|
|
Light Airplane Flight Parameters Estimation
Dittrich, Petr ; Pačes, Pavel (referee) ; Fiľakovský, Karol (referee) ; Chudý, Peter (advisor)
Tato práce je zaměřena na odhad letových parametrů malého letounu, konkrétně letounu Evektor SportStar RTC. Pro odhad letových parametrů jsou použity metody "Equation Error Method", "Output Error Method" a metody rekurzivních nejmenších čtverců. Práce je zaměřena na zkoumání charakteristik aerodynamických parametrů podélného pohybu a ověření, zda takto odhadnuté letové parametry odpovídají naměřeným datům a tudíž vytvářejí předpoklad pro realizaci dostatečně přesného modelu letadla. Odhadnuté letové parametry jsou dále porovnávány s a-priorními hodnotami získanými s využitím programů Tornado, AVL a softwarovéverze sbírky Datcom. Rozdíly mezi a-priorními hodnotami a odhadnutými letovými paramatery jsou porovnány s korekcemi publikovanými pro subsonické letové podmínky modelu letounu F-18 Hornet.
|
|
|
Porovnání metod pro odhad omezených veličin s aplikací na ekonomická data
Musil, Karel ; Pavelková, Lenka (advisor) ; Hlávka, Zdeněk (referee)
The thesis introduces an overview of techniques for filtering of unobserved variables using a state-space representation of a model and state inequality constraints. It is mainly aimed at a derivation of the linear Kalman filter, its extension into a form of a non-linear filter and imposing state constraints. The state uniform model with noise bounds and the sequential importance sampling, as a method of particle filters using Monte Carlo simulations, are described as alternative methods. These three methods are applied on a simple semi-structural model for a monetary policy analysis. The filtration is based on Czech macroeconomic data and reflects an imposed non-negative state constraint on the interest rate. Results of the algorithms are compared and discussed.
|
|
|
Methods for Constrained State Estimation: Comparison and Application to Zero-Bound Interest Rate Problem
Musil, Karel ; Hlávka, Zdeněk (referee)
The thesis introduces an overview of techniques for filtering of unobserved variables using a state-space representation of a model and state inequality constraints. It is mainly aimed at a derivation of the linear Kalman filter and imposing state constraints. The state uniform model with noise bounds and the sequential importance sampling, as a method of particle filters using Monte Carlo simulations, are described as alternative methods. These three methods are applied on a simple semi-structural model for a monetary policy analysis. The filtration is based on Czech macroeconomic data and reflects an imposed time-varying non-negative state constraint on the nominal interest rate. Results of the algorithms are compared and discussed. Powered by TCPDF (www.tcpdf.org)
|
|
|
Light Airplane Flight Parameters Estimation
Dittrich, Petr ; Pačes, Pavel (referee) ; Fiľakovský, Karol (referee) ; Chudý, Peter (advisor)
Tato práce je zaměřena na odhad letových parametrů malého letounu, konkrétně letounu Evektor SportStar RTC. Pro odhad letových parametrů jsou použity metody "Equation Error Method", "Output Error Method" a metody rekurzivních nejmenších čtverců. Práce je zaměřena na zkoumání charakteristik aerodynamických parametrů podélného pohybu a ověření, zda takto odhadnuté letové parametry odpovídají naměřeným datům a tudíž vytvářejí předpoklad pro realizaci dostatečně přesného modelu letadla. Odhadnuté letové parametry jsou dále porovnávány s a-priorními hodnotami získanými s využitím programů Tornado, AVL a softwarovéverze sbírky Datcom. Rozdíly mezi a-priorními hodnotami a odhadnutými letovými paramatery jsou porovnány s korekcemi publikovanými pro subsonické letové podmínky modelu letounu F-18 Hornet.
|
|
|
Porovnání metod pro odhad omezených veličin s aplikací na ekonomická data
Musil, Karel ; Pavelková, Lenka (advisor) ; Hlávka, Zdeněk (referee)
The thesis introduces an overview of techniques for filtering of unobserved variables using a state-space representation of a model and state inequality constraints. It is mainly aimed at a derivation of the linear Kalman filter, its extension into a form of a non-linear filter and imposing state constraints. The state uniform model with noise bounds and the sequential importance sampling, as a method of particle filters using Monte Carlo simulations, are described as alternative methods. These three methods are applied on a simple semi-structural model for a monetary policy analysis. The filtration is based on Czech macroeconomic data and reflects an imposed non-negative state constraint on the interest rate. Results of the algorithms are compared and discussed.
|
|
|
Methods for Constrained State Estimation: Comparison and Application to Zero-Bound Interest Rate Problem
Musil, Karel ; Hlávka, Zdeněk (referee)
The thesis introduces an overview of techniques for filtering of unobserved variables using a state-space representation of a model and state inequality constraints. It is mainly aimed at a derivation of the linear Kalman filter and imposing state constraints. The state uniform model with noise bounds and the sequential importance sampling, as a method of particle filters using Monte Carlo simulations, are described as alternative methods. These three methods are applied on a simple semi-structural model for a monetary policy analysis. The filtration is based on Czech macroeconomic data and reflects an imposed time-varying non-negative state constraint on the nominal interest rate. Results of the algorithms are compared and discussed. Powered by TCPDF (www.tcpdf.org)
|
|
|
Dynamika inflace v Česká republice: Odkad novokeynesiánské Phillipsove křivky
Milučká, Daniela ; Hurník, Jaromír (advisor) ; Potužák, Pavel (referee)
Recent breakthrough studies by Gali and Gertler (1999), Sbordone (2002) and Roberts (2001) argue that the New Keynesian Phillips curve (based on Calvo pricing model) is empirically valid concept and they conclude that the real marginal costs are preferred driving force to output gap in inflation dynamics for open economies. Neiss and Nelson (2002) and Gali, Gertler and Salido (2001), in turn, contradict that to date, there has been only little empirical evidence to support this statement. Neiss and Nelson (2002) add that "once output gap is defined consistently with economic theory, the gap-based New Keynesian Phillips curve has a fit with data which is at least as good as the real marginal costs-based one". For this purpose, my study investigates relationship between output gap and inflation described in the hybrid New Keynesian Phillips curve. Study estimates key coefficients of the hybrid gap-based New Keynesian Phillips curve, with both forward- and backward-looking inflation components, in the Czech Republic for periods 2000Q1 - 2012Q4 using Kalman filtration. My findings suggest that (i) output gap has a significant impact on Czech inflation dynamics (ii) share of forward-looking agents predominates to backward-looking agents in the Czech Republic and (iii) Czech inflation seems to be significantly driven by change in import prices.
|
|
|
State estimation with missing data and bounded uncertainty
Pavelková, Lenka
The paper deals with two problems in the state estimation: (i) bounded uncertainty and (ii) missing measurement data. An algorithm for the state estimation of the discrete-time state space model whose uncertainties are bounded is proposed here. The algorithm also copes with situations when some data for identification are missing. The Bayesian approach is used and maximum a posteriori probability estimates are evaluated in the discrete time instants. The proposed estimation algorithm is applied to the estimation of vehicle position when incomplete data from global positioning system together with complete data from the inertial measurement unit are at disposal.
|
|
| |
|
| |
guest ::
