Sökning: "State-space filter"

Visar resultat 16 - 20 av 34 avhandlingar innehållade orden State-space filter.

1. 16. Learning probabilistic models of dynamical phenomena using particle filters

   Författare :Andreas Svensson; Thomas B. Schön; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Elektroteknik med inriktning mot reglerteknik; Electrical Engineering with specialization in Automatic Control;

   Sammanfattning : Dynamical behavior can be seen in many real-life phenomena, typically as a dependence over time. This thesis studies and develops methods and probabilistic models for statistical learning of such dynamical phenomena.A probabilistic model is a mathematical model expressed using probability theory. LÄS MER

3. 17. Particle filters and Markov chains for learning of dynamical systems

   Författare :Fredrik Lindsten; Thomas B. Schön; Lennart Ljung; Fredrik Gustafsson; Arnaud Doucet; Linköpings universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Bayesian learning; System identification; Sequential Monte Carlo; Markov chain Monte Carlo; Particle MCMC; Particle filters; Particle smoothers;

   Sammanfattning : Sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) methods provide computational tools for systematic inference and learning in complex dynamical systems, such as nonlinear and non-Gaussian state-space models. This thesis builds upon several methodological advances within these classes of Monte Carlo methods. LÄS MER

4. 18. Kalman Filters for Nonlinear Systems and Heavy-Tailed Noise

   Författare :Michael Roth; Fredrik Gustafsson; Simo Särkkä; Linköpings universitet; []
   Nyckelord :;

   Sammanfattning : This thesis is on filtering in state space models. First, we examine approximate Kalman filters for nonlinear systems, where the optimal Bayesian filtering recursions cannot be solved exactly. These algorithms rely on the computation of certain expected values. LÄS MER

5. 19. Computational methods for Bayesian inference in macroeconomic models

   Författare :Ingvar Strid; Handelshögskolan i Stockholm; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : The New Macroeconometrics may succinctly be described as the application of Bayesian analysis to the class of macroeconomic models called Dynamic Stochastic General Equilibrium (DSGE) models. A prominent local example from this research area is the development and estimation of the RAMSES model, the main macroeconomic model in use at Sveriges Riksbank. LÄS MER

7. 20. Parameter Estimation in Linear Descriptor Systems

   Författare :Markus Gerdin; Linköpings universitet; []
   Nyckelord :differential-algebraic equations; descriptor systems; identification; TECHNOLOGY; TEKNIKVETENSKAP;

   Sammanfattning : Linear descriptor systems form the natural way in which linear models of physical systems are delivered from an object-oriented modeling tool like Modelica. Linear descriptor systems are also known as linear differential-algebraic equations in the continuous-time case. LÄS MER