Sökning: "Recursive Estimation"

Visar resultat 6 - 10 av 68 avhandlingar innehållade orden Recursive Estimation.

  1. 6. Input Estimation in Structural Dynamics

    Författare :Lars Nordström; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; sensitivity analysis; dynamic programming; input estimation; load identification; ill-posedness; regularization; indirect force measurement; inverse problems;

    Sammanfattning : Knowledge of time-varying excitation is of importance in the design of a wide range of engineering applications, from spacecraft and processing plants to electronic circuits. Regardless of the actual application or underlying physics, the expected input will play a key role in the determination of adequate system properties and parameters. LÄS MER

  3. 7. Estimation of Nonlinear Dynamic Systems : Theory and Applications

    Författare :Thomas B. Schön; Fredrik Gustafsson; Simon Godsill; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nonlinear estimation; system identification; Kalman filter; particle filter; marginalized particle filter; expectation maximization; automotive applications; Automatic control; Reglerteknik;

    Sammanfattning : This thesis deals with estimation of states and parameters in nonlinear and non-Gaussian dynamic systems. Sequential Monte Carlo methods are mainly used to this end. These methods rely on models of the underlying system, motivating some developments of the model concept. LÄS MER

  4. 8. On Speech-to-Text Alignment, Phonetic Labeling, and Recursive Signal Processing

    Författare :Åke Andersson; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; phonetic labeling; recursive algorithms; adaptive algorithms; speech-to-text alignment; dynamic programming; time-varying systems; subspace tracking; time-alignment; parameter estimation; time-warping;

    Sammanfattning : Speech data-bases are an important issue in the study of speech communication. In particular, time-aligned and phonetically labeled speech data-bases are useful during the design of applications such as speech recognizers. The time-alignment and labeling of the speech data is traditionally done manually. LÄS MER

  5. 9. Statistical Modeling of Diffusion Processes with Financial Applications

    Författare :Erik Lindström; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; Statistik; operations research; programming; Option pricing; Model validation; Recursive estimation; Diffusion processes; Maximum Likelihood Estimation; operationsanalys; programmering; aktuariematematik; Statistics;

    Sammanfattning : This thesis consists of five papers (Paper A-E) on statistical modeling of diffusion processes. Two papers (Paper A & D) consider Maximum Likelihood estimators for non-linear diffusion processes. LÄS MER

  7. 10. Parameter and State Estimation with Information-rich Signals

    Författare :Magnus Evestedt; Alexander Medvedev; Fredrik Gustafsson; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; information-rich signals; audio; video; acoustic echo cancellation; steel production; LD-converter; Kalman filter; covariance windup; recursive parameter estimation; Automatic control; Reglerteknik;

    Sammanfattning : The complexity of industrial systems and the mathematical models to describe them increases. In many cases, point sensors are no longer sufficient to provide controllers and monitoring instruments with the information necessary for operation. The need for other types of information, such as audio and video, has grown. LÄS MER