Sökning: "Covariance fitting"

Visar resultat 11 - 13 av 13 avhandlingar innehållade orden Covariance fitting.

  1. 11. 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

  3. 12. The Non-Linear Instantaneous Least Squares Approach to Signal Parameter Estimation

    Författare :Jakob Ängeby; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; aliasing; polynomial-phase signals; synthetic aperture radar auto-focusing; non-linear least squares; time-frequency estimation; estimation theory; non-stationary processes; non-uniform sampling;

    Sammanfattning : Estimation of parameters of non-stationary signals observed in noise is a challenging and difficult task, motivated by applications such as radar and mobile tele-communication. Here, a novel method for signal parameter estimation named the Non-linear Instantaneous Least Squares (NILS) approach is presented, which can be applied to linear and non-linear signals, and to both uniformly and non-uniformly sampled data. LÄS MER

  4. 13. Essays on earnings formation, labor market dynamics, and taxation

    Författare :Johan Holmberg; Thomas Aronsson; Gauthier Lanot; Johan Lundberg; Mette Ejrnæs; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Earnings dynamics; inequality; unemployment; social insurance; economic crises; taxation; Economics; nationalekonomi;

    Sammanfattning : Chapter [I] analyses the dynamic properties of life-cycle earnings of men and women in Sweden by fitting a model to the covariance structure of earnings. We find that the financial crisis of 2008 did not have any major impact on the variability of earnings and that the upward trend in permanent earnings inequality observed in Sweden during the 1990s does not continue in the 2000s. LÄS MER