Nonlinear estimation techniques applied to econometric problems

Download

index.pdf

Date

2004

Author

Aslan, Serdar

Metadata

Show full item record

Item Usage Stats

167
views

72
downloads

This thesis considers the filtering and prediction problems of nonlinear noisy econometric systems. As a filter/predictor, the standard tool Extended Kalman Filter and new approaches Discrete Quantization Filter and Sequential Importance Resampling Filter are used. The algorithms are compared by using Monte Carlo Simulation technique. The advantages of the new algorithms over Extended Kalman Filter are shown.

Subject Keywords

Telecommunication.

URI

http://etd.lib.metu.edu.tr/upload/3/12605649/index.pdf
https://hdl.handle.net/11511/14635

Collections

Graduate School of Natural and Applied Sciences, Thesis

Suggestions

OpenMETU
Core

Chaotic digital modulation and demodulation Öztürk, Uygar; Demirbaş, Kerim; Department of Electrical and Electronics Engineering (2005) This thesis considers a communication system with chaotic modulation. Noise-like signals are generated by chaotic systems with different parameters to modulate binary digital signals. Demodulation is performed by both the Extended Kalman Filter (EKF) and Optimum Decoding Based Smoothing Algorithm (ODSA). Simulations are performed using both of these algorithms for different parameters affecting the performance of the communication system. Simulation results of these algorithms are compared.
Nonlinear image restoration Ungan, Cahit Uğur; Demirbaş, Kerim; Department of Electrical and Electronics Engineering (2005) This thesis analyzes the process of deblurring of degraded images generated by space-variant nonlinear image systems with Gaussian observation noise. The restoration of blurred images is performed by using two methods; a modified version of the Optimum Decoding Based Smoothing Algorithm and the Bootstrap Filter Algorithm which is a version of Particle Filtering methods. A computer software called MATLAB is used for performing the simulations of image estimation. The results of some simulations for various o...
Design and construction of reduced size planar spiral antenna in the 0.5-18 ghz frequency range Yıldız, İnanç; Hızal, Altunkan; Department of Electrical and Electronics Engineering (2004) In this thesis, theoretical and practical evaluation of usual spiral antenna is revised. Working principles of both types of planar spiral antennas as Equiangular and Archimedean are introduced. A predesigned microstrip tapered balun used for feeding section of a spiral antenna is simulated on Ansoft HFSS software. Successful simulation results are obtained and measurements of implemented balun structure are made by using an HP 8722 D vector network analyzer. Antenna measurement techniques used in this stud...
Multi-tone representation of arbitrary waveforms and application to the analysis of nonlinear amplifiers and feedforward linearizers Mutlu, Ahmet; Demir, Şimşek; Department of Electrical and Electronics Engineering (2005) Characterization of nonlinear systems is a challenging task as the output can not be expressed simply in terms of input signal. Therefore, a universal analysis method is essential to simplify this procedure. Modeling of the input signal is a crucial part of such analysis. In this thesis, multi-tone representation is employed to model arbitrary, stochastically not well-defined input signals and thereafter characterize nonlinear systems. In order to verify the validity of multitone representation, multi-tone ...
Ofdm papr reduction with linear coding and codeword modification Susar, Aylin; Tanık, Yalçın; Department of Electrical and Electronics Engineering (2005) In this thesis, reduction of the Peak-to-Average Power Ratio (PAPR) of Orthogonal Frequency Division Multiplexing (OFDM) is studied. A new PAPR reduction method is proposed that is based on block coding the input data and modifying the codeword until the PAPR is reduced below a certain threshold. The method makes use of the error correction capability of the block code employed. The performance of the algorithm has been investigated through theoretical models and computer simulations. For performance evalua...

Citation Formats

S. Aslan, “Nonlinear estimation techniques applied to econometric problems,” M.S. - Master of Science, Middle East Technical University, 2004.