Sökning: "time varying parameters"
Visar resultat 1 - 5 av 214 avhandlingar innehållade orden time varying parameters.
Sammanfattning : Economic systems are often subject to structural variability. For the achievement of correct structural specification in econometric modelling it is then important to allow for parameters that are time-varying, and to apply estimation techniques suitably designed for inference in such models. LÄS MER
Sammanfattning : This thesis consists of five papers on different aspects of parametervariation in some common exchange rate models.The first paper investigates the stability in the real exchange rate, witch is equivalent to purchasing power parity (PPP). LÄS MER
Sammanfattning : Control loops that are closed over a communication network get more and more common. A problem with such systems is that the transfer delays will be varying with different characteristics depending on the network hardware and software. LÄS MER
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
Sammanfattning : Many different recursive identification methods for time varying systems have been suggested in the literature. An assumption that the variations in the system parameters are slow is common for almost all the methods. LÄS MER