Sökning: "Matrix singularity"

Visar resultat 1 - 5 av 8 avhandlingar innehållade orden Matrix singularity.

  1. 1. Modeling the covariance matrix of financial asset returns

    Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

    Sammanfattning : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. LÄS MER

  2. 2. Influence of microstructure on debonding at the fiber/matrix interface in fiber-reinforced polymers under tensile loading

    Författare :Luca Di Stasio; Janis Varna; Zoubir Ayadi; Alberto Barroso; Luleå tekniska universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Fiber matrix interface; Debonding; Polymer-Matrix Composites PMC ; Finite Element Method FEM ; Linear Elastic Fracture Mechanics LEFM ; Polymeric Composite Materials; Polymera kompositmaterial;

    Sammanfattning : At the end of the second decade of the XXI century, the transportation industry at large faces several challenges that will shape its evolution in the next decade and beyond. The first such challenge is the increasing public awareness and governmental action on climate change, which are increasing the pressure on the industrial sectors responsible for the greatest share of emissions, the transportation industry being one of them, to reduce their environmental footprint. LÄS MER

  3. 3. Elastic Wave Scattering by Closed Cracks and Thin Flaws - Multiple Scattering and Resonances

    Författare :Arne S. Eriksson; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SH-wave; evaluation of materials; direct integral equation; singularity expansion; ultrasonic testing;

    Sammanfattning : In this thesis we study elastic wave scattering by thin flaws and closed cracks, which finds applications in ultrasonic testing and evaluation of materials. First we consider the scattering of an SH-wave by a thin finite elastic layer between two elastic half-spaces. LÄS MER

  4. 4. Algorithms in data mining : reduced rank regression and classification by tensor methods

    Författare :Berkant Savas; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    Sammanfattning : In many fields of science, engineering, and economics large amounts of data are stored and there is a need to analyze these data in order to extract information for various purposes. Data mining is a general concept involving different tools for performing this kind of analysis. LÄS MER

  5. 5. Towards Aerial Robotic Workers

    Författare :Emil Fresk; Dimos Dimarogonas; Luleå tekniska universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Aerial Robotic Worker; UAV; Multirotor; Quadrotor; Estimation; Quaternion; Inertial Navigation; Reglerteknik; Control Engineering;

    Sammanfattning : The aim of this thesis is to advance the control and estimation schemes for multirotors, and more specifically the Aerial Robotic Worker, in order to progress towards the necessary control and estimation performance for robust control, cooperation and collaboration. Towards this envisioned aim, this Licentiate thesis will present the following main research contributions: a) a singularity-free attitude controller for the attitude problem has been established, that does not have the inherent drawbacks of Euler angle or Direction Cosine Matrix based approaches, b) a generalized estimation scheme for attitude, position and parameter estimation will be presented that has the merit of low computational footprint, while it is robust towards magnetic disturbances and able to identify key parameters in the model of an Aerial Robotic Worker, c) an method for estimating the induced vibration frequencies on the multirotor’s frame, and the respective amplitudes, that relies on notch filtering for attenuating the induced vibrations, and d) a theoretical establishment, as well as an experimental development and evaluation of a variable pitch propeller model to add additional degrees of freedom and increase the robustness of an Aerial Robotic Worker. LÄS MER