Sökning: "covariance interpolation"

Visar resultat 1 - 5 av 10 avhandlingar innehållade orden covariance interpolation.

  1. 1. A convex optimization approach to complexity constrained analytic interpolation with applications to ARMA estimation and robust control

    Författare :Anders Blomqvist; Anders Lindquist; Giorgio Picci; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical optimization; systems theory; analytic interpolation; moment matching; Nevanlinna-Pick interpolation; spectral estimation; convex optimization; Optimeringslära; systemteori; Optimization; systems theory; Optimeringslära; systemteori;

    Sammanfattning : Analytical interpolation theory has several applications in systems and control. In particular, solutions of low degree, or more generally of low complexity, are of special interest since they allow for synthesis of simpler systems. LÄS MER

  3. 2. Multidimensional inverse problems in imaging and identification using low-complexity models, optimal mass transport, and machine learning

    Författare :Axel Ringh; Johan Karlsson; Rodolphe Sepulchre; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Inverse problems; convex optimization; variational regularization; trigonometric moment problems; optimal mass transport; computed tomography; machine learning; analytic interpolation; delay systems; Inversa problem; konvex optimering; variationell regularisering; trigonometriska momentproblem; optimal masstransport; datortomografi; maskininlärning; analytisk interpolation; system med tidsfördröjning; Mathematics; Matematik;

    Sammanfattning : This thesis, which mainly consists of six appended papers, primarily considers a number of inverse problems in imaging and system identification.In particular, the first two papers generalize results for the rational covariance extension problem from one to higher dimensions. LÄS MER

  4. 3. Modeling and Sampling of Spectrally Structured Signals

    Författare :Filip Elvander; Statistical Signal Processing Group; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; spectral estimation; parameter estimation; optimal mass transport; covariance interpolation; misspecified models; inharmonicity;

    Sammanfattning : This thesis consists of five papers concerned with the modeling of stochastic signals, as well as deterministic signals in stochastic noise, exhibiting different kinds of structure. This structure is manifested as the existence of finite-dimensional parameterizations, and/or in the geometry of the signals' spectral representations. LÄS MER

  5. 4. Modeling and Model Reduction by Analytic Interpolation and Optimization

    Författare :Giovanna Fanizza; Anders Lindquist; György Michaletzky; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Analytic Interpolation theory with a degree constraint; rational covariance extension problem; spectral estimation; model reduction; optimization; passive system; Optimization; systems theory; Optimeringslära; systemteori;

    Sammanfattning : This thesis consists of six papers. The main topic of all these papers is modeling a class of linear time-invariant systems. The system class is parameterized in the context of interpolation theory with a degree constraint. LÄS MER

  7. 5. Spatial Statistics and Ancestral Recombination Graphs with Applications in Gene Mapping and Geostatistics

    Författare :Linda Werner Hartman; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Genetik; Genetics; cytogenetics; cytogenetik; genetic association analysis; ancestral recombination graph Generalized linear mixed models; kriging; bilinear interpolation; Gaussian Markov random fields; Statistics;

    Sammanfattning : This thesis explores models and algorithms in geostatistics and gene mapping. The first part deals with the use of computationally effective lattice models for inference of data with a continuous spatial index. LÄS MER