Global ETD Search

31	Kalman filter estimation of underwater vehicle position and attitude using Doppler velocity aided inertial motion unit / Leader, Daniel Eugene. January 1900 (has links) Thesis (Ocean E.)--Massachusetts Institute of Technology and Woods Hole Oceanographic Institution, 1994. / Includes bibliographical references (p. 90-91). Submersibles. Kalman filtering.
32	Mathematical model and computer algorithm for tracking coastal storm cells for short term tactical forecasts Carpenter, Carl A. January 1900 (has links) Thesis (M.S. in Applied Science)--Naval Postgraduate School, Sept. 1992. / Thesis Advisors: Wash, Carlyle H. ; Pastore, Michael J. "September, 1992." Description based on title screen as viewed on April 16, 2009. Includes bibliographical references (p. 90-92). Also available in print.
33	Comparative study of two methods for recursive parameters identification : Kalman filter with hypothesis testing and directional forgetting / Janusz, Mariusz January 1900 (has links) Thesis (M. App. Sc.)--Carleton University, 2001. / Includes bibliographical references (p. 117). Also available in electronic format on the Internet. Kalman filtering. Algorithms.
34	NonGaussian estimation using a modified Gaussian sum adaptive filter / Caputi, Mauro J., January 1991 (has links) Thesis (Ph. D.)--Virginia Polytechnic Institute and State University, 1991. / Vita. Abstract. Includes bibliographical references (leaves 132-137). Also available via the Internet. Gaussian measures Kalman filtering
35	The natural rate of unemployment, its estimation, and evaluation of its estimators Claar, Victor V. January 2000 (has links) Thesis (Ph. D.)--West Virginia University, 2000. / Title from document title page. Document formatted into pages; contains ix, 151 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 141-151).
36	Vergleich unterschiedlicher Trackingverfahren im Robocup Zweigle, Oliver. January 2004 (has links) Stuttgart, Univ., Diplomarb., 2004. Kalman-Filter. Bildverarbeitung.
37	Cooperative EKF localization Canadas, Maria Belen. January 2004 (has links) Stuttgart, Univ., Diplomarb., 2004. Kalman-Filter. Lokalisation.
38	Implementierung eines Mono-Kamera-SLAM Verfahrens zur visuell gestützten Navigation und Steuerung eines autonomen Luftschiffes Lange, Sven. Sünderhauf, Niko. January 2008 (has links) Chemnitz, Techn. Univ., Diplomarb., 2007.
39	Spacecraft precision entry navigation using an adaptive sigma point Kalman filter bank Heyne, Martin Cornelius, January 1900 (has links) Thesis (Ph. D.)--University of Texas at Austin, 2007. / Vita. Includes bibliographical references.
40	Detecção de valores aberrantes em modelos de volatilidade estocastica Fukui, Pedro 29 September 2000 (has links) Orientador: Luiz Koodi Hotta / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação cientifica / Made available in DSpace on 2018-07-27T03:24:44Z (GMT). No. of bitstreams: 1 Fukui_Pedro_M.pdf: 2415142 bytes, checksum: a466180329b9e8a150daeba721b0c8e8 (MD5) Previous issue date: 2000 / Resumo: O principal objetivo deste trabalho é propor uma metodologia para detecção e estimação de valores aberrantes em modelos de volatilidade estocástica, sejam aqueles com efeito local ou quebras estruturais do modelo. Os estudos realizados no desenvolvimento da metodologia foram baseados em métodos computacionais que uti1i7~m simulações estocásticas. As estimativas dos parâmetros foram obtidas através do método de quase-verossimilhança e o critério de BIC (Schwarz) foi utilizado para detecção das observações aberrantes. A metodologia proposta foi testada em três séries, sendo as duas primeiras simuladas, uma sem outliers e outra com outliers como terceira série foram utilizados dados reais, mais especificamente, dados diários do Índice da Bolsa de Valores de São Paulo, no período de 04 de julho de 1994 - (ínicio do Plano Real) a 7 de abril de 2000, num total de 1424 observações / Abstract: The main objective of this paper is to propose a methodology for the detection and estimation of outliers caused by local effects or structural breaks in stochastic volatility models. The studies carried out in the development of the methodology were based on computational methods using stochastic simulation. The estimates of parameters were obtained through the quasi ikelihood method and the Schwarz criteria was used for the detection of outliers. The proposed methodology was tested in three series. The first two were generated, one with outliers and another without. Real data was used as the third series, more specifically the daily São Paulo Stock Exchange index (BOVESP A) for the period nom July 04, 1994 - (beginning of Plano Real) to April 07,2000, totaling 1424 observations / Mestrado / Mestre em Estatística Kalman, Filtragem de Derivativos (Finanças)

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