Essays about: "IMM"

Showing result 1 - 5 of 14 essays containing the word IMM.

  1. 1. A comparison of the Basel III capital requirement models for financial institutions

    University essay from Lunds universitet/Matematisk statistik

    Author : Sara Johannesson; Amanda Wahlberg; [2022]
    Keywords : Basel III; Internal Model Method IMM ; Standardized Approch for Counterparty Credit Risk SA-CCR ; Counterparty Credit Risk; Capital Requirement; Mathematics and Statistics;

    Abstract : The purpose of this report is to implement and compare the two Basel III standard methods on how to calculate the capital requirement for finan- cial institutions, related to counterparty credit risk. The models being the Standardized Approach for Counterparty Credit Risk (SA-CCR) and the Internal Model Method (IMM). READ MORE

  3. 2. On a novel soliton equation, its integrability properties, and its physical interpretation

    University essay from KTH/Fysik

    Author : Alexander Fagerlund; [2022]
    Keywords : Calogero-Moser systems; Conservation laws; Elliptic dynamics; Fluid dynamics; Hamiltonian mechanics; Hyperbolic dynamics; Integrability; Lax pairs; Pole ansatz; Riemann-Hilbert problems; Solitons; Bevarandelagar; Calogero-Mosersystem; Elliptisk dynamik; Fluiddynamik; Hamiltonmekanik; Hyperbolisk dynamik; Integrabilitet; Laxpar; Polansats; Riemann-Hilbertproblem; Solitoner;

    Abstract : In the present work, we introduce a never before studied soliton equation called the intermediate mixed Manakov (IMM) equation. Through a pole ansatz, we prove that the equation has N-soliton solutions with pole parameters governed by the hyperbolic Calogero-Moser system. READ MORE

  4. 3. An Adaptive IMM-UKF method for non-cooperative tracking of UAVs from radar data

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

    Author : Hólmfrídur Elvarsdottir; [2022]
    Keywords : Radar tracking; Kalman filters; UAV Unmanned Arial Vehicle ; IMM Interacting Multiple Model ; Nonlinear filters; Radar spårning; Kalmanfilter; Obemannade luftfarkoster; IMM Interacting Multiple Model ; Olinjära filter;

    Abstract : With the expected growth of Unmanned Aerial Vehicle (UAV) traffic in the coming years, the demand for UAV tracking solutions in the Air Traffic Control (ATC) industry has been incentivized. To ensure the safe integration of UAVs into airspace, Air Traffic Management (ATM) systems will need to provide a number of services such as UAV tracking. READ MORE

  5. 4. Stochastic Model Predictive Control for Autonomous Emergency Integrated Braking and Steering System

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : DEKUN WANG; [2021]
    Keywords : ;

    Abstract : Controlling both longitudinal and lateral dynamics of an autonomous vehicle confronting possible collision requires ecient perception of surrounding environment and optimal use of its maneuverability. In emergency, separate steering or braking may not be able to avoid collision or ensure stability of the vehicle. READ MORE

  6. 5. Evaluation of Tracking Filters for Tracking of Manoeuvring Targets

    University essay from Linköpings universitet/Reglerteknik

    Author : Ludvig Junler; [2020]
    Keywords : Interacting multiple model; Kalman filter; Target tracking;

    Abstract : This thesis evaluates different solutions to the target tracking problem with the use of airborne radar measurements. The purpose of this report is to present and compare options that can improve the tracking performance when the target is performing various manoeuvres while the radar measurements are noisy. READ MORE