Sökning: "Adrian Wills"

Hittade 2 avhandlingar innehållade orden Adrian Wills.

1. 1. 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

3. 2. Tailoring Gaussian processes and large-scale optimisation

   Författare :Carl Jidling; Thomas B. Schön; Niklas Wahlström; Adrian Wills; Lars Kai Hansen; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Gaussian processes; Tomographic reconstruction; Large-scale optimisation; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

   Sammanfattning : This thesis is centred around Gaussian processes and large-scale optimisation, where the main contributions are presented in the included papers.Provided access to linear constraints (e.g. equilibrium conditions), we propose a constructive procedure to design the covariance function in a Gaussian process. LÄS MER