Sökning: "optimal filtering"

Visar resultat 1 - 5 av 74 avhandlingar innehållade orden optimal filtering.

  1. 1. Optimal and Adaptive Subband Beamforming

    Författare :Nedelko Grbic; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Beamforming; Optimal; Adaptive; Speech Enhancement;

    Sammanfattning : The increased use of personal communication devices, personal computers and wireless cellular telephones enables the development of new inter-personal communication systems. The merge between computers and telephony technologies brings up the demand for convenient hands-free communications. LÄS MER

  3. 2. Optimal Sequential Decisions in Hidden-State Models

    Författare :Juozas Vaicenavicius; Erik Ekström; Huyên Pham; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; sequential analysis; optimal stopping; optimal liquidation; drift uncertainty; incomplete information; stochastic filtering;

    Sammanfattning : This doctoral thesis consists of five research articles on the general topic of optimal decision making under uncertainty in a Bayesian framework. The papers are preceded by three introductory chapters.Papers I and II are dedicated to the problem of finding an optimal stopping strategy to liquidate an asset with unknown drift. LÄS MER

  4. 3. Particle Filtering and Optimal Control for Vehicles and Robots

    Författare :Karl Berntorp; Institutionen för reglerteknik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; particle filtering; optimal control; automotive systems; out-of-sequence measurement; autonomy; model predictive control; sensor fusion; wheel slip; dynamic optimization;

    Sammanfattning : This thesis covers areas within estimation and optimal control of vehicles, in particular four-wheeled vehicles. One topic is how to handle delayed and out-of-sequence measurements (OOSMs) in tracking systems. LÄS MER

  5. 4. Optimal Switching Problems and Related Equations

    Författare :Marcus Olofsson; Kaj Nyström; Saïd Hamadène; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; optimal switching; stochastic control; variational inequalities; backward stochastic differential equations; incomplete information; stochastic filtering; Mathematics; Matematik;

    Sammanfattning : This thesis consists of five scientific papers dealing with equations related to the optimal switching problem, mainly backward stochastic differential equations and variational inequalities. Besides the scientific papers, the thesis contains an introduction to the optimal switching problem and a brief outline of possible topics for future research. LÄS MER

  7. 5. Optimal stopping, incomplete information, and stochastic games

    Författare :Yuqiong Wang; Erik Ekström; Sören Christensen; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; sequential analysis; incomplete information; asymmetric information; stochastic filtering; Dynkin games; tug-of-war games; Mathematics; Matematik;

    Sammanfattning : This thesis contains six papers on the topics of optimal stopping and stochastic games. Paper I extends the classical Bayesian sequential testing and detection problems for a Brownian motion to higher dimensions. We demonstrate unilateral concavity of the cost function and present its structural properties through various examples. LÄS MER