Conditional Gauss–Hermite Filtering With Application to Volatility Estimation (English)
- New search for: Singer, H.
- New search for: Singer, H.
In:
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
;
60
, 9
;
2476-2481
;
2015
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ISSN:
- Article (Journal) / Print
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Title:Conditional Gauss–Hermite Filtering With Application to Volatility Estimation
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Contributors:Singer, H. ( author )
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Published in:IEEE TRANSACTIONS ON AUTOMATIC CONTROL ; 60, 9 ; 2476-2481
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Publisher:
- New search for: IEEE INSTITUTE OF ELECTRICAL AND ELECTRONICS
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Publication date:2015-01-01
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Size:6 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 621.3 / 620
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Table of contents – Volume 60, Issue 9
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 2161
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A nonlinear stochastic filter for continuous-time state estimationGhoreyshi, A et al. | 2015
- 2289
-
Scanning the Issue| 2015
- 2289
-
Scanning the Issue $^{\ast}| 2015
- 2291
-
Quantitative Temporal Simulation and Refinement Distances for Timed SystemsChatterjee, Krishnendu / Prabhu, Vinayak S. et al. | 2015
- 2307
-
Metrization and Simulation of Controlled Hybrid SystemsBurden, Samuel A. / Gonzalez, Humberto / Vasudevan, Ramanarayan / Bajcsy, Ruzena / Sastry, S. Shankar et al. | 2015
- 2321
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Diagnosis of Time Petri Nets Using Fault Diagnosis GraphXu Wang, / Mahulea, Cristian / Silva, Manuel et al. | 2015
- 2336
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Parameter and State Estimation of Nonlinear Systems Using a Multi-Observer Under the Supervisory FrameworkChong, Michelle S. / Nesic, Dragan / Postoyan, Romain / Kuhlmann, Levin et al. | 2015
- 2350
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Constructive Interconnection and Damping Assignment for Port-Controlled Hamiltonian SystemsNunna, Kameswarie / Sassano, Mario / Astolfi, Alessandro et al. | 2015
- 2362
-
An Augmented Petri Net Model for Health-Care ProtocolsWhittaker, Sarah-Jane / Rudie, Karen / McLellan, James et al. | 2015
- 2378
-
Cooperative Global Robust Output Regulation for Nonlinear Uncertain Multi-Agent Systems in Lower Triangular FormYoufeng Su, / Jie Huang, et al. | 2015
- 2390
-
Neighboring Stable Equilibrium Points in Spatially-Periodic Nonlinear Dynamical Systems: Theory and ApplicationsTao Wang, / Hsiao-Dong Chiang, et al. | 2015
- 2402
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Modeling, Analysis and Control of Networked Evolutionary GamesDaizhan Cheng, / Fenghua He, / Hongsheng Qi, / Tingting Xu, et al. | 2015
- 2416
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The Hegselmann-Krause Dynamics for the Continuous-Agent Model and a Regular Opinion Function Do Not Always Lead to ConsensusWedin, Edvin / Hegarty, Peter et al. | 2015
- 2422
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Distributed Collaborative Coverage-Control Schemes for Non-Convex DomainsStergiopoulos, Yiannis / Thanou, Michalis / Tzes, Anthony et al. | 2015
- 2428
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Finite-Time Stability and Stabilization of Itô Stochastic Systems With Markovian Switching: Mode-Dependent Parameter ApproachZhiguo Yan, / Weihai Zhang, / Guoshan Zhang, et al. | 2015
- 2434
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On Feedback Passivity of Discrete-Time Nonlinear Networked Control Systems With Packet DropsYue Wang, / Meng Xia, / Gupta, Vijay / Antsaklis, Panos J. et al. | 2015
- 2440
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Notch Filters for Port-Hamiltonian SystemsDirksz, D. A. / Scherpen, J. M. A. / van der Schaft, A. J. / Steinbuch, M. et al. | 2015
- 2446
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$H_{\infty}$ Filtering for Discrete-Time Switched Systems With Known Sojourn ProbabilitiesEngang Tian, / Wong, W. K. / Dong Yue, / Tai-Cheng Yang, et al. | 2015
- 2446
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[Formula Omitted] Filtering for Discrete-Time Switched Systems With Known Sojourn ProbabilitiesEngang Tian et al. | 2015
- 2452
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Event-Based Second-Order Consensus Control for Multi-Agent Systems via Synchronous Periodic Event DetectionMengtao Cao, / Feng Xiao, / Long Wang, et al. | 2015
- 2458
-
Instability Analysis of Uncertain Systems via Determinants and LMIsChesi, Graziano et al. | 2015
- 2464
-
An Online Simplified Nonlinear Controller for Transient Stabilization Enhancement of DFIG in Multi-Machine Power SystemsKenne, Godpromesse / de Dieu Nguimfack Ndongmo, Jean / Fochie Kuate, Rene / Fotsin, Hilaire Bertrand et al. | 2015
- 2470
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Event-Based Recursive Distributed Filtering Over Wireless Sensor NetworksQinyuan Liu, / Zidong Wang, / Xiao He, / Zhou, D. H. et al. | 2015
- 2476
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Conditional Gauss–Hermite Filtering With Application to Volatility EstimationSinger, Hermann et al. | 2015
- 2482
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Stabilization of Polynomial Nonlinear Systems by Algebraic Geometry TechniquesMenini, Laura / Tornambe, Antonio et al. | 2015
- 2488
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Finite-Horizon ${\cal H}_{\infty}$ Control for Discrete Time-Varying Systems With Randomly Occurring Nonlinearities and Fading MeasurementsDerui Ding, / Zidong Wang, / Lam, James / Bo Shen, et al. | 2015
- 2488
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Finite-Horizon [Formula Omitted] Control for Discrete Time-Varying Systems With Randomly Occurring Nonlinearities and Fading MeasurementsDerui Ding et al. | 2015
- 2494
-
A Bode-Like Integral for Discrete Linear Time-Periodic SystemsYingbo Zhao, / Gupta, Vijay et al. | 2015
- 2500
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Real-Time ${\cal L}_{1}$ Adaptive Control for Uncertain Networked Control SystemsXiaofeng Wang, / Kharisov, Evgeny / Hovakimyan, Naira et al. | 2015
- 2500
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Real-Time [Formula Omitted] Adaptive Control for Uncertain Networked Control SystemsXiaofeng Wang et al. | 2015
- 2506
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Potential Feedback Control for the Power Control in LTEPhan, Dat-Duong / Moulay, Emmanuel / Coirault, Patrick / Launay, Frederic / Combeau, Pierre et al. | 2015
- 2512
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Hybrid Certainty Equivalence Control of Rigid Bodies With Quaternion MeasurementsSchlanbusch, Rune / Ingar Grotli, Esten Ingar et al. | 2015
- 2518
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Robust Partial-Learning in Linear Gaussian SystemsNemesin, Valerian / Derrode, Stephane et al. | 2015
- 2524
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A New Measure of Uncertainty and the Control Loop Performance Assessment for Output Stochastic Distribution SystemsZhou, J. L. / Wang, X. / Zhang, J. F. / Wang, H. / Yang, G. H. et al. | 2015
- 2530
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LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel SpaceCosta, O. L. V. / Figueiredo, D. Z. et al. | 2015
- 2536
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Determining Passivity Using Linearization for Systems With Feedthrough TermsXia, M. / Antsaklis, P. J. / Gupta, V. / McCourt, M. J. et al. | 2015
- 2542
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A Markov Chain Monte Carlo Approach to Nonlinear Parametric System IdentificationBai, Er-Wei / Ishii, Hideaki / Tempo, Roberto et al. | 2015
- 2547
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Robust Output Feedback Consensus for Networked Negative-Imaginary SystemsJianan Wang, / Lanzon, Alexander / Petersen, Ian R. et al. | 2015
- 2553
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Event-Based [Formula Omitted] Consensus Control of Multi-Agent Systems With Relative Output Feedback: The Finite-Horizon CaseQinyuan Liu et al. | 2015
- 2553
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Event-Based $H_{\infty}$ Consensus Control of Multi-Agent Systems With Relative Output Feedback: The Finite-Horizon CaseQinyuan Liu, / Zidong Wang, / Xiao He, / Zhou, D. H. et al. | 2015
- 2559
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Open-Loop Nash Equilibria in a Class of Linear-Quadratic Difference Games With ConstraintsReddy, Puduru Viswanadha / Zaccour, Georges et al. | 2015
- C1
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Table of Contents| 2015
- C2
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IEEE Transactions on Automatic Control publication information| 2015
- C3
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IEEE Control Systems Society Information| 2015
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Scanning the Issue[Formula Omitted]| 2015