Sökning: "autoregressive modeling"

Visar resultat 1 - 5 av 19 avhandlingar innehållade orden autoregressive modeling.

1. 1. Signal Processing Approaches for Interference Mitigation in Automotive Radar Systems

   Författare :Muhammad Rameez; Mats Pettersson; Mattias Dahl; Saleh Javadi; Igal Bilik; Blekinge Tekniska Högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; automotive radar; autoregressive modeling; digital beamforming; interference mitigation; machine learning; mutual interference; pulse compression; radar signal processing; signal reconstruction; Systemteknik; Systems Engineering;

   Sammanfattning : Modern vehicles have several autonomous and semi-autonomous features, such as adaptive cruise control, lane keeping, adaptive headlights, and automatic emergency braking, ensuring a safe and comfortable driving experience. The vehicles typically rely on different sensors to "see" their surroundings and make decisions accordingly. LÄS MER

3. 2. Modeling the covariance matrix of financial asset returns

   Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

   Sammanfattning : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. LÄS MER

4. 3. On some continuous-time modeling and estimation problems for control and communication

   Författare :Yasir Irshad; Magnus Mossberg; Magnus Jansson; Karlstads universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; System Identification; Parameter Estimation; Continuous-time Stochastic Systems; Networked Control Systems; Errors-in-variables Systems; Wireless Channel Modeling; Closed-loop Identification; Physics; Fysik;

   Sammanfattning : The scope of the thesis is to estimate the parameters of continuous-time models used within control and communication from sampled data with high accuracy and in a computationally efficient way.In the thesis, continuous-time models of systems controlled in a networked environment, errors-in-variables systems, stochastic closed-loop systems, and wireless channels are considered. LÄS MER

5. 4. Linear Modeling and Prediction in Diabetes Physiology

   Författare :Marzia Cescon; Institutionen för reglerteknik; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; system identification; prediction; biological systems;

   Sammanfattning : Diabetes Mellitus is a chronic disease characterized by the inability of the organism to autonomously regulate the blood glucose level due to insulin deficiency or resistance, leading to serious health damages. The therapy is essentially based on insulin injections and depends strongly on patient daily decisions, being mainly based upon empirical experience and rules of thumb. LÄS MER

7. 5. Some problems of modeling and parameter estimation in continous-time for control and communication

   Författare :Yasir Irshad; Magnus Mossberg; Magnus Jansson; Karlstads universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Continuous-time modeling; identification; estimation; closed-loop systems; networked control systems; wireless communication; stochastic differential equations; Physics; Fysik;

   Sammanfattning : Stochastic system identification is of great interest in the areas of control and communication. In stochastic system identification, a model of a dynamic system is determined based on given inputs and received outputs from the system, where stochastic uncertainties are also involved. LÄS MER