Sökning: "non-parametric identification"
Visar resultat 1 - 5 av 27 avhandlingar innehållade orden non-parametric identification.
1. Non-parametric methods for functional data
Sammanfattning : In this thesis we develop and study non-parametric methods within three major areas of functional data analysis: testing, clustering and prediction. The thesis consists of an introduction to the field, a presentation and discussion of the three areas, and six papers. LÄS MER
2. Estimation of state and identification of complex modulus based on measurements om a bar traversed by waves
Sammanfattning : Estimation of state and identification of complex modulus based on measurements on non-uniform rods and beams have been studied theoretically and experimentally. Two principal cases were studied. In the first case, the material properties are fully known and the state at a section is to be estimated. LÄS MER
3. Identification of viscoelastic materials and continuous-time stochastic systems
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
4. A Sequence of Essays on Sequences of Auctions
Sammanfattning : Essay I (with Gagan Ghosh and Heng Liu). The existence of declining prices in sequential auctions is a well-documented empirical pattern. Three explanations that can explain the puzzle are bidders being risk averse, loss averse, or ambiguity averse. LÄS MER
5. Continuous-time System Identification : Refined Instrumental Variables and Sampling Assumptions
Sammanfattning : Continuous-time system identification deals with the problem of building continuous-time models of dynamical systems from sampled input and output data. There are two main approaches in this field: indirect and direct. In the indirect approach, a suitable discrete-time model is first determined, and then it is transformed into continuous-time. LÄS MER