Search for dissertations about: "belief estimation"

Showing result 1 - 5 of 15 swedish dissertations containing the words belief estimation.

2. 1. 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. 2. Data association algorithms and metric design for trajectory estimation

   Author : Abu Sajana Rahmathullah; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; metrics; smoothing; expectation maximization; Gaussian mixtures; data association; Trajectory estimation;

   Abstract : This thesis is concerned with trajectory estimation, which finds applications in various fields such as automotive safety and air traffic surveillance. More specifically, the thesis focuses on the data association part of the problem, for single and multiple targets, and on performance metrics. READ MORE

5. 3. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

   Author : Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

   Abstract : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. READ MORE

6. 4. Bayesian portfolio selection and risk estimation

   Author : Vilhelm Niklasson; Taras Bodnar; Andreas Stephan; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : This thesis concerns portfolio theory from a Bayesian perspective and it includes two papers related to this theme. In the first paper, optimal portfolio weights are derived from a Bayesian perspective to the problem of minimizing the portfolio risk in terms of value at risk (VaR) or conditional value at risk (CVaR) given a certain level of expected return. READ MORE

7. 5. Case studies in omniparametric simulation

   Author : Fredrik Lundin; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; growth model; Ising model; Markov chain; omnithermal simulation; omniparametric simulationpercolatiion; Potts model; parameter estimation; partial observations; random cluster model; Richardson model; simulation driven parameter estimation; two-type Richardson model; omnithermal simulation;

   Abstract : In the eld of particle systems and growths models simulation is an important tool. When explicit calculations are too complex or impossible to perform we may use simulations instead. We adapt a new technique here denoted omniparametric simulation, to the two-type Richardson, Ising and Potts models. READ MORE