Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Jaafar AlMutawa"'
Autor:
Jaafar AlMutawa
Publikováno v:
IET Signal Processing. 11:73-79
The authors propose a diagnostic technique for the state-space model fitting of time series by deleting some observations and measuring the change in the parameter estimates. They consider this approach in order to distinguish an observational outlie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c2361034b5653bc9659e0467a3029804
https://doi.org/10.1049/iet-spr.2014.0469
https://doi.org/10.1049/iet-spr.2014.0469
Autor:
Jaafar AlMutawa
Publikováno v:
MIM
We propose a diagnostics technique for the state space model fitting formed by deleting observations from the data and measuring the change in the estimates of the parameters. A method is proposed for distinguishing an observational outlier from an i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::243754d73ca6e2a9ac152157c3d16cc3
https://doi.org/10.3182/20130619-3-ru-3018.00598
https://doi.org/10.3182/20130619-3-ru-3018.00598
Autor:
Kassem Mustapha, Jaafar AlMutawa
Publikováno v:
Numerical Algorithms. 61:525-543
The numerical solution for a class of fractional sub-diffusion equations is studied. For the time discretization, we use a generalized Crank–Nicolson method combined with the second central finite difference (FD) for the spatial discretization whic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81a0364ee1e494a7932b88bcafe4c00f
https://doi.org/10.1007/s11075-012-9547-0
https://doi.org/10.1007/s11075-012-9547-0
Autor:
Jaafar AlMutawa
Publikováno v:
IMA Journal of Mathematical Control and Information. 29:23-32
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7eb5e2d34cf693c150b4cbb6ac51429
https://doi.org/10.1093/imamci/dnr022
https://doi.org/10.1093/imamci/dnr022
Autor:
Jaafar AlMutawa
Publikováno v:
Asian Journal of Control. 13:513-521
In this paper, we propose a robust Kalman filter and smoother for the errors-in-variables (EIV) state space models subject to observation noise with outliers. We introduce the EIV problem with outliers and then present the minimum covariance determin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10ce35a8b9e06fd64464c70ac86e2dd7
https://doi.org/10.1002/asjc.352
https://doi.org/10.1002/asjc.352
Publikováno v:
World Journal of Science, Technology and Sustainable Development. 7:369-389
The present study utilizes daily mean time series of meteorological parameters (air temperature, relative humidity, barometric pressure and wind speed) and daily totals of rainfall data to understand the changes in these parameters during 17 years pe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b56a85f2b3d6fb0579dd4c0e25cc2280
https://doi.org/10.1108/20425945201000023
https://doi.org/10.1108/20425945201000023
Autor:
Jaafar AlMutawa
Publikováno v:
Journal of Process Control. 19:879-887
In this paper, a subspace system identification algorithm for the errors-in-variables (EIV) state space models subject to observation noise with outliers has been developed. By using the minimum covariance determinant (MCD) estimator, the outliers ha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f9b7b0d1bfc794e5efa5f5566edbc994
https://doi.org/10.1016/j.jprocont.2008.11.011
https://doi.org/10.1016/j.jprocont.2008.11.011
Autor:
Jaafar AlMutawa
Publikováno v:
IFAC Proceedings Volumes. 41:456-461
In this paper, we propose a robust Kalman filter and smoother for the errors-invariables (EIV) state space model subject to observation noise with outliers. We introduce the EIV problem with outliers and then we present the minimum covariance determi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ad1738c7d3f15ba5efb1d6199d63db52
https://doi.org/10.3182/20080706-5-kr-1001.00077
https://doi.org/10.3182/20080706-5-kr-1001.00077
Autor:
Jaafar AlMutawa
Publikováno v:
IFAC Proceedings Volumes. 41:1378-1383
This paper advocates a new subspace system identification algorithm for the errors-in-variables (EIV) state space model via the EM algorithm. To initialize the EM algorithm an initial estimate is obtained by the errors-in-variables subspace system id
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::be0901def3692e589616cef5296d2222
https://doi.org/10.3182/20080706-5-kr-1001.00236
https://doi.org/10.3182/20080706-5-kr-1001.00236
Autor:
Jaafar ALMutawa, Tohru Katayama
Publikováno v:
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications. 2005:56-63
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d7a5251d73264f05930d65ce83ce16eb
https://doi.org/10.5687/sss.2005.56
https://doi.org/10.5687/sss.2005.56