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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.
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Construction of laboratory model "Ball on Spool"
Pohludka, Jan ; Appel, Martin (referee) ; Dobossy, Barnabás (advisor)
This thesis is primarily about designing laboratory model Ball on Spool. The first part of this thesis describes modelling of the system, calculation of parameters, design of the control and simulation, based on which the requirements for the actuator are determined. Secondly, this thesis outlines the design of physical model based on simulation results. All of the components used are described, together with the electrical circuit. Parameters of the physical model are estimated using measured data from experiments. The last part is about designing a control of physical model and its demonstration. This thesis also includes a user manual.
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Construction of laboratory model "Ball on Spool"
Pohludka, Jan ; Appel, Martin (referee) ; Dobossy, Barnabás (advisor)
This thesis is primarily about designing laboratory model Ball on Spool. The first part of this thesis describes modelling of the system, calculation of parameters, design of the control and simulation, based on which the requirements for the actuator are determined. Secondly, this thesis outlines the design of physical model based on simulation results. All of the components used are described, together with the electrical circuit. Parameters of the physical model are estimated using measured data from experiments. The last part is about designing a control of physical model and its demonstration. This thesis also includes a user manual.
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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.
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State space modeling of run-off triangles
Kohout, Marek ; Cipra, Tomáš (advisor) ; Mazurová, Lucie (referee)
The main goal of this Diploma thesis is to describe an approach for modeling run-off triangles of nonlife insurance (calculation of IBNR reserve) based on state space models and apply the method to the selected run-off triangles. In difference from (Atherino a kol., 2010) the KFAS package in R software is used for modeling purposes in the numerical study at the end of the thesis. One provides a preview of various possibilities of data and model adjustment applied to the same run-off triangles in order to asses added value of these steps (logartihmic transformation of input data, interventions for outliers etc.). A special attention is devoted to lognormal modification of the basic state space model. An integral part of the numerical study in the thesis is a residual diagnostic of models and simulation approach to IBNR reserves. 1
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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)
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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.
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Seasonal state space modeling
Suk, Luboš ; Cipra, Tomáš (advisor) ; Zichová, Jitka (referee)
State space modeling represents a statistical framework for exponential smoo- thing methods and it is often used in time series modeling. This thesis descri- bes seasonal innovations state space models and focuses on recently suggested TBATS model. This model includes Box-Cox transformation, ARMA model for residuals and trigonometric representation of seasonality and it was designed to handle a broad spectrum of time series with complex types of seasonality inclu- ding multiple seasonality, high frequency of data, non-integer periods of seasonal components, and dual-calendar effects. The estimation of the parameters based on maximum likelihood and trigonometric representation of seasonality greatly reduce computational burden in this model. The universatility of TBATS model is demonstrated by four real data time series.
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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.
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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)
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