Sökning: "Cramér-Rao inequality"

Hittade 3 avhandlingar innehållade orden Cramér-Rao inequality.

  1. 1. Data driven modeling in the presence of time series structure: : Improved bounds and effective algorithms

    Författare :Othmane Mazhar; Boualem Djehiche; Cristian R. Rojas; Carlo Fischione; Mohammad Reza Hesamzadeh; Boualem Djehiche; Munther Dahleh; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Time series; Non-asymptotic estimation; Minimax; Change point detection; Hidden Markov model; State space model; Least square; Penalized Regression; Random covariance matrix; Concentration inequality; Chaining integral; Self-normalized martingale inequality; Cramér-Rao inequality; van Trees inequality; Mathematical Statistics; Matematisk statistik;

    Sammanfattning : This thesis consists of five appended papers devoted to modeling tasks where the desired models are learned from data sets with an underlying time series structure. We develop a statistical methodology for providing efficient estimators and analyzing their non-asymptotic behavior. LÄS MER

  2. 2. Applications of Information Inequalities to Linear Systems : Adaptive Control and Security

    Författare :Ingvar Ziemann; Henrik Sandberg; Alexandre Proutiere; Nikolai Matni; KTH; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Stochastic Adaptive Control; Machine Learning; Fisher Information; Secure Control; Fundamental Limitations; Reinforcement Learning; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : This thesis considers the application of information inequalities, Cramér-Rao type bounds, based on Fisher information, to linear systems. These tools are used to study the trade-offs between learning and performance in two application areas: adaptive control and control systems security. LÄS MER

  3. 3. Studies on identification of time-variant and time-varying nonlinear systems

    Författare :Anders Nordsjö; KTH; []
    Nyckelord :;

    Sammanfattning : This thesis addresses same aspects of nonlinear systemidentification. In par ticular, it is assumed that theconsidered systems can be described by the Wiener model whichconsists of a dynamit linear part followed by a nonbnear partor the Haxnmerstein model in which the order of these twoblocks is reversed. LÄS MER