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Thematische Bibliographien / Estimation of the process noise / Dissertationen

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Dissertationen zum Thema „Estimation of the process noise“

Autor: Grafiati

Veröffentlicht am 28. Juni 2021

Zuletzt aktualisiert am 29. Juli 2025

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1

Anilkumar, A. K. "Application Of Controlled Random Search Optimization Technique In MMLE With Process Noise." Thesis, Indian Institute of Science, 2000. https://etd.iisc.ac.in/handle/2005/232.

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Generally in most of the applications of estimation theory using the Method of Maximum Likelihood Estimation (MMLE) to dynamical systems one deals with a situation where only the measurement noise alone is present. However in many present day applications where modeling errors and random state noise input conditions occur it has become necessary for MMLE to handle measurement noise as well as process noise. The numerical algorithms accounting for both measurement and process noise require significantly an order of magnitude higher computer time and memory. Further more, implementation difficul

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2

Anilkumar, A. K. "Application Of Controlled Random Search Optimization Technique In MMLE With Process Noise." Thesis, Indian Institute of Science, 2000. http://hdl.handle.net/2005/232.

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Generally in most of the applications of estimation theory using the Method of Maximum Likelihood Estimation (MMLE) to dynamical systems one deals with a situation where only the measurement noise alone is present. However in many present day applications where modeling errors and random state noise input conditions occur it has become necessary for MMLE to handle measurement noise as well as process noise. The numerical algorithms accounting for both measurement and process noise require significantly an order of magnitude higher computer time and memory. Further more, implementation difficul

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3

Barajas, Leandro G. "Process Control in High-Noise Environments Using A Limited Number Of Measurements." Diss., Georgia Institute of Technology, 2003. http://hdl.handle.net/1853/7741.

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The topic of this dissertation is the derivation, development, and evaluation of novel hybrid algorithms for process control that use a limited number of measurements and that are suitable to operate in the presence of large amounts of process noise. As an initial step, affine and neural network statistical process models are developed in order to simulate the steady-state system behavior. Such models are vitally important in the evaluation, testing, and improvement of all other process controllers referred to in this work. Afterwards, fuzzy logic controller rules are assimilated into a mathe

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4

Constant, Camille. "Modélisation stochastique et analyse statistique de la pulsatilité en neuroendocrinologie." Thesis, Poitiers, 2019. http://www.theses.fr/2019POIT2330.

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L’objectif de cette thèse est de proposer plusieurs modèles probabilistes pour représenter l’activité calcique des neurones et comprendre son implication dans la sécrétion d’hormone GnRH. Ce travail s’appuie sur des expériences réalisées à l’INRA Centre Val-de-Loire. Le Chapitre 1 propose une modélisation continue, où nous étudions un processus markovien de type shot-noise. Le Chapitre 2 étudie un modèle discret de type AR(1) basé sur la discrétisation du modèle du Chapitre 1 et propose une première estimation des paramètres. Le Chapitre 3 propose un autre modèle discret de type AR(1) où les i

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5

Sun, Yucheng. "Essays in volatility estimation based on high frequency data." Doctoral thesis, Universitat Pompeu Fabra, 2017. http://hdl.handle.net/10803/402831.

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Based on high-frequency price data, this thesis focuses on estimating the realized covariance and the integrated volatility of asset prices, and applying volatility estimation to price jump detection. The first chapter uses the LASSO procedure to regularize some estimators of high dimensional realized covariance matrices. We establish theoretical properties of the regularized estimators that show its estimation precision and the probability that they correctly reveal the network structure of the assets. The second chapter proposes a novel estimator of the integrated volatility which is the qua

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6

Maillet, Raphaël. "Analyse statistique et probabiliste de systèmes diffusifs en présence de bruit." Electronic Thesis or Diss., Université Paris sciences et lettres, 2024. http://www.theses.fr/2024UPSLD025.

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Cette thèse traite du comportement en temps long des équations stochastiques de Fokker-Planck en présence d’un bruit commun additif et présente des méthodes statistiques pour estimer la mesure invariante des processus de diffusion ergodiques multidimensionnels à partir de données bruitées. Dans la première partie, nous analysons les équations différentielles partielles stochastiques de type Fokker-Planck non linéaires, obtenues comme la limite du champ moyen de systèmes de particules en interaction dirigés par des bruits browniens idiosyncrasiques et en présence de bruit commun. Nous établisso

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Jaoua, Nouha. "Estimation Bayésienne non Paramétrique de Systèmes Dynamiques en Présence de Bruits Alpha-Stables." Phd thesis, Ecole Centrale de Lille, 2013. http://tel.archives-ouvertes.fr/tel-00929691.

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Dans un nombre croissant d'applications, les perturbations rencontrées s'éloignent fortement des modèles classiques qui les modélisent par une gaussienne ou un mélange de gaussiennes. C'est en particulier le cas des bruits impulsifs que nous rencontrons dans plusieurs domaines, notamment celui des télécommunications. Dans ce cas, une modélisation mieux adaptée peut reposer sur les distributions alpha-stables. C'est dans ce cadre que s'inscrit le travail de cette thèse dont l'objectif est de concevoir de nouvelles méthodes robustes pour l'estimation conjointe état-bruit dans des environnements

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Iskander, D. R. "The Generalised Bessel function K distribution and its application to the detection of signals in the presence of non-Gaussian interference." Thesis, Queensland University of Technology, 1997.

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9

Chen, Hao. "Noise enhanced signal detection and estimation." Related electronic resource:, 2007. http://proquest.umi.com/pqdweb?did=1342743841&sid=2&Fmt=2&clientId=3739&RQT=309&VName=PQD.

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10

Bareš, Robert. "Environmentally adaptive noise estimation for active sonar." Thesis, Cardiff University, 2012. http://orca.cf.ac.uk/18588/.

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Noise is frequently encountered when processing data from the natural environment, and is of particular concern for remote-sensing applications where the accuracy of data gathered is limited by the noise present. Rather than merely accepting that sonar noise results in unavoidable error in active sonar systems, this research explores various methodologies to reduce the detrimental effect of noise. Our approach is to analyse the statistics of sonar noise in trial data, collected by a long-range active sonar system in a shallow water environment, and apply this knowledge to target detection. Our

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11

Lowe, Alexander M. "Estimation of electrochemical noise impedance and corrosion rates from electrochemical noise measurements." Thesis, Curtin University, 2002. http://hdl.handle.net/20.500.11937/209.

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Electrochemical noise refers to the spontaneous fluctuations in potential and current that can be observed on a corroding metal. The use of electrochemical noise for obtaining information on the corrosion process generates much interest in research fields. One important application is the measurement of corrosion rate. This can be achieved using the electrochemical noise of a pair of electrically coupled corroding metals to obtain an estimate of electrochemical impedance - an abstract quantity that reflects various aspects of the corrosion process.There are a number of problems associated with

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Lowe, Alexander M. "Estimation of electrochemical noise impedance and corrosion rates from electrochemical noise measurements." Curtin University of Technology, School of Electrical and Computer Engineering, 2002. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=12723.

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Electrochemical noise refers to the spontaneous fluctuations in potential and current that can be observed on a corroding metal. The use of electrochemical noise for obtaining information on the corrosion process generates much interest in research fields. One important application is the measurement of corrosion rate. This can be achieved using the electrochemical noise of a pair of electrically coupled corroding metals to obtain an estimate of electrochemical impedance - an abstract quantity that reflects various aspects of the corrosion process.There are a number of problems associated with

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13

Warner, Carl Michael 1952. "ESTIMATION OF NONSTATIONARY SIGNALS IN NOISE (PROCESSING, ADAPTIVE, WIENER FILTERS, ESTIMATION, DIGITAL)." Thesis, The University of Arizona, 1986. http://hdl.handle.net/10150/291297.

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14

Benko, Matej. "Hledaní modelů pohybu a jejich parametrů pro identifikaci trajektorie cílů." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2021. http://www.nusl.cz/ntk/nusl-445467.

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Táto práca sa zaoberá odstraňovaním šumu, ktorý vzniká z tzv. multilateračných meraní leteckých cieľov. Na tento účel bude využitá najmä teória Bayesovských odhadov. Odvodí sa aposteriórna hustota skutočnej (presnej) polohy lietadla. Spolu s polohou (alebo aj rýchlosťou) lietadla bude odhadovaná tiež geometria trajektórie lietadla, ktorú lietadlo v aktuálnom čase sleduje a tzv. procesný šum, ktorý charakterizuje ako moc sa skutočná trajektória môže od tejto líšiť. Odhad spomínaného procesného šumu je najdôležitejšou časťou tejto práce. Je odvodený prístup maximálnej vierohodnosti a Bayesovský

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Dorosh, Anastasiia. "Direction-of-Arrival Estimation in Spherically Isotropic Noise." Thesis, Linnéuniversitetet, Institutionen för fysik och elektroteknik (IFE), 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-28603.

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Today the multisensor array signal processing of noisy measurements has received much attention. The classical problem in array signal processing is determining the location of an energy-radiating source relative to the location of the array, in other words, direction-of-arrival (DOA) estimation. One is considering the signal estimation problem when together with the signal(s) of interest some noise and interfering signals are present. In this report a direction-of-arrival estimation system is described based on an antenna array for detecting arrival angles in azimuth plane of signals pitched

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Niles, Frederick A. "Estimation of noise variances for shuttle proximity operations." Thesis, Massachusetts Institute of Technology, 1996. http://hdl.handle.net/1721.1/49609.

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17

Aparnnaa. "Image Denoising and Noise Estimation by Wavelet Transformation." Kent State University / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=kent1555929391906805.

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Granefelt, Håkan. "Applicability of ISO standards & noise estimation tool." Thesis, KTH, MWL Marcus Wallenberg Laboratoriet, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-203817.

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This study has two major purposes: (1) To determine the applicability of ISO standards for calculating sound power levels emitted by acoustic noise sources in-house at Ericsson, Kista. (2) To design a software tool for estimation of emitted sound power levels from a radio installation. To determine the applicability of different ISO standards during the design phase at Ericsson, viable standards were chosen and measurements were taken on the exact same noise source following each chosen standard. The evaluation of these measurements was made with different points in focus.  Accuracy  Availab

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Bahrami, Mohsen, and Bane Vasic. "Noise Predictive Information Rate Estimation for TDMR Channels." International Foundation for Telemetering, 2016. http://hdl.handle.net/10150/624263.

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In this paper, we use the forward recursion BCJR algorithm to estimate the symmetric information rate for Two Dimensional Magnetic Recording (TDMR) channels. In particular, we consider a TDMR read/write channel whose all components, including recording medium, write and readback processes are modeled in software. Since the primary source of noise in TDMR arises from irregularities in the recording medium and leads to highly colored and data-dependent jitter, the pattern dependent noise predictive (PDNP) algorithm is implemented to improve the accuracy and performance of SIR estimation. F

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Nadadur, Desikachari. "Noise covariance estimation in low-level computer vision /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/5988.

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21

Ilhe, Paul. "Estimation statistique des éléments d'un processus shot-noise." Electronic Thesis or Diss., Paris, ENST, 2016. http://www.theses.fr/2016ENST0052.

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Dans le cadre de la spectrométrie gamma, cette thèse introduit de nouveaux estimateurs non paramétriques de l’intensité et de la densité des marques d’un processus shot-noise à partir d’un nombre fini d’observations du processus échantillonné à basse fréquence. Les méthodes proposées utilisent une relation non linéaire reliant la fonction caractéristique de la loi marginale du processus à la densité des marques. Elles sont particulièrement rapides et possèdent l’avantage d’être efficaces mêmes pour des intensités élevées. Les performances de ces méthodes sont étudiées quantitativement et illus

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Younan, Nicolas H. "Estimation techniques for parameters of complex exponentials with noise." Ohio : Ohio University, 1988. http://www.ohiolink.edu/etd/view.cgi?ohiou1172004849.

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23

Konaté, Cheick Mohamed. "Enhancing speech coder quality: improved noise estimation for postfilters." Thesis, McGill University, 2011. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=104578.

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ITU-T G.711.1 is a multirate wideband extension for the well-known ITU-T G.711 pulse code modulation of voice frequencies. The extended system is fully interoperable with the legacy narrowband one. In the case where the legacy G.711 is used to code a speech signal and G.711.1 is used to decode it, quantization noise may be audible. For this situation, the standard proposes an optional postfilter. The application of postfiltering requires an estimation of the quantization noise. The more accurate the estimate of the quantization noise is, the better the performance of the postfilter can be.In t

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Eliasson, Björn. "Voice Activity Detection and Noise Estimation for Teleconference Phones." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-108395.

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If communicating via a teleconference phone the desired transmitted signal (speech) needs to be crystal clear so that all participants experience a good communication ability. However, there are many environmental conditions that contaminates the signal with background noise, i.e sounds not of interest for communication purposes, which impedes the ability to communicate due to interfering sounds. Noise can be removed from the signal if it is known and so this work has evaluated different ways of estimating the characteristics of the background noise. Focus was put on using speech detection to

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Chernets, Olga. "The estimation of Arctic ice thickness from ambient noise." Thesis, Massachusetts Institute of Technology, 1995. http://hdl.handle.net/1721.1/38188.

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26

Brookshire, Jonathan David. "Articulated pose estimation via over-parametrization and noise projection." Thesis, Massachusetts Institute of Technology, 2014. http://hdl.handle.net/1721.1/87915.

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Thesis: Ph. D., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2014.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 155-161).<br>Outside the factory, robots will often encounter mechanical systems with which they need to interact. The robot may need to open and unload a kitchen dishwasher or move around heavy construction equipment. Many of the mechanical systems encountered can be described as a series of rigid segments connected by joints. The pose of a segment places constraints on adjacent segments b

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Tan, Cheng Hock. "Frequency segmented estimation in real-time active noise control." Thesis, University of Southampton, 2003. https://eprints.soton.ac.uk/48109/.

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This thesis addresses three aspects of frequency estimation. First, the problem of accurately estimating frequencies in a multi-tonal signal is discussed with references to many techniques used today. Particularly, frequency estimation methods such as fast Fourier transform (FFT), Multiple Signal Classification (MUSIC), Quinn and Fernandes (Q&F) and a proposed frequency estimation approach called Optimal Frequency Estimation (OFE) are elaborated. This latter technique is proposed as a way to increase the estimation accuracy of tonal frequency components in a complex signal with limited data le

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Yardibi, Tarik. "Source localization and power estimation in aeroacoustic noise measurements." [Gainesville, Fla.] : University of Florida, 2009. http://purl.fcla.edu/fcla/etd/UFE0024868.

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Mitsogianni, Vivian, and Vivian Mitsogianni@rmit edu au. "white noise PANORAMA: Process-based Architectural Design." RMIT University. Architecture and Design, 2009. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20091218.111942.

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This PhD by project is an examination of process-based architectural design. It offers an examination of one approach to undertaking process-based experimentation in architecture - based on reflection of my own practice and body of work - through which I have been able to consider a complex array of questions and issues that are associated with working in this way. By

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Jin, Xiaodan. "Poisson Approximation to Image Sensor Noise." University of Dayton / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=dayton1292306911.

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Gustavsson, Jan-Olof. "Estimation in non-gaussian noise and classification of welding signals." Licentiate thesis, Luleå tekniska universitet, Signaler och system, 1991. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-26514.

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Iscar, Vergara Jorge. "Channel and Noise Variance Estimation for Future 5G Cellular Networks." FIU Digital Commons, 2016. http://digitalcommons.fiu.edu/etd/3026.

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Future fifth generation (5G) cellular networks have to cope with the expected ten-fold increase in mobile data traffic between 2015 and 2021. To achieve this goal, new technologies are being considered, including massive multiple-input multiple-output (MIMO) systems and millimeter-wave (mmWave) communications. Massive MIMO involves the use of large antenna array sizes at the base station, while mmWave communications employ frequencies between 30 and 300 GHz. In this thesis we study the impact of these technologies on the performance of channel estimators. Our results show that the characterist

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Ceylan, Ciwan. "Conditional Noise-Contrastive Estimation : With Application to Natural Image Statistics." Thesis, KTH, Skolan för datavetenskap och kommunikation (CSC), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-213847.

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Unnormalised parametric models are an important class of probabilistic models which are difficult to estimate. The models are important since they occur in many different areas of application, e.g. in modelling of natural images, natural language and associative memory. However, standard maximum likelihood estimation is not applicable to unnormalised models, so alternative methods are required. Noise-contrastive estimation (NCE) has been proposed as an effective estimation method for unnormalised models. The basic idea is to transform the unsupervised estimation problem into a supervised class

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Petrovic, Denis [Verfasser]. "Phase Noise in OFDM : Characterisation, Estimation and Suppression / Denis Petrovic." Aachen : Shaker, 2005. http://d-nb.info/1186589124/34.

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Copeland, Andrew David 1978. "Robust motion estimation in the presence of fixed pattern noise." Thesis, Massachusetts Institute of Technology, 2003. http://hdl.handle.net/1721.1/87395.

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Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2003.<br>Includes bibliographical references (p. 41-42).<br>by Andrew David Copeland.<br>M.Eng.

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Ghogho, Mounir. "Détection and estimation of signals in multiplicative and additive noise." Toulouse, INPT, 1997. http://www.theses.fr/1997INPT111H.

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L'estimation de sinusoides est un des problemes les plus frequents en traitement du signal. La plupart des methodes existantes sont destinees a l'estimation de sinusoides a amplitude constante dans un bruit additif. Les sources de bruit non additif sont ignorees ou negligees. L'objectif principal de cette these est l'etude de sinusoides en presence de bruits multiplicatif et additif. Un tel model est rencontre dans de nombreuses applications allant du radar, sonar et systemes de telecommunication au traitements d'image et de la parole. La premiere partie de cette these traite le probleme d'est

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Kees, Joel Thomas. "Robust Blind Spectral Estimation in the Presence of Impulsive Noise." Thesis, Virginia Tech, 2019. http://hdl.handle.net/10919/88385.

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Robust nonparametric spectral estimation includes generating an accurate estimate of the Power Spectral Density (PSD) for a given set of data while trying to minimize the bias due to data outliers. Robust nonparametric spectral estimation is applied in the domain of electrical communications and digital signal processing when a PSD estimate of the electromagnetic spectrum is desired (often for the goal of signal detection), and when the spectrum is also contaminated by Impulsive Noise (IN). Power Line Communication (PLC) is an example of a communication environment where IN is a concern becaus

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Nasr, Amr. "A Noise Estimation Scheme for Blind Spectrum Sensing Using EMD." Thesis, University of New Hampshire, 2017. http://pqdtopen.proquest.com/#viewpdf?dispub=10274375.

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<p> The scarcity of spectral resources in wireless communications, due to a fixed frequency allocation policy, is a strong limitation to the increasing demand for higher data rates. One solution is to use underutilized spectrum. Cognitive Radio (CR) technologies identify transmission opportunities in unused channels and avoid interfering with primary users. The key enabling technology is the Spectrum Sensing (SS). Different SS techniques exist, but techniques that do not require knowledge of the signals (non-coherent) are preferred. Noise estimation plays an essential role in enhancing the per

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Loberg, Johannes, and Miranda Gisudden. "Estimation of Noise and Contrast for CTA of the Brain." Thesis, KTH, Skolan för kemi, bioteknologi och hälsa (CBH), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-239916.

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Computed tomography angiography (CTA) of the brain poses challenges on the imaging system; the contrast between blood vessels and surrounding soft tissue is very low, and to render small intricate vessel structures high spatial resolution is needed. Higher precision angiography would facilitate more accurate diagnosis of pathological conditions. The aim of this work was to analyze the factors which contribute to the image quality in cerebrovascular imaging contexts and make a comparison between state-of-the-art energy-integrating and photon counting CT systems. A geometrical model was devised

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Pickering, John David. "Process value estimation at Pacific Bell." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 1995. http://handle.dtic.mil/100.2/ADA305649.

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Rogge-Solti, Andreas. "Probabilistic Estimation of Unobserved Process Events." Phd thesis, Universität Potsdam, 2014. http://opus.kobv.de/ubp/volltexte/2014/7042/.

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Organizations try to gain competitive advantages, and to increase customer satisfaction. To ensure the quality and efficiency of their business processes, they perform business process management. An important part of process management that happens on the daily operational level is process controlling. A prerequisite of controlling is process monitoring, i.e., keeping track of the performed activities in running process instances. Only by process monitoring can business analysts detect delays and react to deviations from the expected or guaranteed performance of a process instance. To enable

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Srinivasan, Balaji Vasan. "Gaussian process regression for model estimation." College Park, Md.: University of Maryland, 2008. http://hdl.handle.net/1903/8962.

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Thesis (M.S.) -- University of Maryland, College Park, 2008.<br>Thesis research directed by: Dept. of Electrical and Computer Engineering E. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.

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Soltane, Marius. "Statistique asymptotique de certaines séries chronologiques à mémoire." Thesis, Le Mans, 2020. http://cyberdoc-int.univ-lemans.fr/Theses/2020/2020LEMA1027.pdf.

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Cette thèse est dévolue à la statistique inférentielle asymptotique de différents modèles chronologiques dirigés par un bruit comportant de la mémoire. Dans ces modèles, l'estimateur des moindres carrés n'est pas consistant et nous considérons d'autres estimateurs. Nous commençons par étudier les propriétés asymptotiques presquesûres de l'estimateur du maximum de vraisemblance du coefficient d'autorégression dans un processus autorégressif dirigé par un bruit gaussien stationnaire. Nous présentons ensuite une procédure statistique afin de détecter un changement de régime au sein de ce modèle e

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Lau, Wing-yi, and 劉穎兒. "New recursive parameter estimation algorithms in impulsive noise environment with application to frequency estimation and systemidentification." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B37595866.

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Shrestha, Deep. "Impulsive noise cancellation and channel estimation in power line communication systems." Doctoral thesis, Universitat Politècnica de Catalunya, 2019. http://hdl.handle.net/10803/667520.

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Power line communication (PLC) is considered as the most viable enabler of the smart grid. PLC exploits the power line infrastructure for data transmission and provides an economical communication backbone to support the requirements of smart grid applications. Though PLC brings a lot of benefits to the smart grid implementation, impairments such as frequency selective attenuation of the high-frequency communication signal, the presence of impulsive noise (IN) and the narrowband interference (NBI) from closely operating wireless communication systems, make the power line a hostile environamen

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46

Sepehri, Arsalan. "Estimation and reduction of background noise from MRI blood flow images." Thesis, Imperial College London, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.326246.

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47

Wang, Kefei. "Parameter Estimation of a High Frequency Cascode Low Noise Amplifier Model." Digital WPI, 2012. https://digitalcommons.wpi.edu/etd-theses/1053.

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"A Low Noise Amplifier (LNA) is an important building block in the RF receiver chain. Typically the LNA should provide acceptable gain and high linearity while maintaining low noise and power consumption. To optimize these conflicting goals the so-called Cascode topology is widely used in industry. Here the gain cell is comprised of two transistors, one in common-source and the other in common gate configuration. Cascode has a number of competitive advantages over other topologies such as high output impedance that shields the input device from voltage variations at the output, good reverse

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48

Skeen, Matthew E. (Matthew Edward). "Maximum likelihood estimation of fractional Brownian motion and Markov noise parameters." Thesis, Massachusetts Institute of Technology, 1991. http://hdl.handle.net/1721.1/42527.

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Lee, Junehee 1969. "Blind noise estimation and compensation for improved characterization of multivariable processes." Thesis, Massachusetts Institute of Technology, 2000. http://hdl.handle.net/1721.1/86437.

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50

Fang, Yue. "Volatility modeling and estimation of high-frequency data with Gaussian noise." Thesis, Massachusetts Institute of Technology, 1996. http://hdl.handle.net/1721.1/11041.

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