Sökning: "extended Kalman filter smoother"

Visar resultat 1 - 5 av 7 avhandlingar innehållade orden extended Kalman filter smoother.

  1. 1. Toward Sequential Data Assimilation for NWP Models Using Kalman Filter Tools

    Detta är en avhandling från Stockholm : Department of Mathematics, Stockholm University

    Författare :Jelena Bojarova; Stockholms universitet.; [2010]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian state space models; Kalman filtering; ETKF; 3D-Var; data assimilation; NWP; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : The aim of the meteorological data assimilation is to provide an initial field for Numerical Weather Prediction (NWP) and to sequentially update the knowledge about it using available observations. Kalman filtering is a robust technique for the sequential estimation of the unobservable model state based on the linear regression concept. LÄS MER

  2. 2. Modeling and Estimation of Phase Noise in Oscillators with Colored Noise Sources

    Detta är en avhandling från Stockholm : Department of Mathematics, Stockholm University

    Författare :M Reza Khanzadi; [2013]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Phase Noise Model; Bayesian Cramer-Rao Bound; Voltage-controlled Oscillator; Extended Kalman Filter Smoother; Maximum a Posteriori Estimator; Colored Phase Noise; Oscillator Phase Noise; Phase-Locked Loop; Mean Square Error.;

    Sammanfattning : The continuous increase in demand for higher data rates due to applications with massive number of users motivates the design of faster and more spectrum efficient communication systems. In theory, the current communication systems must be able to operate close to Shannon capacity bounds. LÄS MER

  3. 3. Phase Noise in Communication Systems--Modeling, Compensation, and Performance Analysis

    Detta är en avhandling från Stockholm : Department of Mathematics, Stockholm University

    Författare :M Reza Khanzadi; [2015]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; multiple antennas; distributed oscillators.; colored phase noise; free-running oscillator; Bayesian Cramér-Rao bound; Oscillator phase noise; phase noise model; channel capacity; mean square error; capacity achieving distribution; Wiener process; extended Kalman filter smoother; maximum a posteriori estimator; phase-locked loop;

    Sammanfattning : The continuous increase in demand for higher data rates due to applications with massive number of users motivates the design of faster and more spectrum efficient communication systems. In theory, the current communication systems must be able to operate close to Shannon capacity bounds. LÄS MER

  4. 4. On inference in partially observed Markov models using sequential Monte Carlo methods

    Detta är en avhandling från Stockholm : Department of Mathematics, Stockholm University

    Författare :Jonas Ströjby; Lunds universitet.; Lund University.; [2010]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis concerns estimation in partially observed continuous and discrete time Markov models and focus on both inference about the conditional distribution of the unobserved process as well as parameter inference for the dynamics of the unobserved process. Paper A concerns calibration of advanced stock price models, in particular the Bates and NIG-CIR models, using options data observed through bid-ask spreads. LÄS MER

  5. 5. On Sensor Fusion Applied to Industrial Manipulators

    Detta är en avhandling från Linköping : Linköping University Electronic Press

    Författare :Patrik Axelsson; Linköpings universitet.; Linköpings universitet.; [2011]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : One of the main tasks for an industrial robot is to move the end-effector in a predefined path with a specified velocity and acceleration. Different applications have different requirements of the performance. For some applications it is essential that the tracking error is extremely low, whereas other applications require a time optimal tracking. LÄS MER