Sökning: "Covariance extension"

Visar resultat 1 - 5 av 17 avhandlingar innehållade orden Covariance extension.

  1. 1. Identification of stochastic systems : Subspace methods and covariance extension

    Författare :Anders Dahlen; KTH; []
    Nyckelord :Subspace identification; Time series; ARMA-modeling; Spectral estimation; Covariance extension; Asymptotic analysis;

    Sammanfattning : .... LÄS MER

  3. 2. Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression

    Författare :Kristi Kuljus; Silvelyn Zwanzig; Dietrich von Rosen; Jana Jureckova; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; elliptical distributions; multivariate ranks; rank covariance matrix; linear rank regression; heteroscedastic errors; linear rank statistics; Mathematical statistics; Matematisk statistik;

    Sammanfattning : This thesis deals with univariate and multivariate rank methods in making statistical inference. It is assumed that the underlying distributions belong to the class of elliptical distributions. LÄS MER

  4. 3. Modeling and Model Reduction by Analytic Interpolation and Optimization

    Författare :Giovanna Fanizza; Anders Lindquist; György Michaletzky; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Analytic Interpolation theory with a degree constraint; rational covariance extension problem; spectral estimation; model reduction; optimization; passive system; Optimization; systems theory; Optimeringslära; systemteori;

    Sammanfattning : This thesis consists of six papers. The main topic of all these papers is modeling a class of linear time-invariant systems. The system class is parameterized in the context of interpolation theory with a degree constraint. LÄS MER

  5. 4. Bayesian time series and panel models : unit roots, dynamics and random effects

    Författare :Mickael Salabasis; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of four papers and the main theme present is dependence, through time as in serial correlation, and across individuals, as in random effects. The individual papers may be grouped in many different ways. LÄS MER

  7. 5. A convex optimization approach to complexity constrained analytic interpolation with applications to ARMA estimation and robust control

    Författare :Anders Blomqvist; Anders Lindquist; Giorgio Picci; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical optimization; systems theory; analytic interpolation; moment matching; Nevanlinna-Pick interpolation; spectral estimation; convex optimization; Optimeringslära; systemteori; Optimization; systems theory; Optimeringslära; systemteori;

    Sammanfattning : Analytical interpolation theory has several applications in systems and control. In particular, solutions of low degree, or more generally of low complexity, are of special interest since they allow for synthesis of simpler systems. LÄS MER