Search for dissertations about: "semi-Markov model"
Showing result 1 - 5 of 7 swedish dissertations containing the words semi-Markov model.
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1. Semi-Markov Models for Insurance and Option Rewards
Abstract : This thesis presents studies of semi-Markov models for insurance and option rewards. The thesis consists of the introduction and six papers. The introduction presents the results of the thesis in an informal way.In paper A, a general semi-Markov reward model is presented. READ MORE
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2. Semi Markov chain Monte Carlo
Abstract : The first paper introduces a new simulation technique, called semi Markov chain Monte Carlo, suitable for estimating the expectation of a fixed function over a distribution π, Eπf(χ). Given a Markov chain with stationary distribution p, for example a Markov chain corresponding to a Markov chain Monte Carlo algorithm, an embedded Markov renewal process is used to divide the trajectory into different parts. READ MORE
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3. Multiple Model Filtering and Data Association with Application to Ground Target Tracking
Abstract : This thesis is concerned with two central parts of a tracking system, namely multiple-model filtering and data association. Multiple models are introduced to provide accurate filtering, whereas data association deals with the unknown origin of the received measurements. READ MORE
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4. Assessment of Interruption Costs in Electric Power Systems using the Weibull-Markov Mode
Abstract : Modern competitive electricity markets do not ask for power systems with the highest possible technical perfection, but for systems with the highest possible economic efficiency. Higher efficiency can only be reached when accurate and flexible analysis tools are used. READ MORE
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5. Improving DRX Performance For Emerging Use Cases In 5G
Abstract : This thesis proposes approaches and models to increase the energy saving of the User Equipment (UE) in Long-Term Evolution (LTE) and 5G. The focus is mainly on Discontinuous Reception (DRX), the UE energy saving mechanism that was first introduced in LTE and will play an important role in 5G too.In this thesis, we take two main approaches. READ MORE