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Showing result 1 - 5 of 12 swedish dissertations matching the above criteria.

  2. 1. Performance and Implementation Aspects of Nonlinear Filtering

    Author : Gustaf Hendeby; Fredrik Gustafsson; Petar Djurić; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; particle filtering; nonlinear filtering; fault detection; Cramer-Rao lower bound; Kullback divergence; intrinsic accuracy; Automatic control; 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

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

    Author : Magnus Ekström; Umeå universitet; []
    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

  5. 3. Semi Markov chain Monte Carlo

    Author : Håkan Ljung; Uppsala universitet; []
    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

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

    Author : Daniel Jung; Erik Frisk; Mattias Krysander; Michael Hofbaur; Linköpings universitet; []
    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

  7. 5. Change point detection with respect to variance

    Author : Elias Erdtman; Martin Singull; Dietrich von Rosen; Nader Tajvidi; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis examines a simple method for detecting a change with respect to the variance in a sequence of independent normally distributed observations with a constant mean. The method filters out observations with extreme values and divides the sequence into equally large subsequences. READ MORE