Sökning: "time-varying parameters"
Visar resultat 1 - 5 av 63 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 : 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
4. Identification of Time Varying Systems and Application of System Identification to Signal Processing
Sammanfattning : Part IA new approach to identification of time varying systems is presented, and evaluated using computer simulations. The new approach is built upon the similarities between recursive least squares identification and Kalman filtering. LÄS MER
Sammanfattning : Model-based quantification of drug effect is an efficient tool during pre-clinical and clinical phases of drug trials. Mathematical modelling can lead to improved understanding of the underlying biological mechanisms, help in finding shortcomings of experimental design and suggest improvements, or be an effective tool in simulation-based analyses. LÄS MER