Search for dissertations about: "matrix inversion"
Showing result 1 - 5 of 18 swedish dissertations containing the words matrix inversion.
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1. On the Ising problem and some matrix operations
Abstract : The first part of the dissertation concerns the Ising problem proposed to Ernst Ising by his supervisor Wilhelm Lenz in the early 20s. The Ising model, or perhaps more correctly the Lenz-Ising model, tries to capture the behaviour of phase transitions, i.e. how local rules of engagement can produce large scale behaviour. READ MORE
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2. Digital Hardware Aspects of Multiantenna Algorithms
Abstract : The field of wireless communication is growing rapidly, with new requirements for the next generation of mobile and wireless communications technology. In order to achieve the capacities needed for future wireless systems, the design and implementation of advanced communications techniques such as multiantenna systems is required. READ MORE
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3. Improvement and Assessment of Two-Dimensional Resistivity Models Derived from Radiomagnetotelluric and Direct-Current Resistivity Data
Abstract : Two-dimensional (2-D) models of electrical resistivity are improved by jointly inverting radiomagnetotelluric (RMT) and direct-current resistivity (DCR) data or by allowing for displacement currents in the inversion of RMT data collected on highly resistive bedrock. Uniqueness and stability of the 2-D models are assessed with a model variance and resolution analysis that allows for the non-linearity of the inverse problem. READ MORE
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4. Rainflow Analysis of Switching Markov Loads
Abstract : Rainflow cycles are often used in fatigue analysis of materials for describing the variability of applied loads. Therefore, an important characteristic of a random load process is the intensity of rainflow cycles, also called the expected rainflow matrix (RFM), which can be used for evaluation of the fatigue life. READ MORE
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5. Essays on Financial Markets
Abstract : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. READ MORE