Aerodynamic parameter estimation for Unmanned Aerial Vehicles (UAVs) is a critical discipline for optimising performance, ensuring flight safety and enhancing control robustness in increasingly ...

Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...

Muhammad Sumair, Tauseef Aized, Syed Asad Raza Gardezi, Muhammad Mahmood Aslam Bhutta, Syed Ubaid ur Rehman, Syed Muhammad Sohail Rehman Energy Exploration & Exploitation, Vol. 39, No. 5 (September ...

The ARIMA procedure primarily uses the computational methods outlined by Box and Jenkins. Marquardt's method is used for the nonlinear least-squares iterations. Numerical approximations of the ...

As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic ...

This paper is devoted to the parameterization of correlations in the Vasicek credit portfolio model. First, we analytically approximate standard errors for value-at-risk and expected shortfall based ...