Bayesian estimation in a bidimensional Ornstein-Uhlenbeck process

The goal of this thesis is to estimate parameters in a bidimensional Ornstein-Uhlenbeck process, namely a diffusion model which can be found in Favetto and Samson (2010), which considers plasma and interstitium concentrations. We first look at a general linear stochastic differential equation and some properties. Then we simulate possible paths...

Estimation of Time-Varying Human Manual Control Behaviour in Preview Tracking Tasks Using a Dual Extended Kalman Filter

This research applied a Dual Extended Kalman Filter (DEKF) to time-varying human operator (HO) parameter estimation in preview tracking tasks. The preview time parameter was of particular interest, as the amount of preview can be highly variable in practical situations. The filter was centered around a linear cybernetic HO model with six...

Jump Markov Nonlinear System Identification in Multi-Sensor Target Tracking: A Novel Approach for Multiple Model Joint Tracking and Behavior Classification

The detection of unusual behavior plays a crucial role in the prevention of illegal and harmful activities such as smuggling, piracy, arms trading, human trafficking and illegal immigration. Also for military applications, it is useful to detect anomalous behavior to provide an alert for potential threats, especially with the more recent...

Detecting central heating boiler malfunctions using smart-thermostat data

With the advent of smart thermostats like Toon®, detailed information about operation and usage of central heating boilers has become easily available. However, this information is not used in a systematic way by most companies including Eneco, and the wealth of information within is not available to the users. This has a few drawbacks. For...