Search for dissertations about: "State-space filter"

Showing result 21 - 25 of 29 swedish dissertations containing the words State-space filter.

  1. 21. Seasonal Adjustment and Dynamic Linear Models

    University dissertation from Stockholm : Department of Statistics, Stockholm University

    Author : Can Tongur; Daniel Thorburn; Sune Karlsson; [2013]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Dynamic linear models; DLM; direct and indirect seasonal adjustment; relative efficiency; Huber loss function; Polls of polls; Wiener process; Swedish elections; statistik; Statistics;

    Abstract : Dynamic Linear Models are a state space model framework based on the Kalman filter. We use this framework to do seasonal adjustments of empirical and artificial data. A simple model and an extended model based on Gibbs sampling are used and the results are compared with the results of a standard seasonal adjustment method. READ MORE

  2. 22. Non-Linear System Identification with Neural Networks

    University dissertation from Linköping : Linköping University

    Author : Jonas Sjöberg; [1995]

    Abstract : This thesis addresses the non-linear system identification problem, and in particular, investigates the use of neural networks in system identification. An overview of different possible mode! structures is given in a common framework. READ MORE

  3. 23. Tracking of Animals Using Airborne Cameras

    University dissertation from Linköping : Linköping University

    Author : Clas Veibäck; Gustaf Hendeby; Fredrik Gustafsson; Kalle Åström; []

    Abstract : The various elements of a modern target tracking framework are covered. Background theory on pre-processing, modelling and estimation is presented as well as some novel ideas on the topic by the author. In addition, a few applications are posed as target tracking problems for which solutions are gradually constructed as relevant theory is covered. READ MORE

  4. 24. On the convergence of discrete time hedging schemes

    University dissertation from Centre for Mathematical Sciences, Lund University

    Author : Mats Brodén; [2008]

    Abstract : In the first part of this thesis discrete time hedging is considered. In paper A an adaptive hedging scheme where the hedge portfolio is re-balanced when the hedge ratios differ by some amount, here denoted eta, is investigated. An expression of the normalized expected mean squared hedging error as eta tends to zero is derived. READ MORE

  5. 25. Channel Estimation and Prediction for MIMO OFDM Systems : Key Design and Performance Aspects of Kalman-based Algorithms

    University dissertation from Uppsala : Institutionen för teknikvetenskaper

    Author : Daniel Aronsson; Mikael Sternad; Ove Edfors; [2011]
    Keywords : channel estimation; channel prediction; OFDM; Kalman filtering; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

    Abstract : Wireless broadband systems based on Orthogonal Frequency Division Multiplexing (OFDM) are being introduced to meet demands for high data transfer rates. In multiple users systems, the available bandwidth has to be shared efficiently by several users. The radio channel quality will fluctuate, or fade, as users move. READ MORE