Search for dissertations about: "stochastic control"

Showing result 16 - 20 of 236 swedish dissertations containing the words stochastic control.

  2. 16. On Parameter Estimation and Control of Time-Varying Stochastic Systems

    Author : Bengt Lindoff; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; Adaptive Predictive Control; Adaptive Stochastic Control; Dual Control; Convergence Analysis; Quadratic Forms; Forgetting Factor; Recursive Least Squares; Recursive Estimation; Linear Systems; Time-Varying Stochastic Systems; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    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

  4. 17. Optimal Control and Model Reduction of Nonlinear DAE Models

    Author : Johan Sjöberg; Torkel Glad; Xiaoming Hu; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; DAE Models; Optimal Control; Model Reduction; Automatic control; Reglerteknik;

    Abstract : In this thesis, different topics for models that consist of both differential and algebraic equations are studied. The interest in such models, denoted DAE models, have increased substantially during the last years. READ MORE

  5. 18. Geometric analysis of stochastic model errors in system identification

    Author : Jonas Mårtensson; Håkan Hjalmarsson; Michel Gevers; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Automatic Control; Automatic control; Reglerteknik;

    Abstract : Models of dynamical systems are important in many disciplines of science, ranging from physics and traditional mechanical and electrical engineering to life sciences, computer science and economics. Engineers, for example, use models for development, analysis and control of complex technical systems. READ MORE

  6. 19. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

    Author : Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

    Abstract : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. READ MORE

  7. 20. Optimal Decisions with Limited Information

    Author : Ather Gattami; Institutionen för reglerteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; systems; numerical analysis; Computer science; Convex Optimization; Graph Theory; Team Decision Theory; Game Theory; control; Datalogi; numerisk analys; system; kontroll; Automation; robotics; control engineering; Automatiska system; robotteknik; reglerteknik;

    Abstract : This thesis considers static and dynamic team decision problems in both stochastic and deterministic settings. The team problem is a cooperative game, where a number of players make up a team that tries to optimize a given cost induced by the uncertainty of nature. READ MORE