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An operator is a function that takes one observable (the source) as its first argument and returns another observable (the destination, or outer observable). Then for every item that the source observable emits, it will apply a function to that item, and then emit it on the destination Observable.
The observer design pattern is a behavioural pattern listed among the 23 well-known "Gang of Four" design patterns that address recurring design challenges in order to design flexible and reusable object-oriented software, yielding objects that are easier to implement, change, test and reuse.
In computing, reactive programming is a declarative programming paradigm concerned with data streams and the propagation of change. With this paradigm, it is possible to express static (e.g., arrays) or dynamic (e.g., event emitters) data streams with ease, and also communicate that an inferred dependency within the associated execution model exists, which facilitates the automatic propagation ...
In software architecture, publish–subscribe or pub/sub is a messaging pattern where publishers categorize messages into classes that are received by subscribers. This is contrasted to the typical messaging pattern model where publishers send messages directly to subscribers.
A partially observable Markov decision process (POMDP) is a generalization of a Markov decision process (MDP). A POMDP models an agent decision process in which it is assumed that the system dynamics are determined by an MDP, but the agent cannot directly observe the underlying state.
is observable, where , , and are, respectively, , , and matrices. One of the many ways one can achieve such goal is by the use of the Observability Gramian. Observability in LTI Systems
The original Guitar Hero logo features more pointed decorations on its letters, emphasizing its basis in heavy metal. The new logo, which was introduced with Guitar Hero 5 and used up through Warriors of Rock, removes these sharp features so as to reflect the broader selection of music now included in the games.
Random walk: The instantaneous log return of the stock price is an infinitesimal random walk with drift; more precisely, the stock price follows a geometric Brownian motion, and it is assumed that the drift and volatility of the motion are constant. If drift and volatility are time-varying, a suitably modified Black–Scholes formula can be ...