Search for dissertations about: "monte carlo estimation"

Showing result 1 - 5 of 110 swedish dissertations containing the words monte carlo estimation.

  1. 1. Recursive Bayesian Estimation : Navigation and Tracking Applications

    University dissertation from Linköping : Linköping University

    Author : Niclas Bergman; Linköpings universitet.; Linköpings universitet.; [1999]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Target tracking; Autonomous aircraft navigation; Terrain navigation;

    Abstract : Recursive estimation deals with the problem of extracting information about parameters, or states, of a dynamical system in real time, given noisy measurements of the system output. Recursive estimation plays a central role in many applications of signal processing, system identification and automatic control. READ MORE

  2. 2. Financial Applications of Markov Chain Monte Carlo Methods

    University dissertation from Department of Economics, Lund Universtiy

    Author : Andreas Graflund; Lunds universitet.; Lund University.; [2002]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finansiering; Financial science; ekonomiska system; ekonomisk politik; ekonomisk teori; Nationalekonomi; economic policy; economic systems; economic theory; Economics; econometrics; Mean Reversion; Diversification; Real Estate Stocks; Markov Chain Monte Carlo Methods; Stock Markets; ekonometri;

    Abstract : Popular Abstract in Swedish Avhandlingen omfattar fyra artiklar inom empirisk finansiell ekonomi. Det första kapitlet är en kort sammanfattning av avhandlingens innehåll. Det andra kapitlet, Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon. READ MORE

  3. 3. Estimation of Nonlinear Dynamic Systems Theory and Applications

    University dissertation from Institutionen för systemteknik

    Author : Thomas B. Schön; Linköpings universitet.; Linköpings universitet.; [2006]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nonlinear estimation; system identification; Kalman filter; particle filter; marginalized particle filter; expectation maximization; automotive applications; TECHNOLOGY Information technology Automatic control; TEKNIKVETENSKAP Informationsteknik Reglerteknik;

    Abstract : This thesis deals with estimation of states and parameters in nonlinear and non-Gaussian dynamic systems. Sequential Monte Carlo methods are mainly used to this end. These methods rely on models of the underlying system, motivating some developments of the model concept. READ MORE

  4. 4. Fundamental Estimation and Detection Limits in Linear Non-Gaussian Systems

    University dissertation from Institutionen för systemteknik

    Author : Gustaf Hendeby; Linköpings universitet.; Linköpings universitet.; [2005]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Estimation; Detection; Linear systems; Non-Gaussian; Limits; GLR; CRLB; TECHNOLOGY Information technology Automatic control; TEKNIKVETENSKAP Informationsteknik Reglerteknik;

    Abstract : Many methods used for estimation and detection consider only the mean and variance of the involved noise instead of the full noise descriptions. One reason for this is that the mathematics is often considerably simplified this way. READ MORE

  5. 5. Free Energy and Surface Forces in polymer systems: Monte Carlo Simulation Studies

    University dissertation from Theoretical Chemistry, Lund University

    Author : Andrei Broukhno; Lunds universitet.; Lund University.; [2003]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; polyelectrolytes; electrostatic interactions; phase transitions; colloidal stability; surface forces; Monte Carlo simulation; free energy evaluation; polyampholytes; Physical chemistry; Fysikalisk kemi;

    Abstract : The thesis is focused on two major subjects: - Calculation of free energy is of great help in the study of any molecular system. The free energy determines phase behaviour of colloids and polymer solutions. It also controls the conformational properties of single macromolecules, e.g. READ MORE