Search for dissertations about: "Wiener filtering"
Showing result 6 - 10 of 13 swedish dissertations containing the words Wiener filtering.
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6. Turbo Codes and Channel Estimation in Wireless Systems
Abstract : This thesis focuses on practical implementation issues of turbo codes with imperfectly estimated fading wireless channels and limited code length. Channel estimation can be divided into estimation of static parameters, such as constant timing and phase offset, and dynamic parameters, such as fading channel amplitudes. READ MORE
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7. Control and Communication with Signal-to-Noise Ratio Constraints
Abstract : This thesis is about two problems in the intersection of communication and control theory. Their common feature is that they involve communication over an additive white noise channel with a signal-to-noise ratio (SNR) constraint. The first problem concerns the transmission of a real-valued signal from a partially observed Markov source. READ MORE
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8. Optimal Switching Problems and Related Equations
Abstract : This thesis consists of five scientific papers dealing with equations related to the optimal switching problem, mainly backward stochastic differential equations and variational inequalities. Besides the scientific papers, the thesis contains an introduction to the optimal switching problem and a brief outline of possible topics for future research. READ MORE
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9. Optimal Sequential Decisions in Hidden-State Models
Abstract : This doctoral thesis consists of five research articles on the general topic of optimal decision making under uncertainty in a Bayesian framework. The papers are preceded by three introductory chapters.Papers I and II are dedicated to the problem of finding an optimal stopping strategy to liquidate an asset with unknown drift. READ MORE
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10. Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging
Abstract : The first part of this thesis deals with approximations of stochastic integrals and discrete time hedging of derivative contracts; two closely related subjects. Paper A considers the problem of approximating the value of a Wiener process. READ MORE