Search for dissertations about: "stochastic regressors"

Found 3 swedish dissertations containing the words stochastic regressors.

2. 1. On estimation in econometric systems in the presence of time-varying parameters

   Author : Kurt Brännäs; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometric systems; time-varying parameters; Kalman filtering; stochastic regressors; unknown transition matrix; robustness; simulation;

   Abstract : Economic systems are often subject to structural variability. For the achievement of correct structural specification in econometric modelling it is then important to allow for parameters that are time-varying, and to apply estimation techniques suitably designed for inference in such models. READ MORE

4. 2. Regressor Selection in System Identification using ANOVA

   Author : Ingela Lind; Linköpings universitet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

   Abstract : The aim of this work is to nd a good method to select regressors for nonlinear system identification. A literature survey over possible methods to select the model structure for nonlinear systems, mainly autoregressive processes, is first given. The main ideas are:1. Compare estimated models, using different regressor vectors, with each other. READ MORE

5. 3. Estimation of Nonlinear Greybox Models for Marine Applications

   Author : Fredrik Ljungberg; Martin Enqvist; Svante Gunnarsson; Håkan Hjalmarsson; Linköpings universitet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

   Abstract : As marine vessels are becoming increasingly autonomous, having accurate simulation models available is turning into an absolute necessity. This holds both for facilitation of development and for achieving satisfactory model-based control. READ MORE