Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 245 for “"State Variables"”.
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State variables, the Fredholm theory and optimal communications.
Massachusetts Institute of Technology. Dept. of Electrical Engineering. Thesis. 1968. Sc.D.
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Estimation of state variables for noisy dynamic systems
Thesis (Sc. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering, 1963.
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Asset pricing with empirical, zero-beta, macro and state variables in international equity markets
… pricing by using empirical, zero-beta, macro and state variables. Firstly, we improve asset pricing with empirical factors as we find the gap that the five-factor model augmented with momentum factor, is yet to be examined in international equity markets. We use the time-series and cross-sectional …
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Estimating Soil Moisture and Energy Fluxes Using Assimilation of Remotely Sensed Land Surface State Variables
… energy fluxes estimated from the land surface state variables, obtained from MODIS (MODerate-resolution Imaging Spectrometer) and atmospheric boundary layer properties. The energy fluxes are assimilated into a land surface model using the UKF scheme, to update the soil moisture profile and the …
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The Changes in The Compressive and Tensile Yield Strengths During Uniaxial Cyclic Loading
… from the drawback that the manner in which the state variables change is difficult to measure. A unified creep-plasticity theory for uniaxial loading which uses the yield strengths in tension, Y(,1), and compression, Y(,2), as the state variables is investigated as the means of improving the …
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Applications and Computation of Stateful Polya Trees
… distribution. The Polya tree discretizes the state space with a recursive partition, generating a distribution by assigning mass to the child elements at each level of the recursive partition according to a Beta distribution. Stateful Polya trees are an extension of the Polya tree where each …
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Credit default swaps in a roll-over risk framework
… of “roll-over risk”. Defining the roll-over risk state variables in an affine form, this dissertation prices a credit default swap using an “affine transform” methodology. This price is then compared to that obtained from a traditional Monte Carlo simulation approach. The former is shown to …
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Essays on Risk Sharing and Pricing
… any risk-neutral statistical distribution of state variables can be consistently tied to the economic contents of the underlying pricing model. It establishes this structural linkage by requiring that the economy's stochastic discount factor (SDF) be a proper but unspecified function of the …
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Non-Linear Robust Observers For Systems With Non-Collocated Sensors And Actuators
… algorithm such as the availability of the state variables needed for the computation of the control signals, and the adverse effects induced by non-collocated sensors and actuators.</p> <p>The present work investigates the adverse effects of non-collocated sensors and actuators on the phase …
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Credit Risk Pricing via Epstein-Zin Pricing Kernel
… process; the firm's asset value. The observable state variables; log consumption and volatility are affine processes which drive the unobservable firm's value process. The stochastic pricing kernel is expressed in terms of the state variables. The price of a zero-coupon bond is expressed as the …
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Essays in Asset Allocation
… robust to investment horizons and stock market states. The BSV rule is effective for investors with different preferences or investment opportunities. The effectiveness of the BSV rule is robust to data screening criteria, estimation periods, portfolio performance evaluation models, the business …
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Bayesian inference of stochastic dynamical models
… algorithm for nonlinear reduced-dimension state variable inference to perform parallelized computation of marginal likelihoods for multiple candidate models, enabling efficient Bayesian update of model distributions. The methodology also employs reduced-dimension state augmentation to …
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Implementation of Bivariate Unspanned Stochastic Volatility Models
… stochastic volatility models, where there is one state variable controlling the term structure, and one scaling the volatility. Specifically, we consider the Log-Affine Double Quadratic (1,1) model of Backwell (2017). In the class of affine term structure models, state variables are virtually …
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Estimation of nonlinear systems using Jump Matrix Technique
… subsystem. At each sampling instant, the system variables are updated using an instantaneous "jump" in the values. The estimator for the nonlinear case is developed on the lines of Kalman filter for the linear case. The Jump Matrix technique is used for system simulation for three different …
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Using Translational Switching to Investigate the SCN Clockwork
… where the oscillation of key components (called state variables) entirely underpins the phase of the oscillation. In Neurospora and Drosophila the negative regulators Frequency (FRQ) and Period (Per) have been identified as state variables of their respective TTFLs. However, the identity of state …
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Dynamic programming and direct interaction for the optimum design of space structures
… at its upper and lower interfaces by a set of state variables. An optimum weight design can be found by selecting the best configuration and hence the best state variables at each interface. Each alteration of the geometric configuration of a substructure effects its weight. Consequently, a …
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Mass balance modeling of polychlorinated biphenyls in the Lower Duwamish Waterway
… remedial activities. There are four unknown state variables: freshness, suspended sediment concentration, dissolved phase total PCB concentration, and sorbed phase total PCB concentration. The sole freshness source was the Green River and the freshness sink was the flushing at the downstream …
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Nonlinear Dimensionality Reduction for the Thermodynamics of Small Clusters of Particles
… on ensembles of cluster configurations to detect state variables that can be used to model the thermodynamic properties of the system. While the most fundamental description of a cluster is in 3N dimensions, i.e., the Cartesian coordinates of the particles, the ML results demonstrate that …
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Nonlinear observer design using contraction theory with application to heat exchangers having varying phase transition
… process dynamics highly complex, including many state variables that are important for stringent control but are not directly measurable. In this thesis, nonlinear observers for estimating those inaccessible state variables are designed and are applied to the control and monitoring of an air …
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Digital model reference aircraft control
… an error vector equal to the difference between state variables of the model and those of the STOL, (2) the present values of the pilot inputs and STOL state variables, (3) a P matrix obtained from the equation A<sub>m</sub>ᵀPA<sub>m</sub> - P = - I where z(k + 1) = A<sub>m</sub> z(k) + …
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