Search for dissertations about: "exact eigendecomposition"

Found 2 swedish dissertations containing the words exact eigendecomposition.

  1. 1. Mean-Variance Portfolio Optimization : Eigendecomposition-Based Methods

    Author : Fred Mayambala; Torbjörn Larsson; Elina Rönnberg; Juma Kasozi; Ann-Brith Strömberg; Linköpings universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP;

    Abstract : Modern portfolio theory is about determining how to distribute capital among available securities such that, for a given level of risk, the expected return is maximized, or for a given level of return, the associated risk is minimized. In the pioneering work of Markowitz in 1952, variance was used as a measure of risk, which gave rise to the wellknown mean-variance portfolio optimization model. READ MORE

  2. 2. Signal Processing Techniques in Mobile Communication Systems : Signal Separation, Channel Estimation and Equalization

    Author : Ronnie Landqvist; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; wireless mobile communications; signal processing; blind source separation; independent component analysis; beamforming; water filling; greedy algorithm; exact eigendecomposition; eigenvector algorithm; multiple-input multiple-output systems; the projection approximation subspace tracking algorithm with and without deflation; linear and non-linear principal component analysis; whitening; decorrelation; equalization; antenna arrays;

    Abstract : Over the last decade there has been an explosive growth in the use of wireless mobile communications. Second generations systems are mature technologies now and third generation systems and beyond are being implemented and researched. READ MORE