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Visar resultat 1 - 5 av 31 avhandlingar som matchar ovanstående sökkriterier.

1. 1. Stochastic model updating and model selection with application to structural dynamics

   Författare :Majid Khorsand Vakilzadeh; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Finite element model; Bayesian model selection; Bayesian model updating; stochastic simulation; Bootstrapping; Subspace system identification; Uncertainty quantification;

   Sammanfattning : Uncertainty induced by our incomplete state of knowledge about engineering systems and their surrounding environment give rise to challenging problems in the process of building predictive models for the system behavior. One such challenge is the model selection problem, which arises due to the existence of invariably multiple candidate models with different mathematical forms to represent the system behavior, and so there is a need to assess their plausibility based on experimental data. LÄS MER

3. 2. Rainflow Analysis of Switching Markov Loads

   Författare :Pär Johannesson; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; rainflow matrix; fatigue; vehicle load; hidden Markov model; random load; Markov model; Switching process; Statistik; operationsanalys; programmering; aktuariematematik;

   Sammanfattning : Rainflow cycles are often used in fatigue analysis of materials for describing the variability of applied loads. Therefore, an important characteristic of a random load process is the intensity of rainflow cycles, also called the expected rainflow matrix (RFM), which can be used for evaluation of the fatigue life. LÄS MER

4. 3. Interacting Particle Systems: Percolation, Stochastic Domination and Randomly Evolving Environments

   Författare :Erik Broman; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Determinantal processes; k-dependence; k-block-factors; percolation; stochastic Ising models; contact process; $ epsilon-$movability; hidden Markov chain; stochastic domination; k-block-factors;

   Sammanfattning : In this thesis we first analyze the class of one-dependent trigonometric determinantal processes and show that they are all two-block-factors. We do this by constructing the two-block-factors explicitly. Second we investigate the dynamic stability of percolation for the stochastic Ising model and the contact process. LÄS MER

5. 4. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

   Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. LÄS MER

7. 5. Satistical Modelling Of CO2 Exchange Between Land And Atmosphere : Using Stochastic Optimisation And Gaussian Markov Random Fields

   Författare :Unn Dahlén; Spatio-Temporal Stochastic Modelling Group; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Gaussiska Markovfält; Stokastisk optimering; CO2-flöden; Spatial statistik; Stochastic Optimisation; Gaussian Markov Random Fields; Atmospheric inverse modelling; Spatial statistics; Computational statistics;

   Sammanfattning : This thesis focuses on the development and application of efficient mathematicaltools for estimating and modelling the exchange of carbon dioxide (CO2) between the Earth and its atmosphere; here referred to as the global CO2 surface flux.There are two main approaches for estimating the CO2 flux: Processed based(bottom-up) modelling and atmospheric inversion (top-down) modelling. LÄS MER