Sökning: "Adaptive filter theory"

Visar resultat 1 - 5 av 14 avhandlingar innehållade orden Adaptive filter theory.

  1. 1. Estimation of Nonlinear Dynamic Systems : Theory and Applications

    Författare :Thomas B. Schön; Fredrik Gustafsson; Simon Godsill; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nonlinear estimation; system identification; Kalman filter; particle filter; marginalized particle filter; expectation maximization; automotive applications; Automatic control; Reglerteknik;

    Sammanfattning : This thesis deals with estimation of states and parameters in nonlinear and non-Gaussian dynamic systems. Sequential Monte Carlo methods are mainly used to this end. These methods rely on models of the underlying system, motivating some developments of the model concept. LÄS MER

  3. 2. Functional Hodrick-Prescott Filter

    Författare :Hiba Nassar; Astrid Hilbert; Alexander Meister; Linnéuniversitetet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Inverse problems; adaptive estimation; Hodrick-Prescott filter; smoothing; trend extraction; Gaussian measures on a Hilbert space.; Mathematics; Matematik;

    Sammanfattning : The study of functional data analysis is motivated by their applications in various fields of statistical estimation and statistical inverse problems.In this thesis we propose a functional Hodrick-Prescott filter. This filter is applied to functional data which take values in an infinite dimensional separable Hilbert space. LÄS MER

  4. 3. Filter bank design for digital speech signal processing : methods and applications

    Författare :Jan Mark de Haan; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Adaptive filter theory; Subband filter banks;

    Sammanfattning : Adaptive filter theory is an important subject in the field of signal processing and has numerous applications in speech processing, telecommunications and mechanical engineering. Examples in speech processing include suppression of background noise, echo cancellation and dereverberation (acoustic path equalization). LÄS MER

  5. 4. Adaptive Multidimensional Filtering

    Författare :Leif Haglund; Gösta Granlund; Linköpings universitet; []
    Nyckelord :TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : This thesis contains a presentation and an analysis of adaptive filtering strategies for multidimensional data. The size, shape and orientation of the flter are signal controlled and thus adapted locally to each neighbourhood according to a predefined model. LÄS MER

  7. 5. Simulation and Estimation of Diffusion Processes : Applications in Finance

    Författare :Carl Åkerlindh; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Diffusion processes; Kalman filter; Uncented Kalman filter; EM algorithm; Kernel estimation; Bandwidth selection; Multilevel Monte Carlo; Simulated maximum likelihood estimation; Julia language;

    Sammanfattning : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. LÄS MER