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The problem of state estimation of a linear, dynamical state-space system where the output is subject to quantization is challenging and important in different areas of research, such as control systems, communications, and power systems. There are a number of methods and algorithms to deal with this state estimation problem. However, there is no consensus in the control and estimation community o

In this contribution, we suggest two proposals to achieve fast, real-time lane-keeping control for Autonomous Ground Vehicles (AGVs). The goal of lane-keeping is to orient and keep the vehicle within a given reference path using the front wheel steering angle as the control action for a specific longitudinal velocity. While nonlinear models can describe the lateral dynamics of the vehicle in an ac

The society of today relies heavily on transportation. Goods and people are transported across the globe at an unprecedented scale and volume and the internal combustion engine is an integral part of the world's transportation systems. Combustion engines emit greenhouse gases that contribute to global warming, one of the most serious global threats today. One of several ways to increase effici

System level synthesis is a promising approach that formulates structured optimal controller synthesis problems as convex problems. This work solves the distributed linear-quadratic regulator problem under communication constraints directly in infinite-dimensional space, without the finite-impulse response relaxation common in related work. Our method can also be used to construct optimal distribu

In the first part of this thesis discrete time hedging is considered. In paper A an adaptive hedging scheme where the hedge portfolio is re-balanced when the hedge ratios differ by some amount, here denoted eta, is investigated. An expression of the normalized expected mean squared hedging error as eta tends to zero is derived. The result is compared to an earlier result on discrete time hedging o

Cameras mounted on boats and in other similar environments can be hard to use if waves and wind cause unwanted motions of the camera which disturbs the desired image. However, this is a problem that can be fixed by applying mechanical image stabilization which is the goal of this thesis. The mechanical image stabilization is achieved by controlling two stepper motors in a pan-tilt-zoom (PTZ) camer

We present a framework for measurement dimension reduction in Gaussian filtering, defined in terms of a linear operator acting on the measurement vector. This operator is optimized to minimize the Cramér-Rao bound of the estimate's mean squared error (MSE), yielding a measurement subspace from which elements minimally worsen the filter MSE performance, as compared to filtering with the original me

Iii analysis-by-synthesis linear predictive coding (AbS-LPC) an LPC synthesis filter is combined with an analysis-by-synthesis search of the excitation signal. The synthesis filter is an estimator for the speech signal given the excitation. However in most AbS-LPC algorithms this estimator has no explicit model of the quantization noise, which is present in the excitation signal. This paper descri

This thesis describes the method of identifying unknown parameters that affect the dynamics of a given quadcopter, also known as grey box system identification. This was primarily done utilising an inertial measurement unit and a motion capture camera system. A system of equations describes the dynamics of the quadcopter, and was later coupled with data gathered while flying, in order to use diffe

Popular Abstract in Swedish Under de senaste decennierna har matematisk modellering av finansiella marknader rönt stor uppmärksamhet både inom akademi och inom industri. Ett område som har visats särskilt intresse är prissättning av finansiella instrument så som optioner. En europeisk köpoption på en underliggande aktie är ett kontrakt som ger innehavaren rätten att vid en förutbestämt tidpunkt, The first part of this thesis deals with approximations of stochastic integrals and discrete time hedging of derivative contracts; two closely related subjects. Paper A considers the problem of approximating the value of a Wiener process. The discretization points are placed at times when the absolute difference between the value of the process and the approximation reaches a threshold level. It i

The main goal of this project was to use the Modelica features on embedded systems, real-time systems and basic mechanical modeling for the control of a two-wheeled self-balancing personal vehicle. The Elektor Wheelie, a Segway-like vehicle, was selected as the process to control. Modelica is an object-oriented language aimed at modeling of complex systems. The work in the thesis used the Modelica

The topic of this thesis is inspired by an experiment in which a vessel, laying a submarine cable, was provided with forecasts overlaid with satellite observations of significant wave height. During the operation, the vessel was close to an adverse weather area and the personnel on board could confirm that the forecast was not as close to the "ground truth" as the satellite observation was.

Numerous location-based services (LBS) have evolved because of the fast development of mobile Internet for use in commerce, entertainment, security, and other areas. All of these need a precise real-time location-based service with smooth indoor- outdoor transition in highly populated areas. A truly omnipresent location system for both indoor and outdoor settings is still not accessible, despite t