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.
Results
Showing 1 to 20 of 100 for “"tracking error"”.
-
System to test sensitivity to head tracking error in virtual environments
Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1996.
-
Basis risk and property derivative hedging in the UK : implications of the 2007 IPF Study of tracking error
… hedging in the UK market, based on the tracking error (basis risk) report from the Investment Property Forum study in 2007 (the IPF Study). The thesis first analyzes the risks relevant to hedging and defines the basis risk. Considering hedgers with different objectives measure hedging …
-
A Comprehensive Evaluation of Commodity ETF Tracking Divergence
… five popular futures-backed ETFs. We decompose tracking difference to examine the relative size of tracking differences attributable to managers versus the arbitrage process. Tracking differences attributable to managers is found to be significantly smaller than that attributable to the …
-
Constructing low cost core-satellite portfolios with multiple risk constraints: practical applications to Robo advising in South Africa using active, passive and smart-beta strategies
Risk and tracking error budgeting was originally adopted by large institutional investors, including pension funds, plan sponsors, foundations, and endowments. More recently, risk and tracking error budgeting have gained popularity among financial advisors, multi-managers, fund of funds managers, …
-
Imprecise computation in real-time control systems
… and the precise trajectory is called the tracking error. We analyze the consequence of imprecise computation, caused by corrupted input and/or prematurely terminated output computation, on tracking errors for single-input-single-output and multiple-input-multiple-output time-invariant …
-
Essay 1. Equity Style Identification. Essay 2. Equity Fund Performance Evaluation: The Importance of Fund Style. Essay 3. A Dynamic Model of Mutual Fund Managers' Investment Strategies
… expected return and its volatility of tracking error. When the time is close to the end of the assessment period, poor performers increase expected returns by raising skill levels but good performers reduce the volatility of returns by decreasing skill levels. In the comparative …
-
Effects of seated posture on static strength, lower-body isometric muscle contractions, and manual tracking performance
… straining maneuvers (AGSMs); and (3) tracking performance for a manual tracking task. The purpose of this research is to determine if certain body postures significantly affect force generation, isometric muscle contractions, and tracking error. Subjects perform three different tasks …
-
Essays in capital markets
… to the minimization of a mean-squared- error loss function under Markov state-dynamics, we derive recursive expressions for the optimal-replication strategy that are readily implemented in practice. The approximation error or ... of the optimal-replication strategy is also given …
-
Routing and Control of Unmanned Aerial Vehicles for Performing Contact-Based Tasks
… verify a user-defined rate of convergence of the tracking error while verifying apriori control and tracking error constraints. Numerical simulations are performed on the roll dynamics of a delta-wing aircraft. The second novel MRAC law is MRAC for switched dynamical systems which is proven in two …
-
Robust adaptive control and filtering
… ultimate boundedness), the closed-loop system tracking error performance in the presence (robust performance), and absence (nominal performance) of unmodelled dynamics, disturbances, and parameter time variations.
-
Intelligent Flight Control Systems Using Adaptive Deep Neural Networks and Concurrent Learning-Based Design Methods
… Specifically, this result includes a detailed error system development formally incorporating realistic measurement errors in the recorded data stack; a Lyapunov-based stability analysis deriving a sufficient condition on the diversity of the recorded data stack under which the tracking error …
-
How Well Do Commodity Based ETFs Track Underlying Assets?
… the period of January 2012 to October 2017. Tracking error in this study is evaluated through 4 approaches to measure error, bias, systematic risk, and error magnitude. Additionally, a mispricing analysis is conducted as an alternative form of error measurement Results indicate that tracking …
-
Decentralized scheduling of EV energy and regulation reserve services in distribution network markets
… (MDP) application to estimate the regulation tracking cost incurred over an hour by an EV charger employing an optimal controller to respond to the regulation signal which is reset every two seconds by the system operator. The hourly tracking error increases when the EV promises higher …
-
The path prediction of cyclones with Kalman filters
… degrade the performance of the filter and cause tracking divergence. Time varying values for the noise covariance matricies R and Q, and the addition of an external forcing function to the filter, effectively compensated for this tracking error. Results for the simulations show significant …
-
Hybrid force and position control of a manipulator with an elastic link
… minimizes a quadratic function of contact force error, tip tracking error, elastic deflection, and control torques. Applying the proposed controller to a two-link planar manipulator where the first link is rigid and the second elastic, computer simulation and laboratory experiment results are …
-
Active share, fund style and performance
… trusts exhibiting the highest Active Share and tracking error (concentrated stock picker) earned a significantly higher alpha than unit trusts exhibiting the lowest Active Share and tracking error (closet indexer). During the financial crisis and in the subsequent bull market to previous highs, …
-
Resources, Confusions, and Compatibility in Dual Axis Tracking: Displays, Controls, and Dynamics
Dual axis compensatory tracking was investigated as a function of whether error displays were integrated or separated, whether axis controls were integrated into one stick or remained separate, and whether the control dynamics on the two axes were the same or different. Tracking error increased and …
-
The investigation of style indices and active portfolio construction on the JSE
… blocks to construct mean-variance and mean-tracking error optimal portfolios at low cost.
-
Characteristics of muscle co-contraction during isometric tracking
… and the performance of a simple manual tracking task. The study employed an isometric, zero order, pursuit tracking task with a laterally translating, periodic sine wave forcing function. The speed of the target was varied by altering the Frequency (3 levels) of the simple sine wave. The …
Page 1 of 5