Abstract. We consider the context of “simulation-based recursions,” that is, recursions that involve quantities needing to be estimated using a stochastic simulation. Examples include stochastic adaptations of fixed-point and gradient descent recursions obtained by replacing function and derivative values appearing within the recursion by their Monte Carlo counterparts. The primary motivating s...

In this paper, the buckling of non-homogeneous isotropic truncated conical shells under uniform lateral pressure and resting on a Winkler foundation is investigated. The basic relations and governing equations have been obtained for non-homogeneous truncated conical shells. The critical uniform lateral pressures of non-homogeneous isotropic truncated conical shells with or without a Winkler fou...

The present study aims to investigate the analysis of stress, strain, displacement, and electrical potential of a thick hollow cylinder made of FGPM under mechanical and thermal loads. Distribution of mechanical property of material is considered along the shell stick through the power distribution function. Thermal loads have been taken to signify the difference of temperature between outer an...

The Bayesian Cramér Rao Bound (BCRB) is derived for nonlinear state space models with dependent process and measurement noise processes. It generalizes the previously BCRB for the case of dependent noise. Two different dependence structures appearing in literature are considered, leading to two different recursions for BCRB. The special cases of Gaussian noise, and linear models are presented s...

We introduce a statistical model for times series data with nonlinear dynamics which iteratively segments the data into regimes with approximately linear dynamics and learns the parameters of each of those regimes. This model combines and generalizes two of the most widely used stochastic time series models|the hidden Markov model and the linear dynamical system|and is related to models that ar...