Sökning: "estimation theory"

Visar resultat 1 - 5 av 494 avhandlingar innehållade orden estimation theory.

  1. 1. Estimation of Nonlinear Dynamic Systems : Theory and Applications

    Författare :Thomas B. Schön; Fredrik Gustafsson; Simon Godsill; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nonlinear estimation; system identification; Kalman filter; particle filter; marginalized particle filter; expectation maximization; automotive applications; Automatic control; Reglerteknik;

    Sammanfattning : This thesis deals with estimation of states and parameters in nonlinear and non-Gaussian dynamic systems. Sequential Monte Carlo methods are mainly used to this end. These methods rely on models of the underlying system, motivating some developments of the model concept. LÄS MER

  3. 2. Parameter Estimation - in sparsity we trust

    Författare :Johan Swärd; Statistical Signal Processing Group; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Parameter estimation; Sparse models; Convex optimization; Symbolic Periodicity; Alternating direction method of multipliers ADMM ; Covariance fitting; multi-pitch estimation problem; Off-grid estimation; Dictionary learning; Atomic norm; Sampling schemes;

    Sammanfattning : This thesis is based on nine papers, all concerned with parameter estimation. The thesis aims at solving problems related to real-world applications such as spectroscopy, DNA sequencing, and audio processing, using sparse modeling heuristics. LÄS MER

  4. 3. Essays on Sample Surveys : Design and Estimation

    Författare :Edgar Bueno; Per Gösta Andersson; Maria Giovanna Ranalli; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; GREG estimator; mixture distribution; probability proportional to size sampling; sampling algorithms; sampling design; sampling strategy; survey sampling; stratified sampling; Statistics; statistik;

    Sammanfattning : Sampling is a core stage in every survey. A sampling design carefully elaborated may imply not only a more accurate estimation of the parameters of interest, but also a reduction in the required sample size in a study. In this thesis we consider two particular but connected subjects. LÄS MER

  5. 4. Contributions to Quantile Estimation

    Författare :Erik Brodin; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Cross validation; Extreme value theory; Generalized Pareto distribution; Kernel estimator; L-estimator; Non-parametric estimation; Order statistic; Perturbed Generlized Pareto distribution; Quantile estimation; Regular variation; Second order regular variation; Kernel estimator;

    Sammanfattning : .... LÄS MER

  7. 5. Maximum spacing methods and limit theorems for statistics based on spacings

    Författare :Magnus Ekström; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Estimation; spacings; maximum spacing method; consistency; ^-divergence; goodness of fit; unimodal density; entropy estimation; uniform distribution;

    Sammanfattning : The maximum spacing (MSP) method, introduced by Cheng and Amin (1983) and independently by Ranneby (1984), is a general estimation method for continuous univariate distributions. The MSP method, which is closely related to the maximum likelihood (ML) method, can be derived from an approximation based on simple spacings of the Kullback-Leibler information. LÄS MER