Sökning: "subspace methods"

Visar resultat 1 - 5 av 50 avhandlingar innehållade orden subspace methods.

  1. 1. Identification of stochastic systems : Subspace methods and covariance extension

    Författare :Anders Dahlen; KTH; []
    Nyckelord :Subspace identification; Time series; ARMA-modeling; Spectral estimation; Covariance extension; Asymptotic analysis;

    Sammanfattning : .... LÄS MER

  2. 2. On subspace-based instrumental variable methods with application to time-varying systems

    Författare :Tony Gustafsson; Chalmers University of Technology; []
    Nyckelord :recursive algorithms; change-detection; subspace tracking; system identification; direction of arrival estimation; instrumental variables; subspace methods; correlated noise fields; rank reduction; state-space models;

    Sammanfattning : .... LÄS MER

  3. 3. Numerical Methods for Wave Propagation : Analysis and Applications in Quantum Dynamics

    Författare :Emil Kieri; Sverker Holmgren; Vasile Gradinaru; Hans O. Karlsson; Tobias Jahnke; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; computational wave propagation; quantum dynamics; time-dependent Schrödinger equation; spectral methods; Gaussian beams; splitting methods; low-rank approximation; Scientific Computing; Beräkningsvetenskap;

    Sammanfattning : We study numerical methods for time-dependent partial differential equations describing wave propagation, primarily applied to problems in quantum dynamics governed by the time-dependent Schrödinger equation (TDSE). We consider both methods for spatial approximation and for time stepping. LÄS MER

  4. 4. Numerical methods for Sylvester-type matrix equations and nonlinear eigenvalue problems

    Författare :Emil Ringh; Elias Jarlebring; Johan Karlsson; Per Enqvist; Daniel Kressner; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Matrix equations; Lyapunov equation; Sylvester equation; nonlinear eigenvalue problems; two-parameter eigenvalue problems; Krylov methods; iterative methods; preconditioning; projection methods; Matrisekvationer; Lyapunovekvationen; Sylvesterekvationen; ickelinjära egenvärdesproblem; två-parameters egenvärdesproblem; Krylovmetoder; iterativa metoder; förkonditionering; projektionsmetoder; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics; Optimeringslära och systemteori; Optimization and Systems Theory; Numerical Analysis; Numerisk analys;

    Sammanfattning : Linear matrix equations and nonlinear eigenvalue problems (NEP) appear in a wide variety of applications in science and engineering. Important special cases of the former are the Lyapunov equation, the Sylvester equation, and their respective generalizations. These appear, e.g. LÄS MER

  5. 5. On performance analysis of subspace methods in system identification and sensor array processing

    Författare :Magnus Jansson; Bo Wahlberg; Mats Molander; KTH; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; subspace methods; system identification; state-space models; linear regression; sensor array processing; performance analysis; EM algorithm; minimum redundancy array;

    Sammanfattning : This thesis addresses the issue of performance analysis of subspace-based parameter estimation methods in two different applications, namely system identification and sensor array processing.  The objective is to study the quality of the estimated models as the amount of data increases, and to suggest improvements and give user guidelines. LÄS MER