Sökning: "time discretization"

Visar resultat 1 - 5 av 134 avhandlingar innehållade orden time discretization.

  1. 1. Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging

    Författare :Mats Brodén; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Discrete time hedging; discretization error; L2 convergence; Non-linear Kalman filters; Calibration;

    Sammanfattning : The first part of this thesis deals with approximations of stochastic integrals and discrete time hedging of derivative contracts; two closely related subjects. Paper A considers the problem of approximating the value of a Wiener process. LÄS MER

  3. 2. Discrete Stochastic Time-Frequency Analysis and Cepstrum Estimation

    Författare :Johan Sandberg; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; ambiguity domain; time-frequency analysis; time-frequency representations; covariance function; non-stationary random processes; Speaker recognition; MFCC; cepstrum;

    Sammanfattning : The theory of stochastic time-frequency analysis of non-stationary random processes has mostly been developed for processes in continuous time. In practice however, random processes are observed, processed, and interpreted at a finite set of time points. LÄS MER

  4. 3. Survival Estimation for Opportunistic Maintenance

    Författare :Johan Svensson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-stationary renewal process; non-homogeneous Poisson process; survival; optimal maintenance; discretization; points of support; crack growth; discretization;

    Sammanfattning : The problem of rational maintenance of aircraft engines is studied with respect to the influence of random events. Aircraft engines can be more economically maintained and resources can be saved if the maintenance process is improved. LÄS MER

  5. 4. Model Reduction for Linear Time-Varying Systems

    Författare :Henrik Sandberg; Anders Rantzer; Sanjay Lall; Institutionen för reglerteknik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Automation; robotics; control engineering; Performance limitations; Convergence analysis; Frequency-domain analysis; Error bounds; Time-varying systems; Model reduction; Linear systems; Automatiska system; robotteknik; reglerteknik; Model reduction;

    Sammanfattning : The thesis treats model reduction for linear time-varying systems. Time-varying models appear in many fields, including power systems, chemical engineering, aeronautics, and computational science. They can also be used for approximation of time-invariant nonlinear models. Model reduction is a topic that deals with simplification of complex models. LÄS MER

  7. 5. High Order Finite Difference Methods in Space and Time

    Författare :Wendy Kress; Bertil Gustafsson; Gerald Warnecke; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite difference methods; Navier-Stokes equations; high order time discretization; deferred correction; stability; Numerical Analysis; Numerisk analys;

    Sammanfattning : In this thesis, high order accurate discretization schemes for partial differential equations are investigated. In the first paper, the linearized two-dimensional Navier-Stokes equations are considered. LÄS MER