Search for dissertations about: "Density estimation"

Showing result 6 - 10 of 200 swedish dissertations containing the words Density estimation.

  2. 6. Recursive Bayesian Estimation : Navigation and Tracking Applications

    Author : Niclas Bergman; Fredrik Gustafsson; Lennart Ljung; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Target tracking; Autonomous aircraft navigation; Terrain navigation;

    Abstract : Recursive estimation deals with the problem of extracting information about parameters, or states, of a dynamical system in real time, given noisy measurements of the system output. Recursive estimation plays a central role in many applications of signal processing, system identification and automatic control. READ MORE

  4. 7. On computational methods for nonlinear estimation

    Author : Thomas Schön; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nonlinear estimation; Particle filter; Kalman filter; System identification; Convex optimization; Differential-algebraic equation; TECHNOLOGY; TEKNIKVETENSKAP;

    Abstract : The Bayesian approach provides a rather powerful framework for handling nonlinear, as well as linear, estimation problems. We can in fact pose a general solution to the nonlinear estimation problem. However, in the general case there does not exist any closed-form solution and we are forced to use approximate techniques. READ MORE

  5. 8. Nonparametric Statistical Inference for Entropy-type Functionals

    Author : David Källberg; Oleg Seleznjev; Timo Koski; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; entropy estimation; Rényi entropy; divergence estimation; quadratic density functional; U-statistics; consistency; asymptotic normality; Poisson convergence; stationary m-dependent sequence; inter-point distances; entropy maximizing distribution; two-sample problem; approximate matching; Mathematical Statistics; matematisk statistik;

    Abstract : In this thesis, we study statistical inference for entropy, divergence, and related functionals of one or two probability distributions. Asymptotic properties of particular nonparametric estimators of such functionals are investigated. We consider estimation from both independent and dependent observations. READ MORE

  6. 9. Multiantenna Cellular Communications : Channel Estimation, Feedback, and Resource Allocation

    Author : Emil Björnson; Björn Ottersten; Mats Bengtsson; Marios Kountouris; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; channel estimation; limited feedback; multicell communications; resource allocation;

    Abstract : The use of multiple antennas at base stations and user devices is a key component in the design of cellular communication systems that can meet the capacity demands of tomorrow. The downlink transmission from base stations to users is particularly limiting, both from a theoretical and a practical perspective, since user devices should be simple and power-efficient, and because many applications primarily create downlink traffic (e. READ MORE

  7. 10. Simulation and Estimation of Diffusion Processes : Applications in Finance

    Author : Carl Åkerlindh; Finansiell matematik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Diffusion processes; Kalman filter; Uncented Kalman filter; EM algorithm; Kernel estimation; Bandwidth selection; Multilevel Monte Carlo; Simulated maximum likelihood estimation; Julia language;

    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