Sökning: "gaussianity"
Hittade 3 uppsatser innehållade ordet gaussianity.
1. Analysis of the Representation of Orbital Errors and Improvement of their Modelling
Master-uppsats, Luleå tekniska universitet/Institutionen för system- och rymdteknikSammanfattning : In Space Situational Awareness (SSA), it is crucial to assess the uncertainty related to thestate vector of resident space objects (RSO). This uncertainty plays a fundamental role in, forexample, collision risk assessment and re-entry predictions. A realistic characterization of thisuncertainty is, therefore, necessary. LÄS MER
2. Tail Dependence Considerations for Cross-Asset Portfolios
Master-uppsats, KTH/Matematisk statistikSammanfattning : Extreme events, heaviness of log return distribution tails and bivariate asymptotic dependence are important aspects of cross-asset tail risk hedging and diversification. These are in this thesis investigated with the help of threshold copulas, scalar tail dependence measures and bivariate Value-at-Risk. LÄS MER
3. Parallel Hardware for Sampling Based Nonlinear Filters in FPGAs
Master-uppsats, Linköpings universitet/Elektroniksystem; Linköpings universitet/Tekniska högskolanSammanfattning : Particle filters are a class of sequential Monte-Carlo methods which are used commonly when estimating various unknowns of the time-varying signals presented in real time, especially when dealing with nonlinearity and non-Gaussianity in BOT applications. This thesis work is designed to perform one such estimate involving tracking a person using the road information available from an IR surveillance video. LÄS MER