Search for dissertations about: "non-linear least squares"
Showing result 1 - 5 of 27 swedish dissertations containing the words non-linear least squares.
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1. The Non-Linear Instantaneous Least Squares Approach to Signal Parameter Estimation
Abstract : Estimation of parameters of non-stationary signals observed in noise is a challenging and difficult task, motivated by applications such as radar and mobile tele-communication. Here, a novel method for signal parameter estimation named the Non-linear Instantaneous Least Squares (NILS) approach is presented, which can be applied to linear and non-linear signals, and to both uniformly and non-uniformly sampled data. READ MORE
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2. Analysis of Some Methods for Identifying Dynamic Errors-in-variables Systems
Abstract : A system where errors or noises are present on both the inputs and the outputs is called an errors-in-variables (EIV) system. EIV systems appear in industrial and agricultural processes, medical sciences, economical systems, biotechnology, as well as in many other areas. READ MORE
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3. On specification and inference in the econometrics of public procurement
Abstract : In Paper [I] we use data on Swedish public procurement auctions for internal regularcleaning service contracts to provide novel empirical evidence regarding green publicprocurement (GPP) and its effect on the potential suppliers’ decision to submit a bid andtheir probability of being qualified for supplier selection. We find only a weak effect onsupplier behavior which suggests that GPP does not live up to its political expectations. READ MORE
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4. Short-Pulse Laser Spectroscopy for Combustion Diagnostics - Laser-Induced Fluorescence of Polyatomic Molecules and Developments in Measurement and Evaluation
Abstract : Combustion is the most important source of energy worldwide. A better understanding of it is essential if pollutant emissions are to be reduced and combustion devices be made more efficient. This requires measurement of physical and chemical combustion parameters. READ MORE
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5. 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