Sökning: "Filtering Process"

Visar resultat 1 - 5 av 145 avhandlingar innehållade orden Filtering Process.

1. 1. Bridges with Random Length and Pinning Point for Modelling the Financial Information

   Författare :Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

   Sammanfattning : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. LÄS MER

3. 2. Hidden Markov models : Identification, control and inverse filtering

   Författare :Robert Mattila; Bo Wahlberg; Eric Moulines; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; hidden markov models; system identification; method of moments; inverse filtering; abdominal aortic aneurysm; medical; markov decision process; structure; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : The hidden Markov model (HMM) is one of the workhorse tools in, for example, statistical signal processing and machine learning. It has found applications in a vast number of fields, ranging all the way from bioscience to speech recognition to modeling of user interactions in social networks. LÄS MER

4. 3. CPU Resource Management and Noise Filtering for PID Control

   Författare :Vanessa Romero Segovia; Institutionen för reglerteknik; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; resource management; embedded systems; real-time systems; multimedia; multicore; measurement noise; filtering; trade-offs; robustness; performance; SDU; noise gain; PID control;

   Sammanfattning : The first part of the thesis deals with adaptive CPU resource management for multicore platforms. The work was done as a part of the resource manager component of the adaptive resource management framework implemented in the European ACTORS project. The framework dynamically allocates CPU resources for the applications. LÄS MER

5. 4. Data Filtering and Control Design for Mobile Robots

   Författare :Maja Karasalo; Xiaoming Hu; John Baras; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; formation control; tracking; nonlinear control; optimal smoothing; adaptive filtering; Optimization; systems theory; Optimeringslära; systemteori;

   Sammanfattning : In this thesis, we consider problems connected to navigation and tracking for autonomousrobots under the assumption of constraints on sensors and kinematics. We study formation controlas well as techniques for filtering and smoothing of noise contaminated input. The scientific contributions of the thesis comprise five papers. LÄS MER

7. 5. Efficient Spatiotemporal Filtering and Modelling

   Författare :Jörgen Karlholm; Linköpings universitet; []
   Nyckelord :TECHNOLOGY; TEKNIKVETENSKAP;

   Sammanfattning : The thesis describes novel methods for efficient spatiotemporal filtering and modeling. A multiresolution algorithm for energy-based estimation and representation of local spatiotemporal structure by second order symmetric tensors is presented. The problem of how to properly process estimates with varying degree of reliability is addressed. LÄS MER