Sökning: "recursive prediction error method"

Visar resultat 1 - 5 av 16 avhandlingar innehållade orden recursive prediction error method.

  1. 1. On Risk Prediction

    Författare :Carl Lönnbark; Kurt Brännäs; Stefan Mittnik; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Time series; GARCH; Estimation error; Asymmetry; Supply and demand; Econometrics; Ekonometri; ekonometri; Econometrics;

    Sammanfattning : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. LÄS MER

  3. 2. Identification, Diagnosis, and Control of a Flexible Robot Arm

    Författare :Måns Östring; Svante Gunnarsson; Mikael Norrlöf; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Identification; Robot; Flexible; Diagnosis; Control; LQG; Recursive;

    Sammanfattning : The most important factors in manufacturing are quality, cost, and productivity. The trend is towards lighter robots with increased mechanical flexibilities, and therefore there is a need to include the flexibilities in the robot models to obtain good performance of the robot. LÄS MER

  4. 3. On signal separation by second order statistics

    Författare :Henrik Sahlin; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; RPEM; rejection ratio; recursive prediction error method; MIMO; multi input multi output; source separation; image separation; identifiability; CRLB; system identification; signal separation; Cramér Rao Lower Bound; performance; convolutive mixtures;

    Sammanfattning : .... LÄS MER

  5. 4. Nonlinear System Identification and Control Applied to Selective Catalytic Reduction Systems

    Författare :Soma Tayamon; Bengt Carlsson; Torbjörn Wigren; Bo Egardt; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nonlinear identification; nonlinear control; selective catalytic reduction; NOx reduction; recursive prediction error method; feedback linearisation; multiple-model; Elektroteknik med inriktning mot reglerteknik; Electrical Engineering with specialization in Automatic Control;

    Sammanfattning : The stringent regulations of emission levels from heavy duty vehicles create a demand for new methods for reducing harmful emissions from diesel engines. This thesis deals with the modelling of the nitrogen oxide (NOx) emissions from heavy duty vehicles using a selective catalyst as an aftertreatment system, utilising ammonia (NH3) for its reduction. LÄS MER

  7. 5. On Speech-to-Text Alignment, Phonetic Labeling, and Recursive Signal Processing

    Författare :Åke Andersson; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; phonetic labeling; recursive algorithms; adaptive algorithms; speech-to-text alignment; dynamic programming; time-varying systems; subspace tracking; time-alignment; parameter estimation; time-warping;

    Sammanfattning : Speech data-bases are an important issue in the study of speech communication. In particular, time-aligned and phonetically labeled speech data-bases are useful during the design of applications such as speech recognizers. The time-alignment and labeling of the speech data is traditionally done manually. LÄS MER