Search for dissertations about: "Maximum likelihood estimation"

Showing result 21 - 25 of 140 swedish dissertations containing the words Maximum likelihood estimation.

2. 21. Hidden Markov Models: Identification, Inverse Filtering and Applications

   Author : Robert Mattila; Bo Wahlberg; Cristian R. Rojas; John Lygeros; Jan H. van Schuppen; Tobias Rydén; Ayca Özcelikkale; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; hidden Markov models; HMM; inverse filtering; identification; estimation; method of moments; counter-adversarial autonomous systems; adversarial signal processing; belief estimation; abdominal aortic aneurysm; medical; Electrical Engineering; Elektro- och systemteknik;

   Abstract : A hidden Markov model (HMM) comprises a state with Markovian dynamics that is hidden in the sense that it can only be observed via a noisy sensor. This thesis considers three themes in relation to HMMs, namely, identification, inverse filtering and applications. READ MORE

4. 22. Synchronization in Turbo Coded Systems

   Author : Bartosz Mielczarek; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; timing offset; Turbo codes; synchronization; maximum a-posteriori estimation; phase offset; BCJR algorithm.; maximum likelihood estimation;

   Abstract : Turbo codes and their unusual properties have attracted significant attentionof the information theory community. There already exist many articlesand papers devoted to the theory of these codes. This thesis, however,focuses on practical implementation issues of turbo codes, with synchronizationproblems as the main topic. READ MORE

5. 23. Nonparametric Functional Estimation under Order Restrictions

   Author : Dragi Anevski; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; monotonicity; convexity; deconvolution; kernel smoothing; NPMLE; long range dependence; greatest convex minorant; mixing; Density estimation; limit distribution.; regression; Mathematics; Matematik;

   Abstract : This thesis consists of three papers (Papers A-C) on problems in nonparametric functional estimation, in particular density and regression function estimation and deconvolution, under order assumptions. Pointwise limit distribution results are stated for the obtained estimators, which include isotonic regression estimates, nonparametric maximum likelihood estimates of monotone densities, estimates of convex regression and density functions and deconvolution estimates. READ MORE

6. 24. Different Aspects of Inference for Spatio-Temporal Point Processes

   Author : Ottmar Cronie; Göteborgs universitet; []
   Keywords : LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Asymptotic normality; Consistency; Edge correction; Immigration-death process; Least squares estimation; Maximum likelihood estimation; Spatio-temporal marked point process; Transition probability.; Consistency;

   Abstract : This thesis deals with inference problems related to the Renshaw-Särkkä growth interaction model (RS-model). It is a continuous time spatio-temporal point process with time dependent interacting marks, in which the immigrationdeath process (a continuous time Markov chain) controls the arrivals of new marked points as well as their potential life-times. READ MORE

7. 25. Modelling and Inference for Spatio-Temporal Marked Point Processes

   Author : Ottmar Cronie; Göteborgs universitet; []
   Keywords : LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Asymptotic normality; Consistency; Cox-Ingersoll-Ross process; Diffusion process; Edge correction; Goodness-of-fit; Richards growth function; Growth-interaction process; Immigration-death process; Least squares estimation; Markov process; Maximum likelihood estimation; Open-growth; Spatio-temporal marked point process; Stationarity; Stochastic differential equation; Transition density; Asymptotic normality;

   Abstract : This thesis deals with inference problems related to the growth-interaction process (GI-process). The GI-process is a continuous time spatio-temporal point process with dynamic interacting marks (closed disks), in which the immigration-death process (ID-process) controls the arrivals of new marked points as well as their potential life-times. READ MORE