Essays about: "nonlinear least squares"

Showing result 1 - 5 of 27 essays containing the words nonlinear least squares.

  1. 1. Robust Aircraft Positioning using Signals of Opportunity with Direction of Arrival

    University essay from Linköpings universitet/Reglerteknik

    Author : Erik Axelsson; Sebastian Fagerstedt; [2023]
    Keywords : Simultaneous localisation and mapping; direction of arrival; signals of opportunity; extended Kalman filter; positioning;

    Abstract : This thesis considers the problem of using signals of opportunity (SOO) with known direction of arrival (DOA) for aircraft positioning. SOO is a collective name for a wide range of signals not intended for navigation but which can be intercepted by the radar warning system on an aircraft. READ MORE

  3. 2. Data Driven Modeling for Aerodynamic Coefficients

    University essay from KTH/Matematisk statistik

    Author : Erik Jonsäll; Emma Mattsson; [2023]
    Keywords : Master s thesis; System identification; Parameter estimation; Ordinary least squares; Machine learning; Aerodynamic coefficients; F18--HARV; Flight simulations.; Masteruppsats; Systemidentifiering; Parameteruppskattning; Minstakvadratmetoden; Maskininlärning; Aerodynamiska koefficienter; F18-HARV; Flygsimuleringar.;

    Abstract : Accurately modeling aerodynamic forces and moments are crucial for understanding thebehavior of an aircraft when performing various maneuvers at different flight conditions.However, this task is challenging due to complex nonlinear dependencies on manydifferent parameters. READ MORE

  4. 3. Estimating a Boat’s Vertical Velocity with Unpositioned 6DOF IMU:s : How sensor fusion and knowledge of the system dynamics can be used to estimate the IMU positions and produce fused estimates

    University essay from Linköpings universitet/Fordonssystem

    Author : Jesper Sjöblom; [2023]
    Keywords : IMU data fusion; Extended Kalman Filter; IMU positioning;

    Abstract : Longline fishing is a method of fishing that utilizes baited hooks to catch fish in an environmentally friendly way. In order to reduce the number of catch lost while longline fishing, it is of great interest to be able to keep an even tension on the fishing line. READ MORE

  5. 4. Pricing and Hedging of Financial Instruments using Forward–Backward Stochastic Differential Equations : Call Spread Options with Different Interest Rates for Borrowing and Lending

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Abigail Hailu Berta; [2022]
    Keywords : Backward stochastic differential equations BSDEs ; Markovian BSDEs; Least square Monte Carlo method; Deep BSDE method; Nonlinear option pricing and hedging problems; Pricing and hedging in high dimensions.;

    Abstract : In this project, we are aiming to solve option pricing and hedging problems numerically via Backward Stochastic Differential Equations (BSDEs). We use Markovian BSDEs to formulate nonlinear pricing and hedging problems of both European and American option types. READ MORE

  6. 5. Pricing Currency Options with Bates Model: Analytical Tractability versus Empirical Misspeci cation

    University essay from Göteborgs universitet/Graduate School

    Author : Oscar Thelander; [2021-02-02]
    Keywords : ;

    Abstract : In this thesis I complement the results from Bates (1996) wherein a Stochastic Volatility Jump-Di usion model for pricing foreign currency options is introduced and evaluated against USD/DM foreign exchange options. I complement Bates results with two di erent calibration methodologies, nonlinear least-squares and the built-in MATLAB function fmincon, using the same dataset that was used in Bates (1996). READ MORE