Sökning: "state-space models"

Visar resultat 1 - 5 av 133 avhandlingar innehållade orden state-space models.

1. 1. Machine Tool Dynamics - A constrained state-space substructuring approach

   Författare :Anders Liljerehn; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; State-space component synthesis; System identification; Receptance coupling; Chatter stability; Metal cutting; State-space models;

   Sammanfattning : Metal cutting is today one of the leading forming processes in the manufacturing industry. The metal cutting industry houses several actors providing machine tools and cutting tools with a fierce competition as a consequence. Extensive efforts are made to improve the performance of both machine tools and cutting tools. LÄS MER

3. 2. Sequential Monte Carlo methods for conjugate state-space models

   Författare :Anna Wigren; Fredrik Lindsten; Lawrence Murray; Riccardo Sven Risuleo; Simon Maskell; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Sequential Monte Carlo; Particle filter; Markov chain Monte Carlo; Conjugacy; State-space model; Probabilistic programming; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

   Sammanfattning : Bayesian inference in state-space models requires the solution of high-dimensional integrals, which is intractable in general. A viable alternative is to use sample-based methods, like sequential Monte Carlo, but this introduces variance into the inferred quantities that can sometimes render the estimates useless. LÄS MER

4. 3. Machine learning with state-space models, Gaussian processes and Monte Carlo methods

   Författare :Andreas Svensson; Thomas B. Schön; Fredrik Lindsten; Carl Edward Rasmussen; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Machine learning; State-space models; Gaussian processes; Elektroteknik med inriktning mot reglerteknik; Electrical Engineering with specialization in Automatic Control;

   Sammanfattning : Numbers are present everywhere, and when they are collected and recorded we refer to them as data. Machine learning is the science of learning mathematical models from data. Such models, once learned from data, can be used to draw conclusions, understand behavior, predict future evolution, and make decisions. LÄS MER

5. 4. On State-Space Models in System Identification

   Författare :Tomas McKelvey; Linköpings universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

   Sammanfattning : This thesis considers identification of multivariable discrete time linear systems by using time-invariant state-space models of finite dimension. A new model structure is introduced that is fully parametrized, i. e. all matrices are filled with parameters. LÄS MER

7. 5. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

   Författare :Jimmy Olsson; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

   Sammanfattning : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. LÄS MER