Sökning: "Covariance analysis"

Visar resultat 1 - 5 av 118 avhandlingar innehållade orden Covariance analysis.

  1. 1. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis

    Författare :Andreas Petersson; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Lévy process; Lyapunov equation; white noise; finite element method; multilevel Monte Carlo; Monte Carlo; multiplicative noise; asymptotic mean square stability; stochastic heat equation; covariance operator; weak convergence; generalized Wiener process; numerical approximation; stochastic wave equation; Stochastic partial differential equations;

    Sammanfattning : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. LÄS MER

  3. 2. Identification of stochastic systems : Subspace methods and covariance extension

    Författare :Anders Dahlen; KTH; []
    Nyckelord :Subspace identification; Time series; ARMA-modeling; Spectral estimation; Covariance extension; Asymptotic analysis;

    Sammanfattning : .... LÄS MER

  4. 3. Spectral Estimation by Geometric, Topological and Optimization Methods

    Författare :Per Enqvist; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Spectral Estimation; ARMA models; Covariance analysis; Cepstral analysis; Markov parameters; Global analysis; Convex Optimization; Continuation methods; Entropy maximization; Optimization; systems theory; Optimeringslära; systemteori;

    Sammanfattning : .... LÄS MER

  5. 4. Spectral Analysis of Nonuniformly Sampled Data and Applications

    Författare :Prabhu Babu; Peter Stoica; Fredrik Gustafsson; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Spectral analysis; array processing; nonuniform sampling; sparse parameter estimation; direction of arrival DOA estimation; covariance fitting; sinusoidal parameter estimation; maximum-likelihood; non-parametric approach; exoplanet detection; radial velocity technique; Sudoku; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

    Sammanfattning : Signal acquisition, signal reconstruction and analysis of spectrum of the signal are the three most important steps in signal processing and they are found in almost all of the modern day hardware. In most of the signal processing hardware, the signal of interest is sampled at uniform intervals satisfying some conditions like Nyquist rate. LÄS MER

  7. 5. Robust Real-Time Estimation of Region Displacements in Video Sequences

    Författare :Johan Skoglund; Michael Felsberg; Hanno Scharr; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; tracking; subpixel; real time; covariance; pose estimation; Image analysis; Bildanalys;

    Sammanfattning : The possibility to use real-time computer vision in video sequences gives many opportunities for a system to interact with the environment. Possible ways for interaction are e.g. augmented reality like in the MATRIS project where the purpose is to add new objects into the video sequence, or surveillance where the purpose is to find abnormal events. LÄS MER