Sökning: "estimation theory"

Visar resultat 21 - 25 av 495 avhandlingar innehållade orden estimation theory.

1. 21. Filtering and modelling for automotive safety systems

   Författare :Fredrik Sandblom; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; decision-making; automotive safety; sensor data fusion; motion models; radar sensor models; filtering theory; moment estimation;

   Sammanfattning : This thesis makes five important contributions to the development of an automotive safety system: filtering algorithms, three modelling frameworks concerning the usage of radar detections in tracking, vehicle motion, and decision-making for intervention decisions, and finally the implementation architecture.In the filtering context, we have developed a new sigma-point method for estimating the moments of a transformed Gaussian random variable. LÄS MER

3. 22. Modeling the covariance matrix of financial asset returns

   Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

   Sammanfattning : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. LÄS MER

4. 23. On Parameter Estimation and Control of Time-Varying Stochastic Systems

   Författare :Bengt Lindoff; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; Adaptive Predictive Control; Adaptive Stochastic Control; Dual Control; Convergence Analysis; Quadratic Forms; Forgetting Factor; Recursive Least Squares; Recursive Estimation; Linear Systems; Time-Varying Stochastic Systems; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

   Sammanfattning : This thesis is about parameter estimation and control of time-varying stochastic systems. It can be divided into two parts. The first part deals with an estimation algorithm commonly used when estimating parameters in time-varying stochastic systems, the Recursive Least Squares (RLS) algorithm with forgetting factor. LÄS MER

5. 24. Learning Stochastic Nonlinear Dynamical Systems Using Non-stationary Linear Predictors

   Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Jimmy Olsson; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Stochastic Nonlinear Systems; Nonlinear System Identification; Learning Dynamical Models; Maximum Likelihood; Estimation; Process Disturbance; Prediction Error Method; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : The estimation problem of stochastic nonlinear parametric models is recognized to be very challenging due to the intractability of the likelihood function. Recently, several methods have been developed to approximate the maximum likelihood estimator and the optimal mean-square error predictor using Monte Carlo methods. LÄS MER

7. 25. Robust inference of gene regulatory networks : System properties, variable selection, subnetworks, and design of experiments

   Författare :Torbjörn E. M. Nordling; Elling W Jacobsen; Rolf Findeisen; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; network inference; reverse engineering; variable selection; model selection; feature selection; subset selection; system identification; system theory; network theory; subnetworks; design of experiments; perturbation experiments; gene regulatory networks; biological networks;

   Sammanfattning : In this thesis, inference of biological networks from in vivo data generated by perturbation experiments is considered, i.e. deduction of causal interactions that exist among the observed variables. Knowledge of such regulatory influences is essential in biology. LÄS MER