Sökning: "State space model"

Visar resultat 11 - 15 av 388 avhandlingar innehållade orden State space model.

  1. 11. VAR Models, Cointegration and Mixed-Frequency Data

    Författare :Sebastian Ankargren; Johan Lyhagen; Yukai Yang; Gregor Kastner; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; vector error correction; small open economy; mixed-frequency data; Bayesian; steady state; nowcasting; state-space model; large VARs; simulation smoothing; factor stochastic volatility; R; Statistics; Statistik;

    Sammanfattning : This thesis consists of five papers that study two aspects of vector autoregressive (VAR) modeling: cointegration and mixed-frequency data.Paper I develops a method for estimating a cointegrated VAR model under restrictions implied by the economy under study being a small open economy. LÄS MER

  3. 12. Model Checking Parameterized Timed Systems

    Författare :Pritha Mahata; Parosh Abdulla; Jean-Francois Raskin; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Model Checking; Parameterized Systems; Undecidability; Timed Petri Nets; Timed Networks; Computer science; Datavetenskap;

    Sammanfattning : In recent years, there has been much advancement in the area of verification of infinite-state systems. A system can have an infinite state-space due to unbounded data structures such as counters, clocks, stacks, queues, etc. It may also be infinite-state due to parameterization, i.e. LÄS MER

  4. 13. On State-Space Models in System Identification

    Författare :Tomas McKelvey; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : This thesis considers identification of multivariable discrete time linear systems by using time-invariant state-space models of finite dimension. A new model structure is introduced that is fully parametrized, i. e. all matrices are filled with parameters. LÄS MER

  5. 14. Gibbs Measures and Phase Transitions in Potts and Beach Models

    Författare :Per Hallberg; KTH; []
    Nyckelord :Potts model; beach model; percolation; random-cluster model; Gibbs measure; coupling; Markov chains on infinite trees; critical exponent;

    Sammanfattning : The theory of Gibbs measures belongs to the borderlandbetween statistical mechanics and probability theory. In thiscontext, the physical phenomenon of phase transitioncorresponds to the mathematical concept of non-uniqueness for acertain type of probability measures.The most studied model in statistical mechanics is thecelebrated Ising model. LÄS MER

  7. 15. Model Order Reduction with Rational Krylov Methods

    Författare :K. Henrik A. Olsson; Axel Ruhe; Volker Mehrmann; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Model order reduction; dual rational Arnoldi; rational Krylov; moment matching; eigenvalue computation; stability analysis; heat exchanger model; Numerical analysis; Numerisk analys;

    Sammanfattning : Rational Krylov methods for model order reduction are studied. A dual rational Arnoldi method for model order reduction and a rational Krylov method for model order reduction and eigenvalue computation have been implemented. It is shown how to deflate redundant or unwanted vectors and how to obtain moment matching. LÄS MER