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Extensions of Kalman Filtering
Tlustý, Pavel ; Hlávka, Zdeněk (advisor) ; Cipra, Tomáš (referee)
Title: Extension of Kalman filter Author: Pavel Tlustý Department: Department of Probability and Mathematical Statistics Supervisor: Mgr. Zdeněk Hlávka, Ph.D. Supervisor's e-mail address: hlavka@karlin.mff.cuni.cz Abstract: In this thesis we try to explain a theory of the Kalman filter and apply it on European CALL and PUT options. In the first chapter, we sum- marize a general theory of the Kalman filter for a linear state space and an extension of the Kalman filter for a non-linear state space. In the second chapter, we estimate the state price density from prices of European CALL options and European PUT options. In the third chapter, we mention ap- plications of the previous theory on the real data sets. Chapter 4 concerns smoothing techniques that are used to obtain a better looking (smoother) state price density estimates. Keywords: Kalman filter, extended Kalman filter, state price density, CALL option, PUT option 1
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Heavy-ion collisions: The study of elliptic flow of neutral mesons in Au+Au reaction at 800 A MeV
Pleskač, Radek ; Kugler, Andrej ; Tlustý, Pavel ; Wagner, Vladimír ; Hlaváč, S.
The combination of the photon spectrometer TAPS - an electromagnetic calorimeter with good energy, time and spatial resolution - and the charged particle-detecting KAOS Forward Wall (FW) offers the possibility to study azimuthal distribution of neutral mesons relative to the reaction plane. The experimental data from the Au+Au reaction at 800 MeV were analyzed. The reaction plane was determined on an event by event by event basis and angular distribution of ă.sup.o./sup. and .eta. mesons was reconstructed. The observed elliptic flow signal is negative for .eta. mesons, indicating a preferred emission perpendicular to the reaction plane. The elliptic flow for ă.sup.o./sup. mesons is significantly observed in peripheral Au+Au collisions only.
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Electron-positron pair production in nuclear matter - first data from HADES
Tlustý, Pavel ; Kugler, Andrej ; Pleskač, Radek ; Wagner, Vladimír ; Suk, M. ; Hlaváč, S. ; Žovinec, D.
Study of hadron properties inside nuclear matter at normal and high temperatures and baryon densities represents one of important topics of the present nuclear research. Several models predict change of effective masses and widths of hadrons due to the chiral symmetry restoration at extreme conditions of the nuclear matter. Existing experimental data do not allow unambiguous conclusions with respect to medium modifications due to the limited invariant mass resolution and separation. To improve and extend the existing experimental evidence the new High Acceptance DiElectron Spectrometer HADES was build at GSI, Darmstadt.
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Experiment ALICE
Hošek, Jiří ; Hřivnáčová, Ivana ; Kugler, Andrej ; Kushpil, Vasilij ; Kushpil, Svetlana ; Petráček, Vojtěch ; Řehák, P. ; Šafařík, K. ; Šumbera, Michal ; Tlustý, Pavel ; Wagner, Vladimír ; Zákoucký, Dalibor
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