Sökning: "Covariance fitting"

Visar resultat 6 - 10 av 13 avhandlingar innehållade orden Covariance fitting.

1. 6. Identification of viscoelastic materials and continuous-time stochastic systems

   Författare :Magnus Mossberg; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; identification; viscoelastic; continuous-time; Signal processing; Signalbehandling; Signal Processing; Signalbehandling;

   Sammanfattning : Two system identification problems, identification of viscoelastic material properties and identification of continuous-time stochastic systems, are considered in the thesis. The viscoelastic material properties are characterised by the frequency-dependent complex modulus. LÄS MER

3. 7. Estimation Using Low Rank Signal Models

   Författare :Kaushik Mahata; Torsten Söderström; Mats Viberg; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; parameter estimation; separable least squares; statistical analysis; viscoelasticity; subspace algorithms; spectrum estimation; Signal processing; Signalbehandling;

   Sammanfattning : Designing estimators based on low rank signal models is a common practice in signal processing. Some of these estimators are designed to use a single low rank snapshot vector, while others employ multiple snapshots. This dissertation deals with both these cases in different contexts. LÄS MER

4. 8. Noise Convolution Models: Fluids in Stochastic Motion, Non-Gaussian Tempo-Spatial Fields, and a Notion of Tilting

   Författare :Jörg Wegener; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; generalized Laplace; shallow water equations; asymmetry; noise convolution models; tempo-spatial fields; non-Gaussian model;

   Sammanfattning : The primary topic of this thesis is a class of tempo-spatial models which are rather flexible in a distributional sense. They prove quite successful in modeling (temporal) dependence structures and go beyond the limitation of Gaussian models, thus allowing for heavy tails and skewness. LÄS MER

5. 9. Group-Sparse Regression : With Applications in Spectral Analysis and Audio Signal Processing

   Författare :Ted Kronvall; Statistical Signal Processing Group; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; sparse regression; group-sparsity; statistical modeling; regularization; hyperparameter-selection; spectral analysis; audio signal processing; classification; localization; multi-pitch estimation; chroma; convex optimization; ADMM; cyclic coordinate descent; proximal gradient;

   Sammanfattning : This doctorate thesis focuses on sparse regression, a statistical modeling tool for selecting valuable predictors in underdetermined linear models. By imposing different constraints on the structure of the variable vector in the regression problem, one obtains estimates which have sparse supports, i.e. LÄS MER

7. 10. On performance analysis of subspace methods in system identification and sensor array processing

   Författare :Magnus Jansson; Bo Wahlberg; Mats Molander; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; subspace methods; system identification; state-space models; linear regression; sensor array processing; performance analysis; EM algorithm; minimum redundancy array;

   Sammanfattning : This thesis addresses the issue of performance analysis of subspace-based parameter estimation methods in two different applications, namely system identification and sensor array processing.  The objective is to study the quality of the estimated models as the amount of data increases, and to suggest improvements and give user guidelines. LÄS MER