The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
The need for faster and more robust parameter estimates in the smart grid, together with the growth in multi-sensor distributed measurements has motivated the development of distributed extended Kalman filtering (EKF) algorithms. However, fundamental theoretical insights about the convergence and stability of these distributed extended Kalman filtering algorithms are still lacking. To this end, we...
A class of stochastic volatility models (SVMs) with time-varying parameters is presented for online volatility estimation in nonstationary environments. This is achieved by modelling both the volatility and model parameters as states of a hidden Markov model (HMM), thus allowing for the use of particle filters to estimate the resulting posterior densities. The proposed models, based on the logarithmic...
Short term forecasting of wind field in the quaternion domain is addressed. This is achieved by casting the three components of wind speed (two horizontal and a vertical) into a pure quaternion and adding air temperature as a scalar component, to form the full quaternion. First, HR calculus is introduced in order to provide a unifying framework for the calculation of the derivatives of both analytic...
A learning algorithm for the training of quaternion valued adaptive infinite impulse (IIR) filters is introduced. This is achieved by taking into account specific properties of stochastic gradient approximation in the quaternion domain and the recursive nature of the sensitivities within the IIR filter updates, to give the quaternion-valued stochastic gradient algorithm for adaptive IIR filtering...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.