Search for dissertations about: "Adaptive filter theory"
Showing result 1 - 5 of 14 swedish dissertations containing the words Adaptive filter theory.
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1. Estimation of Nonlinear Dynamic Systems : Theory and Applications
Abstract : This thesis deals with estimation of states and parameters in nonlinear and non-Gaussian dynamic systems. Sequential Monte Carlo methods are mainly used to this end. These methods rely on models of the underlying system, motivating some developments of the model concept. READ MORE
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2. Functional Hodrick-Prescott Filter
Abstract : The study of functional data analysis is motivated by their applications in various fields of statistical estimation and statistical inverse problems.In this thesis we propose a functional Hodrick-Prescott filter. This filter is applied to functional data which take values in an infinite dimensional separable Hilbert space. READ MORE
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3. Filter bank design for digital speech signal processing : methods and applications
Abstract : Adaptive filter theory is an important subject in the field of signal processing and has numerous applications in speech processing, telecommunications and mechanical engineering. Examples in speech processing include suppression of background noise, echo cancellation and dereverberation (acoustic path equalization). READ MORE
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4. Adaptive Multidimensional Filtering
Abstract : This thesis contains a presentation and an analysis of adaptive filtering strategies for multidimensional data. The size, shape and orientation of the flter are signal controlled and thus adapted locally to each neighbourhood according to a predefined model. READ MORE
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5. Simulation and Estimation of Diffusion Processes : Applications in Finance
Abstract : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. READ MORE