Essays about: "random finite set"

Found 4 essays containing the words random finite set.

1. 1. Moving in the dark : Mathematics of complex pedestrian flows

   University essay from Karlstads universitet/Fakulteten för hälsa, natur- och teknikvetenskap (from 2013)

   Author : Meghashyam Veluvali; [2023]
   Keywords : Mathematical modelling of pedestrian dynamics; stochastic systems; evacuation time; random walk method; parabolic equation; finite difference method;

   Abstract : The field of mathematical modelling for pedestrian dynamics has attracted significant scientific attention, with various models proposed from perspectives such as kinetic theory, statistical mechanics, game theory and partial differential equations. Often such investigations are seen as being a part of a new branch of study in the domain of applied physics, called sociophysics. READ MORE

3. 2. LEAST -SQUARE MONTE CARLO BASED OPTION PRICING OF EUROPEAN AND BERMUDAN STOCK INDEX OPTIONS

   University essay from Lunds universitet/Matematisk statistik

   Author : Oscar Brink Bolin; Joel Ahnvik; [2022]
   Keywords : Option; Monte Carlo *; Least-square *; Black-Scholes; Merton; Heston; Bates; Mathematics and Statistics;

   Abstract : On the financial markets, there are a large number of financial instruments. Two of these instruments is the European and Bermudan option, where the Bermudan option can be seen as a discrete version of the American option. Meaning, if one can price the Bermudan option one can also estimate the price of an American option. READ MORE

4. 3. Estimating the frequency response of a receiver : Blind identification

   University essay from Akademin för teknik och miljö

   Author : Deyue Yu; [2012]
   Keywords : ;

   Abstract : Consider a receiver that has an unknown impulse response in the form of linear time-invariant system, which is driven by an input signal and random noise with an unknown distribution. If the unknown impulse response of the receiver could be identified, then its equivalent frequency response can be used for calibration, using deconvolution aiming to regain the original signal under measurement. READ MORE

5. 4. Birth Density Modeling in Multi-target Tracking Using the Gaussian Mixture PHD Filter

   University essay from Blekinge Tekniska Högskola/Avdelningen för signalbehandling

   Author : Rongrong Chen; Min Zhu; [2008]
   Keywords : tracking; Gaussian Mixture PHD filter; birth density;

   Abstract : A recently established method for multi-target tracking which both estimates the time-varying number of targets and their states from a sequence of observation sets in the presence of data association uncertainty, detection uncertainty, noise and false alarms is the probability hypothesis density (PHD) recursion. The approach involves modeling the respective collections of targets and measurements as random finite sets and to propagate the posterior intensity, which is a first order statistic of the random finite set of targets, in time. READ MORE