Search for dissertations about: "Kullback divergence"

Showing result 1 - 5 of 9 swedish dissertations containing the words Kullback divergence.

  1. 1. Performance and Implementation Aspects of Nonlinear Filtering

    University dissertation from Institutionen för systemteknik

    Author : Gustaf Hendeby; Linköpings universitet.; Linköpings universitet.; [2008]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; particle filtering; nonlinear filtering; fault detection; Cramer-Rao lower bound; Kullback divergence; intrinsic accuracy; TECHNOLOGY Information technology Automatic control; TEKNIKVETENSKAP Informationsteknik Reglerteknik;

    Abstract : I många fall är det viktigt att kunna få ut så mycket och så bra information som möjligt ur tillgängliga mätningar. Att utvinna information om till exempel position och hastighet hos ett flygplan kallas för filtrering. I det här fallet är positionen och hastigheten exempel på tillstånd hos flygplanet, som i sin tur är ett system. READ MORE

  2. 2. Maximum spacing methods and limit theorems for statistics based on spacings

    University dissertation from Umeå : Umeå universitet

    Author : Magnus Ekström; Umeå universitet.; [1997]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Estimation; spacings; maximum spacing method; consistency; ^-divergence; goodness of fit; unimodal density; entropy estimation; uniform distribution;

    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

  3. 3. Semi Markov chain Monte Carlo

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Håkan Ljung; Uppsala universitet.; [1999]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Adaptive simulation; error-in-the-variables; Kullback-Leibler divergence; Markov chain simulation; Markov chain Monte Carlo; semi-regenerative; MATEMATIK; MATHEMATICS; MATEMATIK; matematisk statistik; Mathematical Statistics;

    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

  4. 4. Diagnosability performance analysis of models and fault detectors

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Daniel Jung; Linköpings universitet.; Linköpings universitet.; [2015]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Fault detection; Fault isolation; FDI; Kullback-Leibler divergence; Engine misfire detection;

    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

  5. 5. Asymptotic Behavior of Bayesian Nonparametric Procedures

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Yang Xing; Sveriges lantbruksuniversitet.; [2009]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; rate of convergence; Adaptation; density function; Hausdorff entropy; noindent Hellinger metric; Kullback-Leibler divergence; log spline density; Markov chain; posterior distribution; consistency; nonparametrics; sieve;

    Abstract : Asymptotics plays a crucial role in statistics. The theory of asymptotic consistency of Bayesian nonparametric procedures has been developed by many authors, including Schwartz (1965), Barron, Schervish and Wasserman (1999), Ghosal, Ghosh and Ramamoorthi (1999), Ghosal, Ghosh and van der Vaart (2000), Shen and Wasserman (2001), Walker and Hjort (2001), Walker (2004), Ghosal and van der Vaart (2007) and Walker, Lijoi and Prunster (2007). READ MORE