Sökning: "non-Gaussian model"

Visar resultat 11 - 15 av 28 avhandlingar innehållade orden non-Gaussian model.

  1. 11. Stochastic Models Involving Second Order Lévy Motions

    Författare :Jonas Wallin; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis is based on five papers (A-E) treating estimation methods for unbounded densities, random fields generated by Lévy processes, behavior of Lévy processes at level crossings, and a Markov random field mixtures of multivariate Gaussian fields. In Paper A we propose an estimator of the location parameter for a density that is unbounded at the mode. LÄS MER

  3. 12. Sequential Monte Carlo Filters and Integrated Navigation

    Författare :Per-Johan Nordlund; Fredrik Gustafsson; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : In this thesis we consider recursive Bayesian estimation in general, and sequential Monte Carlo filters in particular, applied to integrated navigation. Based on a large number of simulations of the model, the sequential Monte Carlo filter, also referred to as particle filter, provides an empirical estimate of the full posterior probability density of the system. LÄS MER

  4. 13. Ice Storm Modelling in Transmission System Reliability Calculations

    Författare :Elin Broström; Lennart Söder; Åke Holmgren; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrical engineering; electronics and photonics; Elektroteknik; elektronik och fotonik;

    Sammanfattning : In this thesis a new technique of modelling non-dimensioning severe weather for power system reliability calculations is developed. The model is suitable for both transmission and distribution networks and is based on geographically moving winds and ice storms. LÄS MER

  5. 14. Finite-time  non-equilibrium thermodynamics of a colloidal particle

    Författare :Sreekanth K. Manikandan; Supriya Krishnamurthy; Jens H. Bardarson; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; teoretisk fysik; Theoretical Physics;

    Sammanfattning : In this thesis we have thermodynamically characterized finite time processes performed on a colloidal particle, kept in contact with thermal reservoir(s). Thermodynamic processes are implemented on the colloidal particle by systematically changing the confining potential in a time dependent way, according to an external driving protocol or by controlling the environmental conditions over a finite duration. LÄS MER

  7. 15. Rao-Blackwellised particle methods for inference and identification

    Författare :Fredrik Lindsten; Thomas Schön; Lennart Ljung; Fredrik Gustafsson; Tobias Rydén; Linköpings universitet; []
    Nyckelord :TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : We consider the two related problems of state inference in nonlinear dynamical systems and nonlinear system identification. More precisely, based on noisy observations from some (in general) nonlinear and/or non-Gaussian dynamical system, we seek to estimate the system state as well as possible unknown static parameters of the system. LÄS MER