@phdthesis{Wahle1985, author = {Wahle, Michael}, title = {Beitrag zur passiven Kontrolle schwach ged{\"a}mpfter elastischer Strukturen mittels dynamischer Schwingungsd{\"a}mpfer}, pages = {XIV, 305 S. : Ill., zahlr. graph. Darst.}, year = {1985}, language = {de} } @article{BragardSoltauThomasetal.2010, author = {Bragard, Michael and Soltau, N. and Thomas, S. and De Doncker, R. W.}, title = {The balance of renewable sources and user demands in grids : power electronics for modular battery energy storage systems}, series = {IEEE transactions on power electronics}, volume = {25}, journal = {IEEE transactions on power electronics}, number = {12}, publisher = {IEEE}, address = {New York}, issn = {0885-8993}, doi = {10.1109/TPEL.2010.2085455}, pages = {3049 -- 3056}, year = {2010}, abstract = {The continuously growing amount of renewable sources starts compromising the stability of electrical grids. Contradictory to fossil fuel power plants, energy production of wind and photovoltaic (PV) energy is fluctuating. Although predictions have significantly improved, an outage of multi-MW offshore wind farms poses a challenging problem. One solution could be the integration of storage systems in the grid. After a short overview, this paper focuses on two exemplary battery storage systems, including the required power electronics. The grid integration, as well as the optimal usage of volatile energy reserves, is presented for a 5- kW PV system for home application, as well as for a 100- MW medium-voltage system, intended for wind farm usage. The efficiency and cost of topologies are investigated as a key parameter for large-scale integration of renewable power at medium- and low-voltage.}, language = {en} } @misc{BragardDeDonckerMuraetal.2011, author = {Bragard, Michael and De Doncker, R. W. and Mura, F and Dick, C.}, title = {Halbleiterbauelement und Verfahren zur Herstellung desselben [Offenlegungsschrift]}, publisher = {Deutsches Patent- und Markenamt / Europ{\"a}isches Patentamt / WIPO}, address = {M{\"u}nchen / Den Hague / Geneva}, pages = {10 S. / 23 S. : graph. Darst.}, year = {2011}, language = {de} } @misc{BerndtHoeckerKuropkaetal.1990, author = {Berndt, Heinz and H{\"o}cker, Hartwig and Kuropka, Rolf and Kinkel, Joachim}, title = {Silanderivate : Europ{\"a}ische Patenschrift / Offenlegungsschrift}, publisher = {Europ{\"a}isches Patentamt / Deutsches Patent- und Markenamt}, address = {Den Hague / M{\"u}nchen}, pages = {10 S. / 13 S. : graph. Darst.}, year = {1990}, language = {de} } @inproceedings{RingbeckSchwarteBuxbaumetal.2001, author = {Ringbeck, Thorsten and Schwarte, Rudolf and Buxbaum, Bernd and Hess, Rudolf}, title = {Optical GMSK modem for infrared wireless communication based on a new receiver principle in CMOS technology}, series = {Optoelectronic interconnects VIII : 25 - 26 January 2001, San Jose, USA. - (Proceedings of SPIE ; 4292)}, booktitle = {Optoelectronic interconnects VIII : 25 - 26 January 2001, San Jose, USA. - (Proceedings of SPIE ; 4292)}, editor = {Tang, Suning}, publisher = {SPIE}, address = {Bellingham, Wash.}, isbn = {0-8194-3970-3}, issn = {0038-7355}, pages = {25 -- 34}, year = {2001}, language = {en} } @article{Fabo2011, author = {Fabo, Sabine}, title = {Im Reich der Sinne}, series = {Die Dreiundzwanzigste (Boxhorn ; 23)}, journal = {Die Dreiundzwanzigste (Boxhorn ; 23)}, editor = {Mohr, Klaus}, publisher = {Fachhochschule}, address = {Aachen}, issn = {1864-2535}, pages = {42 -- 44}, year = {2011}, abstract = {Nach einer halben Stunde Vorf{\"u}hrzeit im H{\"o}rsaal h{\"o}rt man das Zuschlagen der T{\"u}r, die ersten genervten Zuschauer fliehen. In den n{\"a}chsten 30 Minuten werden ihnen noch viele folgen, bis letztlich wenige Interessierte bis zum Abspann des Films bleiben.}, subject = {Pornographie}, language = {de} } @inproceedings{AugensteinHerbergsKuperjans2005, author = {Augenstein, Eckardt and Herbergs, S. and Kuperjans, Isabel}, title = {TOP-Energy : softwaregest{\"u}tzte Analyse und Optimierung industrieller Energieversorgungssysteme ; Postershow}, series = {Optimierung in der Energiewirtschaft : Tagung Stuttgart, 27. und 28. Oktober 2005. - (VDI-Berichte ; 1908)}, booktitle = {Optimierung in der Energiewirtschaft : Tagung Stuttgart, 27. und 28. Oktober 2005. - (VDI-Berichte ; 1908)}, publisher = {VDI-Verl.}, address = {D{\"u}sseldorf}, isbn = {3-18-091908-6}, pages = {279 -- 282}, year = {2005}, language = {de} } @article{PeekenRosenkranzSchelenz1991, author = {Peeken, Heinz and Rosenkranz, Josef and Schelenz, R.}, title = {Ber{\"u}cksichtigung des Einflusses der Gleitlagergeh{\"a}usesteifigkeit auf das dynamische Verhalten von Rotoren}, series = {Antriebstechnik : Organ der Forschungsvereinigung Antriebstechnik e.V.}, volume = {30}, journal = {Antriebstechnik : Organ der Forschungsvereinigung Antriebstechnik e.V.}, number = {9}, issn = {0341-2652}, pages = {71 -- 75}, year = {1991}, language = {de} } @incollection{BouvyKuperjans2004, author = {Bouvy, C. and Kuperjans, Isabel}, title = {Mikro-Gasturbinen : eine neue Technologie zur Kraft-W{\"a}rme-Kopplung in kleinen und mittleren Unternehmen}, series = {Entwicklungslinien der Energietechnik 2004}, booktitle = {Entwicklungslinien der Energietechnik 2004}, edition = {CD-ROM-Ausg.}, publisher = {VDI-Verlag}, address = {D{\"u}sseldorf}, year = {2004}, language = {de} } @inproceedings{Gaigall2022, author = {Gaigall, Daniel}, title = {On Consistent Hypothesis Testing In General Hilbert Spaces}, series = {Proceedings of the 4th International Conference on Statistics: Theory and Applications (ICSTA'22)}, booktitle = {Proceedings of the 4th International Conference on Statistics: Theory and Applications (ICSTA'22)}, publisher = {Avestia Publishing}, address = {Orl{\´e}ans, Kanada}, doi = {10.11159/icsta22.157}, pages = {Paper No. 157}, year = {2022}, abstract = {Inference on the basis of high-dimensional and functional data are two topics which are discussed frequently in the current statistical literature. A possibility to include both topics in a single approach is working on a very general space for the underlying observations, such as a separable Hilbert space. We propose a general method for consistently hypothesis testing on the basis of random variables with values in separable Hilbert spaces. We avoid concerns with the curse of dimensionality due to a projection idea. We apply well-known test statistics from nonparametric inference to the projected data and integrate over all projections from a specific set and with respect to suitable probability measures. In contrast to classical methods, which are applicable for real-valued random variables or random vectors of dimensions lower than the sample size, the tests can be applied to random vectors of dimensions larger than the sample size or even to functional and high-dimensional data. In general, resampling procedures such as bootstrap or permutation are suitable to determine critical values. The idea can be extended to the case of incomplete observations. Moreover, we develop an efficient algorithm for implementing the method. Examples are given for testing goodness-of-fit in a one-sample situation in [1] or for testing marginal homogeneity on the basis of a paired sample in [2]. Here, the test statistics in use can be seen as generalizations of the well-known Cram{\´e}rvon-Mises test statistics in the one-sample and two-samples case. The treatment of other testing problems is possible as well. By using the theory of U-statistics, for instance, asymptotic null distributions of the test statistics are obtained as the sample size tends to infinity. Standard continuity assumptions ensure the asymptotic exactness of the tests under the null hypothesis and that the tests detect any alternative in the limit. Simulation studies demonstrate size and power of the tests in the finite sample case, confirm the theoretical findings, and are used for the comparison with concurring procedures. A possible application of the general approach is inference for stock market returns, also in high data frequencies. In the field of empirical finance, statistical inference of stock market prices usually takes place on the basis of related log-returns as data. In the classical models for stock prices, i.e., the exponential L{\´e}vy model, Black-Scholes model, and Merton model, properties such as independence and stationarity of the increments ensure an independent and identically structure of the data. Specific trends during certain periods of the stock price processes can cause complications in this regard. In fact, our approach can compensate those effects by the treatment of the log-returns as random vectors or even as functional data.}, language = {en} }