Sökning: "Random covariance matrix"

Visar resultat 16 - 20 av 25 avhandlingar innehållade orden Random covariance matrix.

  1. 16. Large deviations of condition numbers and extremal eigenvalues of random matrices

    Författare :Denise Uwamariya; Xiangfeng Yang; Martin Singull; Dietrich von Rosen; Filip Lindskog; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Random matrix theory found applications in many areas, for instance in statistics random matrices are used to analyse multivariate data and their eigenvalues are used in hypothesis testing. Spectral properties of random matrices have been studied extensively in the literature dealing with both the bulk case (involving all the eigenvalues) and the extremal case (addressing the maximal and minimal eigenvalues). LÄS MER

  2. 17. Bayesian time series and panel models : unit roots, dynamics and random effects

    Författare :Mickael Salabasis; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of four papers and the main theme present is dependence, through time as in serial correlation, and across individuals, as in random effects. The individual papers may be grouped in many different ways. LÄS MER

  3. 18. Effect of Uncertainty of Rock Properties on Radionuclide Transport by Groundwater : Implications for Performance Assessments of the Repository of Spent Nuclear Fuel in Heterogeneous Bedrock

    Författare :Shulan Xu; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Earth sciences; Radionuclide migration; heterogeneous rock property; stochastic process spectral analysis; temporal moments; auto-covariance functions; sorption kinetics; performance assessment; Geovetenskap; Earth sciences; Geovetenskap; Sedimentology; sedimentologi;

    Sammanfattning : The overall objective of the current study is to develop a quantitative understanding of the effects of spatial variability in physical and geochemical properties of crystalline rock on the migration of radionuclides along a single fracture in bedrock. A stochastic model was developed to describe the transport of solutes in fractured rock. LÄS MER

  4. 19. Aspects in Incomplete Modeling in System Identification

    Författare :Håkan Hjalmarsson; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : This thesis considers several aspects of the system identification problem. The major issues, however, are how one should represent and assess mode! errors. These issues have come to be central in system identification in recent years - mainly due to their relevance for robust control. LÄS MER

  5. 20. Channel Estimation and Self-Interference Suppression for MIMO Relaying Systems

    Författare :Panagiota Lioliou; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; estimation; expectation-maximization EM ; half-duplex; Bayesian; multiple-input multiple-output MIMO ; Cramer-Rao Bound CRB ; full-duplex; relays; performance analysis; Kalman filter KF ; self-interference.; Amplify-and-forward AF ; least squares LS ;

    Sammanfattning : Recently, the introduction of relaying nodes in wireless channels has been identified as a promising technique for providing broader coverage, higher transmission rates, and increased reliability. Moreover, when the concept of relaying systems is combined with that of multiple-input multiple-output (MIMO) technology, thesystem performance can be further improved by exploiting the spatial dimension. LÄS MER