Sökning: "Maximum-Likelihood"

Visar resultat 6 - 10 av 248 avhandlingar innehållade ordet Maximum-Likelihood.

1. 6. Inference techniques for stochastic nonlinear system identification with application to the Wiener-Hammerstein models

   Författare :Giuseppe Giordano; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; nonlinear systems; system identification; stochastic; Maximum Likelihood; Wiener-Hammerstein; Monte Carlo; Newton s method;

   Sammanfattning : Stochastic nonlinear systems are a specific class of nonlinear systems where unknown disturbances affect the system's output through a nonlinear transformation. In general, the identification of parametric models for this kind of systems can be very challenging. LÄS MER

3. 7. Vehicle-vehicle Interactions at Roundabouts and their Implications for the Entry Capacity - A Methodological Study with Applications to Two-lane Roundabouts

   Författare :Ola Hagring; Trafik och väg; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Samhällsvetenskaper; Social sciences; maximum likelihood; headways; critical gaps; driver behaviour; capacity; Gap acceptance; two-lane roundabouts; Technological sciences; Teknik;

   Sammanfattning : Problem: The thesis deals with the capacity of two-lane roundabouts and with vehicle-vehicle interactions there. Method: The interactions and the corresponding capacity are modelled by gap-acceptance theory. LÄS MER

4. 8. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

   Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. LÄS MER

5. 9. Learning Stochastic Nonlinear Dynamical Systems Using Non-stationary Linear Predictors

   Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Jimmy Olsson; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Stochastic Nonlinear Systems; Nonlinear System Identification; Learning Dynamical Models; Maximum Likelihood; Estimation; Process Disturbance; Prediction Error Method; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : The estimation problem of stochastic nonlinear parametric models is recognized to be very challenging due to the intractability of the likelihood function. Recently, several methods have been developed to approximate the maximum likelihood estimator and the optimal mean-square error predictor using Monte Carlo methods. LÄS MER

7. 10. Methods for interval-censored data and testing for stochastic dominance

   Författare :Angel G. Angelov; Magnus Ekström; Maria Karlsson; Bengt Kriström; Per Johansson; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Interval-censored data; Informative censoring; Self-selected intervals; Questionnaire-based studies; Maximum likelihood; Permutation test; Two-sample test; Stochastic dominance; Four-decision test; Statistics; statistik;

   Sammanfattning : This thesis includes four papers: the first three of them are concerned with methods for interval-censored data, while the forth paper is devoted to testing for stochastic dominance.In many studies, the variable of interest is observed to lie within an interval instead of being observed exactly, i.e. LÄS MER