Sökning: "Time-Varying Stochastic Systems"

Visar resultat 11 - 15 av 24 avhandlingar innehållade orden Time-Varying Stochastic Systems.

  1. 11. Identification and Estimation for Models Described by Differential-Algebraic Equations

    Författare :Markus Gerdin; Torkel Glad; Lennart Ljung; Manfred Deistler; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Differential-Algebraic Equations; Identifiability; Nonlinear systems; Modelling; Identification; Descriptor systems; Automatic control; Reglerteknik;

    Sammanfattning : Differential-algebraic equations (DAEs) form the natural way in which models of physical systems are delivered from an object-oriented modeling tool like Modelica. Differential-algebraic equations are also known as descriptor systems, singular systems, and implicit systems. LÄS MER

  3. 12. Architectures and Performance Analysis of Wireless Control Systems

    Författare :Burak Demirel; Mikael Professor; Tamer Basar; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Networked control systems; wireless networks; optimal control; time-delays; packet losses; linear-quadratic control; supervisory control; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Modern industrial control systems use a multitude of spatially distributed sensors and actuators to continuously monitor and control physical processes. Information exchange among control system components is traditionally done through physical wires. LÄS MER

  4. 13. Communication-Efficient Resource Allocation for Wireless Federated Learning Systems

    Författare :Chung-Hsuan Hu; Erik G. Larsson; Zheng Chen; Viktoria Fodor; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : The training of machine learning (ML) models usually requires a massive amount of data. Nowadays, the ever-increasing number of connected user devices has benefited the development of ML algorithms by providing large sets of data that can be utilized for model training. LÄS MER

  5. 14. Essays on Risk in International Financial Markets

    Författare :Ola Larsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Value at Risk; copulas; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

    Sammanfattning : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. LÄS MER

  7. 15. International Asset Pricing, Diversification and Links between National Stock Markets

    Författare :Birger Nilsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering; economic systems; economic theory; Economics; econometrics; Simulated Annealing; Capital Market Liberalization; International Asset Pricing; Diversification;

    Sammanfattning : This thesis consists of three self-contained empirical studies on international financial economics. The common economic theme is that all three studies deal with international stock market return and risk. LÄS MER