Essays about: "kalman market estimation"

Showing result 1 - 5 of 10 essays containing the words kalman market estimation.

  1. 1. Modeling and Control of a PMSM Operating in Low Speeds

    University essay from Linköpings universitet/Fordonssystem

    Author : Robin Helsing; Tobias Sanchez; [2022]
    Keywords : PMSM; BLDC; low speed; EKF; UKF; MPC; Extended Kalman Filter; Unscented Kalman Filter; PI; Control; FOC;

    Abstract : A permanent magnet synchronous motor is a type of motor that is used in several different application areas, not least in an autonomous robots where it is the motor that drives the wheels. Today, many actors choose simulation as a tool to save money and time when product tests are performed. READ MORE

  3. 2. Exploring improvements of wind power forecasts using Convolutional Neural Networks and Time Series Analysis

    University essay from Lunds universitet/Matematisk statistik

    Author : Jakob Nabialek; [2022]
    Keywords : wind power forecasting; convolutional neural networks; kalman filter; electricity market; day-ahead market; Mathematics and Statistics;

    Abstract : Due to environmental considerations, volumes of renewable power production are rapidly growing, and its share of the energy pool is increasing. The inter- mittent nature of wind power, being one of the main renewable energy sources, is a challenge when generating production forecasts. READ MORE

  4. 3. Modeling of a vehicular LNG tank with regard to real time implementation

    University essay from KTH/Maskinkonstruktion (Inst.)

    Author : Christian Wessel; [2015]
    Keywords : ;

    Abstract : The usage of natural gas (NG) as an alternative vehicle fuel is becoming more and more common, due to a factor of approximately 600 between the liquid and vapour phase density, the storage of liquefied natural gas (LNG) in cryogenic containers is desirable to enable for NG propelled long haulage vehicles. Due to the novelty of the LNG vehicular market, little research in the field “modeling of LNG vehicular tanks” exists. READ MORE

  5. 4. Beyond the "Asian Flu". "Asia-vu"? Internal and External Risks for The Economy of Indonesia. Asset Price Bubbles and Contagion

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Nikolay Antonov; Todor Sapunarov; [2014]
    Keywords : Bubbles; Contagion; Indonesia; Kalman filter; Bubbagion Index ;

    Abstract : Asset price bubbles and cross-country contagion, embodying an economy's domestic and foreign risks respectively, are two topical issues in finance. Indonesia, a fast-growing emerging market economy, and one of the world's volatile "Fragile Five", is a prime suspect for a country that is likely to exhibit vulnerabilities to both bubbles and contagion. READ MORE

  6. 5. Estimation of a Liquidity Premium for Swedish Inflation Linked Bonds

    University essay from KTH/Matematisk statistik

    Author : Magnus Bergroth; Anders Carlsson; [2014]
    Keywords : Inflation linked yields; State space model; Kalman filter; Maximum likelihood estimation;

    Abstract : It is well known that the inflation linked breakeven inflation, defined as the difference between a nominal yield and an inflation linked yield, sometimes is used as an approximation of the market’s inflation expectation. D’Amico et al. (2009, [5]) show that this is a poor approximation for the US market. READ MORE