94 resultados para Bounded parameters

em Cambridge University Engineering Department Publications Database


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Supersonic cluster beam deposition has been used to produce films with different nanostructures by controlling the deposition parameters such as the film thickness, substrate temperature and cluster mass distribution. The field emission properties of cluster-assembled carbon films have been characterized and correlated to the evolution of the film nanostructure. Threshold fields ranging between 4 and 10 V/mum and saturation current densities as high as 0.7 mA have been measured for samples heated during deposition. A series of voltage ramps, i.e., a conditioning process, was found to initiate more stable and reproducible emission. It was found that the presence of graphitic particles (onions, nanotube embryos) in the films substantially enhances the field emission performance. Films patterned on a micrometer scale have been conditioned spot by spot by a ball-tip anode, showing that a relatively high emission site density can be achieved from the cluster-assembled material. (C) 2002 American Institute of Physics.

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Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

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This paper considers a class of dynamic Spatial Point Processes (PP) that evolves over time in a Markovian fashion. This Markov in time PP is hidden and observed indirectly through another PP via thinning, displacement and noise. This statistical model is important for Multi object Tracking applications and we present an approximate likelihood based method for estimating the model parameters. The work is supported by an extensive numerical study.