Search results
Results from the WOW.Com Content Network
The state space or phase space is the geometric space in which the axes are the state variables. The system state can be represented as a vector , the state vector . If the dynamical system is linear, time-invariant, and finite-dimensional, then the differential and algebraic equations may be written in matrix form.
In the simpler case, switching state-space models are defined based on a switching variable which evolves independent of the hidden variable. The probabilistic model of such variant of SKF is as the following: [10] [This section is badly written: It does not explain the notation used below.]
Dynamic models, [86] [87] Bayesian belief networks, [88] Fisher information, [89] and fuzzy cognitive maps [90] have been used as a tool to explore the phase space where regime shifts are likely to happen and understand the dynamics that govern dynamic thresholds. Models are useful oversimplifications of reality, whose limits are given by the ...
In the case of linear invariant systems [clarification needed], this is known as positive real transfer functions, and a fundamental tool is the so-called Kalman–Yakubovich–Popov lemma which relates the state space and the frequency domain properties of positive real systems [clarification needed]. [10]
MSM is a stochastic volatility model [10] [11] with arbitrarily many frequencies. MSM builds on the convenience of regime-switching models, which were advanced in economics and finance by James D. Hamilton. [12] [13] MSM is closely related to the Multifractal Model of Asset Returns. [14]
The search engine that helps you find exactly what you're looking for. Find the most relevant information, video, images, and answers from all across the Web.
The family of Tennessee death row inmate Gary Wayne Sutton held a press conference asking Gov. Bill Lee to examine the case for a potential pardon.
A model class that is general enough to capture this situation is the class of stochastic nonlinear state-space models. A state-space model is usually obtained using first principle laws, [16] such as mechanical, electrical, or thermodynamic physical laws, and the parameters to be identified usually have some physical meaning or significance. A ...