In a high-rate indoor wireless personal communication system, the delay spread due to multipath propagation results in intersymbol interference (ISI) which can signi cantly increase the transmission bit error rate (BER). Decision feedback equalizer (DFE) is an e cient approach to combating the ISI. Recursive least squares (RLS) algorithm with a constant forgetting factor is often used to update...

Outline Motivation / algorithmic pairs trading Model setup Detection of local mean-reversion Adaptive estimation 1. RLS with gradient variable forgetting factor 2. RLS with Gauss-Newton variable forgetting factor 3. RLS with beta-Bernoulli forgetting factor Trading strategy Pepsi and Coca Cola example Introduction Statistical arbitrage. Algorithmic pairs trading market neutral trading. Buy low,...

A new method for adaptive autoregressive spectral estimation based on the least-squares criterion with multi-band decomposition of the linear prediction error and analysis of each band through independent variable forgetting factors is presented. The proposed method localizes the forgetting factor adaptation scheme in the frequency domain and in the time domain, in the sense that variations on ...

In diesel engine after-treatment control technology, the accurate real-time of Diesel Oxidation Catalyst (DOC) outlet temperature is an important topic. To find a high-precision parameter identification algorithm for DOC system, this paper establishes zero-dimensional (0D) and one-dimensional (1D) mathematical models DOC, introduces Variable Forgetting Factor Least Squares(VFFRLS) Nonlinear Squ...

The problem of computing a uniform interpolant of a given formula on a sublanguage is known in Artificial Intelligence as variable forgetting. In propositional logic, there are well known methods for performing variable forgetting. Variable forgetting is more involved in modal logics, because one must forget a variable not in one world, but in several worlds. It has been shown that modal logic ...

In the past decades, analytical (non-iterative) methods have been extensively investigated and developed for the reconstruction of three-dimensional (3D) single-photon emission computed tomography (SPECT). However, it becomes possible only recently when the exact analytic non-uniform attenuation reconstruction algorithm was derived. Based on the explicit inversion formula for the attenuated Rad...