Search for dissertations about: "time discretization"

Showing result 1 - 5 of 133 swedish dissertations containing the words time discretization.

  2. 1. Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging

    Author : Mats Brodén; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Discrete time hedging; discretization error; L2 convergence; Non-linear Kalman filters; Calibration;

    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

  4. 2. Discrete Stochastic Time-Frequency Analysis and Cepstrum Estimation

    Author : Johan Sandberg; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; ambiguity domain; time-frequency analysis; time-frequency representations; covariance function; non-stationary random processes; Speaker recognition; MFCC; cepstrum;

    Abstract : The theory of stochastic time-frequency analysis of non-stationary random processes has mostly been developed for processes in continuous time. In practice however, random processes are observed, processed, and interpreted at a finite set of time points. READ MORE

  5. 3. Model Reduction for Linear Time-Varying Systems

    Author : Henrik Sandberg; Anders Rantzer; Sanjay Lall; Institutionen för reglerteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Automation; robotics; control engineering; Performance limitations; Convergence analysis; Frequency-domain analysis; Error bounds; Time-varying systems; Model reduction; Linear systems; Automatiska system; robotteknik; reglerteknik; Model reduction;

    Abstract : The thesis treats model reduction for linear time-varying systems. Time-varying models appear in many fields, including power systems, chemical engineering, aeronautics, and computational science. They can also be used for approximation of time-invariant nonlinear models. Model reduction is a topic that deals with simplification of complex models. READ MORE

  6. 4. High Order Finite Difference Methods in Space and Time

    Author : Wendy Kress; Bertil Gustafsson; Gerald Warnecke; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite difference methods; Navier-Stokes equations; high order time discretization; deferred correction; stability; Numerical Analysis; Numerisk analys;

    Abstract : In this thesis, high order accurate discretization schemes for partial differential equations are investigated. In the first paper, the linearized two-dimensional Navier-Stokes equations are considered. READ MORE

  7. 5. Simulations of human movements through temporal discretization and optimization

    Author : Manindra Kaphle; Anders Eriksson; Kjartan Halvorsen; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Forward dynamics; Biomechanics; Temporal discretization; Optimization; Engineering mechanics; Teknisk mekanik;

    Abstract : Study of physical phenomena by means of mathematical models is common in various branches of engineering and science. In biomechanics, modelling often involves studying human motion by treating the body as a mechanical system made of interconnected rigid links. READ MORE