Sökning: "discrete time model"

Visar resultat 21 - 25 av 323 avhandlingar innehållade orden discrete time model.

  1. 21. Asymptotic Expansions for Perturbed Discrete Time Renewal Equations

    Författare :Mikael Petersson; Dmitrii Silvestrov; Ola Hössjer; Henrik Hult; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; Perturbation; Asymptotic expansion; Regenerative process; Quasi-stationary distribution; Risk process; Ruin probability;

    Sammanfattning : In this thesis we study the asymptotic behaviour of the solution of a discrete time renewal equation depending on a small perturbation parameter. In particular, we construct asymptotic expansions for the solution of the renewal equation and related quantities. LÄS MER

  3. 22. On the convergence of discrete time hedging schemes

    Författare :Mats Brodén; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : In the first part of this thesis discrete time hedging is considered. In paper A an adaptive hedging scheme where the hedge portfolio is re-balanced when the hedge ratios differ by some amount, here denoted eta, is investigated. An expression of the normalized expected mean squared hedging error as eta tends to zero is derived. LÄS MER

  4. 23. Incremental and Hierarchical Deadlock-Free Control of Discrete Event Systems with Variables: A Symbolic and Inductive Approach

    Författare :Mohammad Reza Shoaei; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Discrete event systems; IC3; large-scale systems; model checking; incremental control; supervisory control; hierarchical control; maximal permissiveness;

    Sammanfattning : Today's industry trend towards agile product development cycles and the ambition to shorten the time-to-market, represents an extremely competitive marketplace. This has driven the industry to use very complex and highly flexible manufacturing systems. LÄS MER

  5. 24. Continuous-Time Delta-Sigma Modulators for Wireless Communication

    Författare :Mattias Andersson; Institutionen för elektro- och informationsteknik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; return-to-zero; A D converter; loop delay; delta-sigma; ADC; CMOS; STF; continuous-time; sigma; delta; filtering; CT; RZ;

    Sammanfattning : The ever increasing data rates in wireless communication require analog to digital converters (ADCs) with greater requirements on speed and accuracy, while being power efficient to prolong battery life. This dissertation contains an introduction to the field and five papers that focus on the continuous-time (CT) Delta-Sigma modulator (DSM) as ADC. LÄS MER

  7. 25. Identification of viscoelastic materials and continuous-time stochastic systems

    Författare :Magnus Mossberg; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; identification; viscoelastic; continuous-time; Signal processing; Signalbehandling; Signal Processing; Signalbehandling;

    Sammanfattning : Two system identification problems, identification of viscoelastic material properties and identification of continuous-time stochastic systems, are considered in the thesis. The viscoelastic material properties are characterised by the frequency-dependent complex modulus. LÄS MER