Search results for "Wiener-Hopf"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
67	Gianluca Fusai, I. David Abrahams, Carlo Sgarra	An exact analytical solution for discrete barrier options.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	Barrier options, discrete monitoring, Wiener-Hopf equation, Black-Scholes, z-transform
67	Martin D. Buhmann	Semi-infinite cardinal interpolation with multiquadrics and beyond.	Adv. Comput. Math.	2006	DBLP DOI BibTeX RDF	Wiener-Hopf factorisation, multivariate approximation, interpolation, radial basis functions
43	Jie Yang 0019, Jiahua Xie	Adaptive Filtering Algorithm by Using Modified Decorrelation.	MVHI	2010	DBLP DOI BibTeX RDF	adaptive echo canceller, Wiener-Hopf equation, adaptive filter, decorrelation
43	Muhammad Aslam Noor, Themistocles M. Rassias	Variational Principles.	Encyclopedia of Optimization	2009	DBLP DOI BibTeX RDF	Variational-like inequalities, Variational principles, Invex function, Pre-invex function, Resolvent equations, Wiener-Hopf equations, Merit function
43	Aurelian Bejancu, Malcolm A. Sabin	Maximal approximation order for a box-spline semi-cardinal interpolation scheme on the three-direction mesh.	Adv. Comput. Math.	2005	DBLP DOI BibTeX RDF	not-a-knot, semi-cardinal, Wiener-Hopf, boundary conditions, difference equations, multivariable interpolation, approximation order, box splines
27	Anastasia V. Kisil	A Generalization of the Wiener-Hopf Method for an Equation in Two Variables with Three Unknown Functions.	SIAM J. Appl. Math.	2024	DBLP DOI BibTeX RDF
27	Valentin D. Kunz, Raphael Assier	Diffraction by a Right-Angled No-Contrast Penetrable Wedge Revisited: A Double Wiener-Hopf Approach.	SIAM J. Appl. Math.	2022	DBLP DOI BibTeX RDF
27	Miguel Ángel Hernández-Verón, Natalia Romero Álvarez	Solving Wiener-Hopf problems via an efficient iterative scheme.	J. Comput. Appl. Math.	2022	DBLP DOI BibTeX RDF
27	M. A. Hernández-Verón, Natalia Romero Álvarez	An efficient predictor-corrector iterative scheme for solving Wiener-Hopf problems.	J. Comput. Appl. Math.	2022	DBLP DOI BibTeX RDF
27	Aneela Pathan, Tayab Din Memon	A Correlation-Less Approach Towards Adaptive Channel Equalizer Based on Wiener-Hopf Equation.	Wirel. Pers. Commun.	2021	DBLP DOI BibTeX RDF
27	Aneela Pathan, Tayab Din Memon	Sigma-Delta Modulation Based Adaptive Channel Equalizer Based on Wiener-Hopf Equations.	Wirel. Pers. Commun.	2021	DBLP DOI BibTeX RDF
27	Guido Germano 0001, Carolyn E. Phelan, Daniele Marazzina, Gianluca Fusai	Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms.	CoRR	2021	DBLP BibTeX RDF
27	Ekaterina T. Kolkovska, Ehyter M. Martín-González	The distribution and asympotic behaviour of the negative Wiener-Hopf factor for Lévy processes with rational positive jumps.	J. Appl. Probab.	2019	DBLP DOI BibTeX RDF
27	Bonan Zhou, Jason L. Speyer	Fractional Linear Quadratic Regulators Using Wiener-Hopf Spectral Factorization.	SIAM J. Control. Optim.	2019	DBLP DOI BibTeX RDF
27	Sander Wahls, Shrinivas Chimmalgi, Peter J. Prins	Wiener-Hopf Method for b-Modulation.	OFC	2019	DBLP BibTeX RDF
27	Takashi Nagasaka, Kazuya Kobayashi	Wiener-Hopf Analysis of the Plane Wave Diffraction by a Thin Material Strip: the Case of E Polarization.	IEICE Trans. Electron.	2018	DBLP DOI BibTeX RDF
27	Anastasia V. Kisil	An Iterative Wiener-Hopf Method for Triangular Matrix Functions with Exponential Factors.	SIAM J. Appl. Math.	2018	DBLP DOI BibTeX RDF
27	Takashi Nagasaka, Kazuya Kobayashi	Wiener-Hopf Analysis of the Plane Wave Diffraction by a Thin Material Strip.	IEICE Trans. Electron.	2017	DBLP DOI BibTeX RDF
27	D. R. Yafaev	On semibounded Wiener-Hopf operators.	J. Lond. Math. Soc.	2017	DBLP DOI BibTeX RDF
27	Bernhard P. Lampe, Efim N. Rosenwasser	H 2-optimization of sampled-data systems with a linear periodic plant. II. H 2-optimization of system S t based on the Wiener-Hopf method.	Autom. Remote. Control.	2016	DBLP DOI BibTeX RDF
27	Gianluca Fusai, Guido Germano 0001, Daniele Marazzina	Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options.	Eur. J. Oper. Res.	2016	DBLP DOI BibTeX RDF
27	Albert Ferreiro-Castilla, Kees van Schaik	Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals.	J. Appl. Probab.	2015	DBLP DOI BibTeX RDF
27	Farhat Suhel, S. K. Srivastava, Suhel Ahmad Khan	A Wiener-Hopf Dynamical System for Mixed Equilibrium Problems.	Int. J. Math. Math. Sci.	2014	DBLP DOI BibTeX RDF
27	Anchalee Manosueb, Jeerasuda Koseeyaporn, Paramote Wardkein	PLI Cancellation in ECG Signal Based on Adaptive Filter by Using Wiener-Hopf Equation for Providing Initial Condition.	Comput. Math. Methods Medicine	2014	DBLP DOI BibTeX RDF
27	Peter Den Iseger, Paul Gruntjes, Michel Mandjes	A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes.	Math. Methods Oper. Res.	2013	DBLP DOI BibTeX RDF
27	Brian H. Fralix, Colin M. Gallagher	A New Proof of the Wiener-Hopf Factorization via Basu's Theorem.	J. Appl. Probab.	2012	DBLP DOI BibTeX RDF
27	Yan Xuan, Fu-Rong Lin	Numerical methods based on rational variable substitution for Wiener-Hopf equations of the second kind.	J. Comput. Appl. Math.	2012	DBLP DOI BibTeX RDF
27	J. C. Pardo, Pierre Patie, Mladen Savov	A Wiener-Hopf type factorization for the exponential functional of Lévy processes.	J. Lond. Math. Soc.	2012	DBLP DOI BibTeX RDF
27	Ju-Phil Cho, Bong-Man Ahn, Jee-Won Hwang	A Novel Equivalent Wiener-Hopf Equation with TDL coefficient in Lattice Structure.	J. Inform. and Commun. Convergence Engineering	2011	DBLP DOI BibTeX RDF
27	Xiaolong Qin, Muhammad Aslam Noor	General Wiener-Hopf equation technique for nonexpansive mappings and general variational inequalities in Hilbert spaces.	Appl. Math. Comput.	2008	DBLP DOI BibTeX RDF
27	Muhammad Aslam Noor, Zhenyu Huang 0003	Wiener-Hopf equation technique for variational inequalities and nonexpansive mappings.	Appl. Math. Comput.	2007	DBLP DOI BibTeX RDF
27	Blas M. Vinagre, Vicente Feliú Batlle	Optimal Fractional Controllers for Rational Order Systems: A Special Case of the Wiener-Hopf Spectral Factorization Method.	IEEE Trans. Autom. Control.	2007	DBLP DOI BibTeX RDF
27	Giorgi Bogveradze, Luís P. Castro	Invertibility of matrix Wiener-Hopf plus Hankel operators with APW Fourier symbols.	Int. J. Math. Math. Sci.	2006	DBLP DOI BibTeX RDF
27	Yali Zhao, Zunquan Xia, Zeqing Liu	Generalized set-valued variational-like inclusions and Wiener-Hopf equations in Banach spaces.	Int. J. Math. Math. Sci.	2005	DBLP DOI BibTeX RDF
27	Agurtzane Amparan, Silvia Marcaida, Ion Zaballa	Wiener--Hopf Factorization Indices and Infinite Structure of Rational Matrices.	SIAM J. Control. Optim.	2004	DBLP DOI BibTeX RDF
27	V. G. Daniele	The Wiener--Hopf Technique for Impenetrable Wedges Having Arbitrary Aperture Angle.	SIAM J. Appl. Math.	2003	DBLP DOI BibTeX RDF
27	Kiheon Park, Goon-Ho Choi, Tae-Yong Kuc	Wiener-Hopf design of the optimal decoupling control system with state-space formulas.	Autom.	2002	DBLP DOI BibTeX RDF
27	Chun-Hua Guo	Nonsymmetric Algebraic Riccati Equations and Wiener-Hopf Factorization for M-Matrices.	SIAM J. Matrix Anal. Appl.	2001	DBLP DOI BibTeX RDF
27	Li Xie, Dingyü Xue, Shiu Kit Tso	On the two-degree-of-freedom Wiener-Hopf optimal design with tracking and disturbance rejection constraints.	Autom.	2000	DBLP DOI BibTeX RDF
27	Gerhard Haßlinger	Waiting time, busy periods and output models of a server analyzed via Wiener-Hopf factorization.	Perform. Evaluation	2000	DBLP DOI BibTeX RDF
27	Blas M. Vinagre, Vicente Feliu	Optimal fractional controllers for commensurate order systems: A special case of the Wiener-Hopf method.	CDC	2000	DBLP DOI BibTeX RDF
27	Kiheon Park, Yong-Suk Cho, Jong-Sung Lee, Kiwon Kang	Wiener-Hopf approach to derivation of rational doubly coprime factorizations.	Autom.	1999	DBLP DOI BibTeX RDF
27	Bernhard P. Lampe, Y. N. Rosenwasser	H2 optimization of sampled-datasystems on basis of improved Wiener-Hopf method.	ECC	1999	DBLP DOI BibTeX RDF
27	Søren Asmussen	A Probabilistic Look at the Wiener-Hopf Equation.	SIAM Rev.	1998	DBLP DOI BibTeX RDF
27	I. David Abrahams	On the Solution of Wiener-Hopf Problems Involving Noncommutative Matrix Kernel Decompositions.	SIAM J. Appl. Math.	1997	DBLP DOI BibTeX RDF
27	Nimrod Bayer	On the Identification of Wiener-Hopf Factors.	Queueing Syst. Theory Appl.	1996	DBLP DOI BibTeX RDF
27	Nimrod Bayer, Onno J. Boxma	Wiener-Hopf Analysis of an M/G/1 Queue with Negative Customers and of a Related Class of Random Walks.	Queueing Syst. Theory Appl.	1996	DBLP DOI BibTeX RDF
27	Hai-Ping Lee, Joseph J. Bongiorno Jr.	Wiener-Hopf design of optimal decoupled multivariable feedback control system.	IEEE Trans. Autom. Control.	1993	DBLP DOI BibTeX RDF
27	Masakatu Morii, Masao Kasahara, Douglas L. Whiting	Efficient bit-serial multiplication and the discrete-time Wiener-Hopf equation over finite fields.	IEEE Trans. Inf. Theory	1989	DBLP DOI BibTeX RDF
27	Yasuo Sugiyama	An algorithm for solving discrete-time Wiener-Hopf equations based upon Euclid's algorithm.	IEEE Trans. Inf. Theory	1986	DBLP DOI BibTeX RDF
27	Sigeru Omatu 0001, John H. Seinfeld	Filtering and Smoothing for Linear Discrete-Time Distributed Parameter Systems Based on Wiener-Hopf Theory with Application to Estimation of Air Pollution.	IEEE Trans. Syst. Man Cybern.	1981	DBLP DOI BibTeX RDF
27	Frank Stenger	An Algorithm for the Approximate Solution of Wiener-Hopf Integral Equations.	Commun. ACM	1973	DBLP DOI BibTeX RDF
27	Thomas Kailath	Fredholm resolvents, Wiener-Hopf equations, and Riccati differential equations.	IEEE Trans. Inf. Theory	1969	DBLP DOI BibTeX RDF
27	Anna Fortová, Jirí Krýze, Václav Peterka	Numerical solution of the Wiener-Hopf equation in statistical identification of a linear dynamic plant.	Kybernetika	1966	DBLP BibTeX RDF
27	Cyril Patrick Bates	A Technique for Solving Certain Wiener-Hopf Type Boundary Value Problems		1966	RDF
27	Dante C. Youla	The solution of a homogeneous Wiener-Hopf integral equation occurring in the expansion of second-order stationary random functions.	IRE Trans. Inf. Theory	1957	DBLP DOI BibTeX RDF
24	Jiro Katto, Junya Suzuki, Shusei Itagaki, Shinichi Sakaida, Kazuhisa Iguchi	Denoising intra-coded moving pictures using motion estimation and pixel shift.	ICASSP	2008	DBLP DOI BibTeX RDF
24	Rosa M. Fernández-Alcalá, Jesús Navarro-Moreno, Juan Carlos Ruiz-Molina	A unified approach to linear estimation problems for nonstationary processes.	IEEE Trans. Inf. Theory	2005	DBLP DOI BibTeX RDF
24	Chunshu Zhang	Eigenanalysis of CMAC Neural Network.	ISNN (1)	2005	DBLP DOI BibTeX RDF
24	Zbigniew Palmowski, Sabine Schlegel, Onno J. Boxma	A Tandem Queue with a Gate Mechanism.	Queueing Syst. Theory Appl.	2003	DBLP DOI BibTeX RDF	gate mechanism, batch customers, access networks, tandem queue, collision resolution
24	Daniela Fausten, Gerhard Haßlinger	Verified Numerical Analysis of the Performance of Switching Systems in Telecommunication.	Numerical Software with Result Verification	2003	DBLP DOI BibTeX RDF
24	Sebastià Galmés, Ramón Puigjaner	An algorithm for computing the mean response time of a single server queue with generalized on/off traffic arrivals.	SIGMETRICS	2003	DBLP DOI BibTeX RDF	Markov chain, response time, queuing model, steady-state, arrival process
24	Jongrit Lerdworatawee, Won Namgoong	MMSE matching for low noise amplifier.	ISCAS (5)	2002	DBLP DOI BibTeX RDF
24	Pearse A. Ffrench, James R. Zeidler, Walter H. Ku	Enhanced detectability of small objects in correlated clutter using an improved 2-D adaptive lattice algorithm.	IEEE Trans. Image Process.	1997	DBLP DOI BibTeX RDF