On Berry–Esseen bounds for non-instantaneous filters of linear processes
نویسندگان
چکیده
منابع مشابه
On Berry–Esseen bounds for non-instantaneous filters of linear processes
∞ i=1 aiεn−i, where the εi are i.i.d. with mean 0 and at least finite second moment, and the ai are assumed to satisfy |ai| = O(i) with β > 1/2. When 1/2 < β < 1, Xn is usually called a long-range dependent or long-memory process. For a certain class of Borel functions K(x1, . . . , xd+1), d≥ 0, from R to R, which includes indicator functions and polynomials, the stationary sequence K(Xn,Xn+1, ...
متن کاملon the effect of linear & non-linear texts on students comprehension and recalling
چکیده ندارد.
15 صفحه اولNon-linear filters for linear models
We consider the filtering problem for linear models where the driving noises may be quite general, non-white and non-Gaussian, and where the observation noise may only be known to belong to a finite family of possible disturbances. Using diffusion approximation methods, we show that a certain nonlinear filter minimizes the asymptotic filter variance. This nonlinear filter is obtained by choosin...
متن کاملDesign of Instrumentation Sensor Networks for Non-Linear Dynamic Processes Using Extended Kalman Filter
This paper presents a methodology for design of instrumentation sensor networks in non-linear chemical plants. The method utilizes a robust extended Kalman filter approach to provide an efficient dynamic data reconciliation. A weighted objective function has been introduced to enable the designer to incorporate each individual process variable with its own operational importance. To enhance...
متن کاملA New Strategy for Simultaneous Compensation of Instantaneous Reactive Power and Harmonics of Non-Linear Loads (RESEARCH NOTE)
This paper presents a new control method for simultaneous compensation of instantaneous reactive power and current harmonics by parallel active filters (PAFs). Reference compensating currents of PAF are calculated using the subtraction of instantaneous power from its average value. In this way, it is possible omitting high/low pass filter(s) from the control circuit of PAF, which usually result...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bernoulli
سال: 2008
ISSN: 1350-7265
DOI: 10.3150/07-bej112