Essays about: "Linear Covariance"
Showing result 11 - 15 of
42 essays containing the words Linear Covariance.
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University essay from KTH/Matematisk statistik
Author : Jacob Barnholdt; Filip Carlsson; [2020]
Keywords : Financial mathematics; CMA-ES; Optimization; Initial Margin; Null space representations; Finansiell matematik; CMA-ES; Optimering; Initial Margin; Nollrumsrepresentationer;
Abstract :
This thesis evaluates how the evolutionary algorithm CMA-ES (Covariance Matrix Adaption Evolution Strategy) can be used for optimizing the total initial margin for a network of banks trading bilateral OTC derivatives. The algorithm is a stochastic method for optimization of non-linear and, but not limited to, non-convex functions. READ MORE
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University essay from KTH/Matematisk statistik
Author : Danilo Peng; [2019]
Keywords : Machine learning; 5G; interference channel; blind source estimation; MIMO; OFDM; bandwidth prediction; support vector machines; artificial neural network.; Maskininlärning; 5G; interferencekanal; stödvektormaskin; neurala nätverk; brandbedd estimering;
Abstract :
The data traffic has been growing drastic over the past few years due to digitization and new technologies that are introduced to the market, such as autonomous cars. In order to meet this demand, the MIMO-OFDM system is used in the fifth generation wireless network, 5G. READ MORE
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University essay from Uppsala universitet/Statistiska institutionen
Author : Linnea Lantz; [2019]
Keywords : LDA; QDA; DLDA; DQDA; GQDA;
Abstract :
This thesis compares the performance and robustness of five different varities of discriminant analysis, namely linear (LDA), quadratic (QDA), generalized quadratic (GQDA), diagonal linear (DLDA) and diagonal quadratic (DQDA) discriminant analysis, under elliptical distributions and small sample sizes. By means of simulations, the performance of the classifiers are compared against separation of mean vectors, sample size, number of variables, degree of non-normality and covariance structures. READ MORE
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University essay from KTH/Fordonsdynamik
Author : Siyao Chen; [2019]
Keywords : ;
Abstract :
The overall aim of this thesis is to explore the accurate estimation methods for the vehicle motion with relatively cheap sensors. The vehicle states are essential to the vehicle control applications but sometimes expensive sensors are necessary to obtain accurate values. READ MORE
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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
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