Search for dissertations about: "van Trees inequality"

Found 3 swedish dissertations containing the words van Trees inequality.

  2. 1. Data driven modeling in the presence of time series structure: : Improved bounds and effective algorithms

    Author : Othmane Mazhar; Boualem Djehiche; Munther Dahleh; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Time series; Non-asymptotic estimation; Minimax; Change point detection; Hidden Markov model; State space model; Least square; Penalized Regression; Random covariance matrix; Concentration inequality; Chaining integral; Self-normalized martingale inequality; Cramér-Rao inequality; van Trees inequality; Matematisk statistik; Mathematical Statistics;

    Abstract : This thesis consists of five appended papers devoted to modeling tasks where the desired models are learned from data sets with an underlying time series structure. We develop a statistical methodology for providing efficient estimators and analyzing their non-asymptotic behavior. READ MORE

  4. 2. Applications of Information Inequalities to Linear Systems : Adaptive Control and Security

    Author : Ingvar Ziemann; Henrik Sandberg; Alexandre Proutiere; Nikolai Matni; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Stochastic Adaptive Control; Machine Learning; Fisher Information; Secure Control; Fundamental Limitations; Reinforcement Learning; Electrical Engineering; Elektro- och systemteknik;

    Abstract : This thesis considers the application of information inequalities, Cramér-Rao type bounds, based on Fisher information, to linear systems. These tools are used to study the trade-offs between learning and performance in two application areas: adaptive control and control systems security. READ MORE

  5. 3. Statistical Learning, Dynamics and Control : Fast Rates and Fundamental Limits for Square Loss

    Author : Ingvar Ziemann; Henrik Sandberg; Raginsky Maxim; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Machine Learning; Control Theory; Statistical Learning; Fundamental Limits; Electrical Engineering; Elektro- och systemteknik;

    Abstract : Learning algorithms play an ever increasing role in modern engineering solutions. However, despite many recent successes, their performance in the context of dynamical and control systems is not exactly well-understood. READ MORE