Essays about: "Covariance Matrix"

Showing result 21 - 25 of 55 essays containing the words Covariance Matrix.

  1. 21. Evaluation of Target Tracking Using Multiple Sensors and Non-Causal Algorithms

    University essay from Linköpings universitet/Reglerteknik

    Author : Albin Vestin; Gustav Strandberg; [2019]
    Keywords : evaluation; target tracking; multiple sensors; non-causal; smoother; smoothing; tracking; vehicle tracking; camera; lidar; estimate; estimation; prediction; vehicle dynamics; sensor fusion; real-time tracking; extended kalman filter; filter validation; validation; position estimation; velocity estimation; dynamic model; model complexity; multi object tracking; multiple object; tracking; single object tracking; data association; tracking fundamentals; iterated kalman filter; track management; gnn; global nearest neighbour; mahalanobis; mahalanobis distance; performance evaluation; differential gps; dgps; roi; ego; several sensors; sensors; rmse; root mean square error; invertible motion; anti-causal motion; anti-causal tracking; constant velocity; gnn; imu; tfs; two filter smoother; ekf; rts; radar; inertial measurement unit; nonlinear; nonlinear systems; mono camera; monocular camera; noise model; tracking performance; fixed interval smoothing; m n logic; centralized fusion; non-causal object tracker; car tracking; car dynamics; automotive; active safety; object tracking; automotive industry; thesis; master; reverse dynamics; reverse tracking; reverse sequence; sequence tracking; data propagation; ground truth; estimating ground truth; additional sensors; mounted sensors; true estimates; environment; comparison; algorithm; independent targets; overlapping; measurements; occluded; track switch; improve; lower; uncertainty; more; certain; state; process; noise; covariance; sampling; image; sprt; adas; cnn; cv; pdf; track; target; ego; tracker; tentative track; observatiom; online tracking; offline tracking; online; offline; recorded; sequences; robust; self driving; self-driving; car; traffic; trajectory; true state; scenario; scenarios; future; accurate; output; advanced; driver; assistance; systems; non-linear; complex noise; pedestrian; truck; bus; maneuvering; vehicles; processed; measurement; frame; state; correction; probability; density; function; tuning; likelihood; transition; measurement; motion; model; recursion; gaussian; approximation; distribution; linear; jacobian; multiplicative; noise; ratio; ad; hoc; ad hoc; state; space; approach; backward; auction; euclidean; distance; statistical; threshold; gating; association; margin; normalize; covariance; matrix; fusion; confirmed; rejected; tentative; history; absolute; error; modular; ego motion; parameters; variables; logg; hardware; specification; fused; causal; factorization; independent; uncorrelated; transform; moving; rotation; translation; oncoming; overtaking;

    Abstract : Today, the main research field for the automotive industry is to find solutions for active safety. In order to perceive the surrounding environment, tracking nearby traffic objects plays an important role. READ MORE

  3. 22. Break Point Detection for Strategic Asset Allocation

    University essay from KTH/Matematisk statistik

    Author : Erika Madebrink; [2019]
    Keywords : Strategic asset allocation; Bayesian; reversible jump; Markov chain Monte Carlo; regime switching;

    Abstract : This paper focuses on how to improve strategic asset allocation in practice. Strategic asset allocation is perhaps the most fundamental issue in portfolio management and it has been thoroughly discussed in previous research. We take our starting point in the traditional work of Markowitz within portfolio optimization. READ MORE

  4. 23. Characterising copy number polymorphisms using next generation sequencing data

    University essay from Uppsala universitet/Institutionen för biologisk grundutbildning; Uppsala universitet/Institutionen för immunologi, genetik och patologi

    Author : Zhiwei Li; [2019]
    Keywords : structural variations; copy number variations; copy number polymorphisms; next generation sequencing; The Northern Sweden Population Health Study; Genome-wide association study;

    Abstract : We developed a pipeline to identify the copy number polymorphisms (CNPs) in the Northern Swedish population using whole genome sequencing (WGS) data. Two different methodologies were applied to discover CNPs in more than 1,000 individuals. READ MORE

  5. 24. Estimation of Statistical Properties in a Mobile MIMO System

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Torsten Molitor; Hilding Wollbo; [2018]
    Keywords : ;

    Abstract : Several measures to evaluate the stationarity of a MIMO radio channel are proposed and implemented. The analysis is performed on a Kronecker model implementation of the channel matrix covariance, which describes the statistical characteristics and transmission properties of the radio channel. READ MORE

  6. 25. Risk-Based Portfolio Allocation Strategies with a Focus on Sustainable Stocks in Sweden

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Pilar Muñoz Ruiz; Frieda-Lotti Pauline Meyer; [2018]
    Keywords : Risk Adjusted Performance; Risk-Based Portfolio Allocation Strategies; Sustainable Stocks; Variance Covariance Matrix; Business and Economics;

    Abstract : This paper aims at analyzing the performance of six portfolio weight allocation strategies. The traditional Market Capitalization (CW), the Equal Weight (EW) and the Inverse Volatility Weighting (IVW) are heuristic based techniques and the Minimum Variance (MV), Maximum Diversification (MD) and Risk Efficient Weighting (REW) are risk-based. READ MORE