
This talk considers the distributed estimation problem of a linear stochastic system described by an autoregressive model with exogenous inputs when both the system orders and parameters are unknown. ...
A Space-Time Diffusion Scheme for Peer-to-Peer Least-Squares Estimation
Least-Squares Estimation Diffusion Scheme
2015/6/19
We consider a sensor network where each sensor takes multiple measurements of some unknown parameters, corrupted by independent Gaussian noises. The number of measurements at each node can be nite or ...
Robust Global Motion Estimation with Matrix Completion
Camera orientation Structure from motion Epipolar geometry Block adjustment
2014/7/30
In this paper we address the problem of estimating the attitudes and positions of a set of cameras in an external coordinate system. Starting from a conventional global structure-from-motion pipeline,...
Fault Estimation for Uncertain Nonlinear Networked Control Systems
Uncertain Nonlinear Networked Control Systems numerical example design methodology
2009/9/25
This paper proposes the design of a robust fault estimator for a class of nonlinear uncertain NCSs that ensures the fault estimation error is less than prescribed H∞ performance level, irrespective of...
Joint State and Parameter Estimation For Biochemical Dynamic Pathways With Iterative Extended Kalman Filter：Comparison With Dual State and Parameter Estimation
Biochemical Dynamic Pathways extended Kalman filter Parameter Estimation
2009/9/24
A biochemical dynamic pathway is usually modeled as a nonlinear system described by a set of nonlinear ODEs. In most cases, only partial states can be measured. Moreover, the system parameters, reacti...
If we restrict the postman to traversing each edge at most twice in the windy postman problem (WPP), we will get a new problem: 2WPP. An approximation algorithmhas been posed by M. Guan for the WPP. I...