Kangrong TAN


State Estimation from Time Series by Using Particle Filters Based on Equation Approximations with the Genetic Programming and Its Applications to Suppression of Fluctuations
Shozo TOKINAGA  Kangrong TAN 
Publication:   A - Abstracts of IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences (Japanese Edition)
Publication Date: 2010/11/01
Vol. J93-A  No. 11  pp. 739-755
Type of Manuscript: PAPER
Category: 
Keyword: 
agents' behaviorparticle filterGenetic Programmingstate estimationnonlinear modelingtime series
  Summary |  Full Text(in Japanese):PDF (299.4KB)

Estimation of Tail Distribution of Performance Evaluation Functions Based on the Importance Sampling in Stochastic Models Described by Variables Including Jump Diffusion Processes and Its Applications
Kangrong TAN  Meifen CHU  Shozo TOKINAGA 
Publication:   A - Abstracts of IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences (Japanese Edition)
Publication Date: 2007/02/01
Vol. J90-A  No. 2  pp. 92-102
Type of Manuscript: PAPER
Category: 
Keyword: 
tail distribution estimationImportance Samplingjump diffusion processevaluation of loss
  Summary |  Full Text(in Japanese):PDF (372.5KB)