Search for dissertations about: "Kullback-Leibler divergence"
Showing result 1 - 5 of 11 swedish dissertations containing the words Kullback-Leibler divergence.
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1. Semi Markov chain Monte Carlo
Abstract : The first paper introduces a new simulation technique, called semi Markov chain Monte Carlo, suitable for estimating the expectation of a fixed function over a distribution π, Eπf(χ). Given a Markov chain with stationary distribution p, for example a Markov chain corresponding to a Markov chain Monte Carlo algorithm, an embedded Markov renewal process is used to divide the trajectory into different parts. READ MORE
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2. Diagnosability performance analysis of models and fault detectors
Abstract : Model-based diagnosis compares observations from a system with predictions using a mathematical model to detect and isolate faulty components. Analyzing which faults that can be detected and isolated given the model gives useful information when designing a diagnosis system. READ MORE
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3. Maximum spacing methods and limit theorems for statistics based on spacings
Abstract : The maximum spacing (MSP) method, introduced by Cheng and Amin (1983) and independently by Ranneby (1984), is a general estimation method for continuous univariate distributions. The MSP method, which is closely related to the maximum likelihood (ML) method, can be derived from an approximation based on simple spacings of the Kullback-Leibler information. READ MORE
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4. Change point detection with respect to variance
Abstract : This thesis examines a simple method for detecting a change with respect to the variance in a sequence of independent normally distributed observations with a constant mean. The method filters out observations with extreme values and divides the sequence into equally large subsequences. READ MORE
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5. Stealthy Sensor Attacks on Feedback Systems : Attack Analysis and Detector-based Defense Mechanisms
Abstract : In this thesis, we investigate sensor attacks on feedback systems and how anomaly detectors can be used as a defense mechanism. We consider an attacker with access to all sensor measurements and full knowledge about the closed-loop system model. READ MORE