Sentence examples for based on discrete observation from inspiring English sources
It is more realistic and interesting to consider the parameter estimation for diffusion processes based on discrete observation, since the actual data may be obtained discretely.
From a practical standpoint, it is more realistic and amusing to consider asymptotic properties of the estimator based on discrete observations of (X_{t}).
So, recently in the literature, the statistical inference for diffusion processes based on discrete observations has often been of concern; for example, see [3 6] and its references for parametric estimation, see [7 9] and the references therein for a semi-parametric estimation and see [10 16] and the references therein for a nonparametric estimation.
State-feedback controls based on discrete-time observations are designed in the drift and diffusion parts of the system.
The mean-square and the almost sure convergence of these estimators based on discrete-time observations are provided.
In this paper, new variable bandwidth nonparametric robust estimators for the drift function and diffusion function of diffusion processes based on discrete-time observations are devised.
As for a parameter estimation based on discrete-time observations, Sørensen [17] gave an excellent survey of existing estimation techniques for stationary and ergodic diffusion processes observed at discrete points in time.
These are based on discrete geodesic interpolation, a discrete geometric logarithm, a discrete exponential map, and discrete parallel transport.
"Engine Torque Control Based on Discrete Event Model and Disturbance Observer".
Our results are based on discrete Gaussian formula and some basic theories of discrete fractional calculus.
