Stochastic Effect - Crossref

Effect of Noise Correlation Coefficient on Joint Recursive Least Squares Parameters and State Estimation of Linear Stochastic State-Space System

To derive a Kalman filtering with correlated noises based on a recursive generalized extended least squares method for jointly estimating parameters and system states, the cross-correlation between process noise and measurement noise in Kalman filtering re-formation cycles is used.

Source link: https://doi.org/10.21203/rs.3.rs-1566070/v1

Research on Financial Risk Early Warning of Listed Companies Based on Stochastic Effect Mode

The results of the study show that the financial risk early warning system for random effect modeling is both feasible and effective, which will assist listed companies in determining financial risk early warning detection and improvements financial control.

Source link: https://doi.org/10.2478/amns.2021.2.00027

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