Sökning: "stochastic matrix"

Visar resultat 1 - 5 av 72 avhandlingar innehållade orden stochastic matrix.

1. 1. Response Matrix Reloaded : for Monte Carlo Simulations in Reactor Physics

   Författare :Mickus Ignas; Jan Dufek; Jaakko Leppänen; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Kärnenergiteknik; Nuclear Engineering;

   Sammanfattning : This thesis investigates Monte Carlo methods applied to criticality and time-dependent problems in reactor physics. Due to their accuracy and flexibility, Monte Carlo methods are considered as a “gold standard” in reactor physics calculations. However, the benefits come at a significant computing cost. LÄS MER

3. 2. Voltage Dip (Sag) Estimation in Power Systems based on Stochastic Assessment and Optimal Monitoring

   Författare :Gabriel Olguin; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; power quality; symmetr?cal components; stochastic methods; impedance matrix; voltage dips; integer optimisation; power systems; short-circuit faults; voltage sags;

   Sammanfattning : This dissertation deals with the statistical characterization of the performance of power systems in terms of voltage dips (sags). It presents a method named voltage dip estimation that extends monitoring results to buses not being monitored. LÄS MER

4. 3. On Parameter Estimation and Control of Time-Varying Stochastic Systems

   Författare :Bengt Lindoff; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; Adaptive Predictive Control; Adaptive Stochastic Control; Dual Control; Convergence Analysis; Quadratic Forms; Forgetting Factor; Recursive Least Squares; Recursive Estimation; Linear Systems; Time-Varying Stochastic Systems; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

   Sammanfattning : This thesis is about parameter estimation and control of time-varying stochastic systems. It can be divided into two parts. The first part deals with an estimation algorithm commonly used when estimating parameters in time-varying stochastic systems, the Recursive Least Squares (RLS) algorithm with forgetting factor. LÄS MER

5. 4. Essays on Financial Markets

   Författare :Hans Byström; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

   Sammanfattning : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. LÄS MER

7. 5. Cooperative Compressive Sampling

   Författare :Ahmed Zaki; Lars Kildehøj; Saikat Chatterjee; Jan Østergaard; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Compressive sampling; greedy algorithms; convex optimisation; RIP analysis; fusion strategy; distributed learning; sparse learning; stochastic matrix; consensus; sparse estimation; Telecommunication; Telekommunikation;

   Sammanfattning : Compressed Sampling (CS) is a promising technique capable of acquiring and processing data of large sizes efficiently. The CS technique exploits the inherent sparsity present in most real-world signals to achieve this feat. Most real-world signals, for example, sound, image, physical phenomenon etc., are compressible or sparse in nature. LÄS MER