Search for dissertations about: "Time-Varying Stochastic Systems"
Showing result 1 - 5 of 24 swedish dissertations containing the words Time-Varying Stochastic Systems.
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1. On Parameter Estimation and Control of Time-Varying Stochastic Systems
Abstract : 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. READ MORE
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2. On estimation in econometric systems in the presence of time-varying parameters
Abstract : 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. READ MORE
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3. Distributed Optimization in Time-Varying Environments
Abstract : Solving optimization problems in a distributed manner is critical in many systems. Many relevant systems are distributed in nature in the sense that they consist of autonomous agents that are to come to a joint decision based on a certain metric. READ MORE
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4. Time Varying Parameters in Exchange Rate Models
Abstract : 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). READ MORE
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5. Stochastic Event-Based Control and Estimation
Abstract : Digital controllers are traditionally implemented using periodic sampling, computation, and actuation events. As more control systems are implemented to share limited network and CPU bandwidth with other tasks, it is becoming increasingly attractive to use some form of event-based control instead, where precious events are used only when needed. READ MORE