Sökning: "Adaptive Stochastic Control"

Visar resultat 11 - 15 av 22 avhandlingar innehållade orden Adaptive Stochastic Control.

  1. 11. Recursive Bayesian Estimation : Navigation and Tracking Applications

    Författare :Niclas Bergman; Fredrik Gustafsson; Lennart Ljung; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Target tracking; Autonomous aircraft navigation; Terrain navigation;

    Sammanfattning : Recursive estimation deals with the problem of extracting information about parameters, or states, of a dynamical system in real time, given noisy measurements of the system output. Recursive estimation plays a central role in many applications of signal processing, system identification and automatic control. LÄS MER

  3. 12. Resource Allocation in Airborne Surveillance Radar

    Författare :Johannes Wintenby; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; radar resource management; radar control; sensor management; surveillance radar; electronically scanned antenna; adaptive tracking; resource allocation;

    Sammanfattning : Radars equipped with an Electronically Scanned Antenna (ESA) have the potential of directing the electromagnetic radar beam without mechanically adjusting the antenna. Furthermore, the beam can be redirected instantaneously towards any location in space. LÄS MER

  4. 13. Coarse Graining Monte Carlo Methods for Wireless Channels and Stochastic Differential Equations

    Författare :Håkon Hoel; Anders Szepessy; Ola Hössjer; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Coarse graining; Monte Carlo Methods; Stochastic processes; Numerical analysis; Numerisk analys;

    Sammanfattning : This thesis consists of two papers considering different aspects of stochastic process modelling and the minimisation of computational cost. In the first paper, we analyse statistical signal properties and develop a Gaussian pro- cess model for scenarios with a moving receiver in a scattering environment, as in Clarke’s model, with the generalisation that noise is introduced through scatterers randomly flip- ping on and off as a function of time. LÄS MER

  5. 14. IMPROVING DIFFERENTIAL EVOLUTION WITH ADAPTIVE AND LOCAL SEARCH METHODS

    Författare :Miguel Leon; Ning Xiong; Peter Funk; Yigen Zenlander; Kristian Sandström; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Differential Evolution; Adaptation; Memetic algorithm; Evolutionary Algorithm; Computer Science; datavetenskap;

    Sammanfattning : Differential Evolution (DE) is a population-based algorithm that belongs to the Evolutionary algorithm family. During recent years, DE has become a popular algorithm in optimization due to its strength solving different types of optimization problems and due to its easy usage and implementation. LÄS MER

  7. 15. Accurate Finite Difference Methods for Option Pricing

    Författare :Jonas Persson; Lina von Sydow; Per Lötstedt; Johan Tysk; Jari Toivanen; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Finite differences; Option pricing; Adaptive methods; Numerical Analysis; Numerisk analys;

    Sammanfattning : Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. LÄS MER