Filtering has been shown successful in prediction from dynamically changing data. In this thesis, we perform case studies and comparison among three filters: Kalman filter, unscented Kalman filter and particle flow filter. We consider Kalman filter in the first chapter where we focus on studying the S&P model in a time-discrete dynamics with time-discrete observations for dividend yield and S&P returns. For this filtering problem, Kalman filter performs well only in the first few time steps. Since the S&P model we consider is nonlinear, we are motivated to apply nonlinear filters and use unscented Kalman filter. The key technique is to approximate non-Gaussian processes (non-linear models) by assigning the so-called sigma points (nonrandom) around the priori mean. We implement it on the S&P model in Chapter 2. We also implement unscented Kalman filter for a two-dimensional tumor growth model. Unscented Kalman filter works reasonably well for both models with capturing the trend and predicting the values. We consider the recently-developed particle flow filter in Chapter 3. Particle flow filter is a method of moving the particles by partial differential equations generated from proper chosen likelihood functions via the Bayes rule. By solving partial differential equations, one can construct an explicit dynamic model on how to move particles.In this chapter, we implement two models as in Chapter 2. One is the S&P model and the other is perturbed tumor growth model. We compare performance of particle flow filter and unscented Kalman filter for these two models.

Thesis (Ph.D.)--University of Tulsa, 1987. / Bibliography: leaves 162-171.

Thesis (M.S.)--Ohio University, March, 1988. / Title from PDF t.p.

Thesis (M.S.)--Virginia Polytechnic Institute and State University, 1990. / Vita. Abstract. Includes bibliographical references (leaf 110). Also available via the Internet.

by Meng Wei. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 115-119). / Abstracts in English and Chinese. / Abstract / Acknowledgements / Table of Contents / Chapter 1. --- Introduction --- p.1 / Chapter 1.1 --- Overview of Microwave Filter --- p.1 / Chapter 1.2 --- Introduction to Synthesis and Diagnosis of Generalized Chebyshev Coupled Resonator Filters --- p.3 / Chapter 1.3 --- Original Contributions --- p.5 / Chapter 1.4 --- Thesis Organization --- p.6 / Chapter 2. --- Fundamental Theory --- p.7 / Chapter 2.1 --- Generalized Chebyshev Polynomial --- p.7 / Chapter 2.2 --- Cross Coupled Resonator Network --- p.19 / Chapter 2.3 --- N x N Coupling Matrix Synthesis --- p.22 / Chapter 2.4 --- Similarity Transformation --- p.28 / Chapter 2.5 --- N + 2 Transversal Network Synthesis --- p.34 / Chapter 2.6 --- Example --- p.39 / Chapter 2.7 --- Summary --- p.46 / Chapter 3. --- Analytical Diagnosis of Narrow-Band Coupled Resonator Filters --- p.47 / Chapter 3.1 --- Introduction --- p.47 / Chapter 3.2 --- Extended Realizability Conditions --- p.50 / Chapter 3.3 --- Filter Circuit Model Extraction with Finite Q Value --- p.57 / Chapter 3.4 --- Diagnosis of a Dual-Mode Circular Waveguide Filter --- p.64 / Chapter 3.5 --- Diagnosis of a In-Line Waveguide Filter --- p.69 / Chapter 3.6 --- Application in Tuning a Sixth Order Dual-Mode Filter --- p.74 / Chapter 3.7 --- Future Work --- p.82 / Chapter 3.8 --- Summary --- p.83 / Chapter 4. --- Hybrid Synthesis of Microwave Coupled Resonator Filters --- p.84 / Chapter 4.1 --- Introduction --- p.84 / Chapter 4.2 --- A Hybrid Approach --- p.86 / Chapter 4.3 --- Matrix Transformations --- p.90 / Chapter 4.4 --- Application of Proposed Method --- p.94 / Chapter 4.5 --- Future Work --- p.100 / Chapter 4.6 --- Summary --- p.101 / Chapter 5. --- Conclusion --- p.102 / Appendix --- p.104 / References --- p.115 / Author's Publications --- p.120

Thesis (Ph. D.)--University of Florida, 2002. / Title from title page of source document. Includes vita. Includes bibliographical references.

No description available.

No description available.

No description available.

This thesis describes the synthesis and design of two novel dual-mode microwave waveguide filter structures. The mode degeneracy is fundamental to this design technique. The first design introduces a structurally symmetric dual-mode cavity pseudo-elliptic band-pass filter, which has been implemented by only asymmetric structures so far. It is also used to shed light on the concepts of positive and negative coupling in dual-mode filters. A novel iris coupling structure is investigated allowing negative coupling coefficients required for certain polarizations of modes in dual- mode rectangular cavities. A 4th order dual-mode band-pass filter is designed at 11 GHz with a bandwidth of 200 MHz, an in-band return loss of 20dB and two transmission zeros at normalized frequencies of ±1.6. The filter makes use of the negative coupling property of the iris for inter-resonance coupling of the modes of horizontal orientation inside the cavity. The desired performance of the filter was achieved by the initial design without any optimization. The second design is especially convenient when temperature compensation is of prime concern. A direct design technique is developed and demonstrated with computer simulation and measurement in circular waveguide technology on a 4th order filter with a bandwidth of 50 MHz at 11 GHz, an in-band return loss of 20 dB and two normalized transmission zeros at ±1.5. / Thesis (Master, Electrical & Computer Engineering) -- Queen's University, 2011-04-08 12:41:14.602