Inverse updated systolic RLS algorithm with regularized exponential forgetting
Inversion d’un opérateur de Toeplitz tronqué à symbole matriciel et théorèmes-limite de Szegö
Ce travail est une étude théorique d’opérateurs de Toeplitz dont le symbole est une fonction matricielle régulière définie positive partout sur le tore à une dimension. Nous proposons d’abord une formule d’inversion exacte pour un opérateur de Toeplitz à symbole matriciel, démontrée au moyen d’un théorème établi en annexe et donnant la solution du problème de la prédiction relatif à un passé fini pour un processus stationnaire du second ordre. Nous établissons ensuite, à partir de cet inverse, un...
Irregular obstacles and quasi-variational inequalities of stochastic impulse control
Iterative estimators of parameters in linear models with partially variant coefficients
A new kind of linear model with partially variant coefficients is proposed and a series of iterative algorithms are introduced and verified. The new generalized linear model includes the ordinary linear regression model as a special case. The iterative algorithms efficiently overcome some difficulties in computation with multidimensional inputs and incessantly appending parameters. An important application is described at the end of this article, which shows that this new model is reasonable and...
IT/IS security management with uncertain information
The paper introduces a novel proposal of a security management system destined primarily for application in the field of IT. Its core is formed by a triplet of cooperating knowledge-based (expert) systems, the knowledge bases of which consist of vague If-Then rules. The knowledge bases were created by experts on the problem domain and multiple times tested and verified on actual scenarios and real systems. With the system, a comprehensive methodology that is a part of a more complex approach to...