Nonlinear Filtering and Smoothing

Nonlinear Filtering and Smoothing PDF Author: Venkatarama Krishnan
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 340

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Book Description
This historic book may have numerous typos and missing text. Purchasers can usually download a free scanned copy of the original book (without typos) from the publisher. Not indexed. Not illustrated. 1877 edition. Excerpt: ...with her arms, and we might still have been savages and idolaters; or what is worse, might have arrived at such a stagnant and miserable state of social institutions as China and Japan possess." It is this grand capacity of going out of himself, and becoming not only the patriot of his own nation but a citizen of the world, which makes the poets song so deathless, and covers him with a fadeless glory in the eyes of posterity. Again and again did this cosmopolitan spirit manifest itself in Shelley. " I have seen Dantes tomb, and worshipped the sacred spot," he writes in one letter, and in others gives full utterance to his reverence for genius and his passion fpr liberty. To follow Shelley through his entire sojourn in Italy is not my present intention. These details are to be read elsewhere; but in coming towards the close of his brief life it is impossible to avoid reflecting what sorrow the world must have engraved upon that heart which, before it throbbed for the last time, caused its owner to exclaim with melancholy pathos, "If I die tomorrow, I have lived to be older than my father; I am ninety years of age." Only twenty-nine is the real record; and even before these were attained his hair had become partially white. Had he avoided the catastrophe which resulted in his death, there is reason to fear he would not have passed middle life. A few short years had made strange and rapid changes in him, and on looking back at what he was, he might have exclaimed with "Wycherley (though at the close of a different career), when the dramatist gazed in old age upon a portrait representing him in the bloom of youth--" Quantum mutatus ab illo" I shall not linger over the closing scenes of Shelleys life, but some facts have recently...

Nonlinear Filtering and Smoothing

Nonlinear Filtering and Smoothing PDF Author: Venkatarama Krishnan
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 340

Get Book Here

Book Description
This historic book may have numerous typos and missing text. Purchasers can usually download a free scanned copy of the original book (without typos) from the publisher. Not indexed. Not illustrated. 1877 edition. Excerpt: ...with her arms, and we might still have been savages and idolaters; or what is worse, might have arrived at such a stagnant and miserable state of social institutions as China and Japan possess." It is this grand capacity of going out of himself, and becoming not only the patriot of his own nation but a citizen of the world, which makes the poets song so deathless, and covers him with a fadeless glory in the eyes of posterity. Again and again did this cosmopolitan spirit manifest itself in Shelley. " I have seen Dantes tomb, and worshipped the sacred spot," he writes in one letter, and in others gives full utterance to his reverence for genius and his passion fpr liberty. To follow Shelley through his entire sojourn in Italy is not my present intention. These details are to be read elsewhere; but in coming towards the close of his brief life it is impossible to avoid reflecting what sorrow the world must have engraved upon that heart which, before it throbbed for the last time, caused its owner to exclaim with melancholy pathos, "If I die tomorrow, I have lived to be older than my father; I am ninety years of age." Only twenty-nine is the real record; and even before these were attained his hair had become partially white. Had he avoided the catastrophe which resulted in his death, there is reason to fear he would not have passed middle life. A few short years had made strange and rapid changes in him, and on looking back at what he was, he might have exclaimed with "Wycherley (though at the close of a different career), when the dramatist gazed in old age upon a portrait representing him in the bloom of youth--" Quantum mutatus ab illo" I shall not linger over the closing scenes of Shelleys life, but some facts have recently...

Nonlinear Filtering and Smoothing

Nonlinear Filtering and Smoothing PDF Author: Venkatarama Krishnan
Publisher: Courier Corporation
ISBN: 0486441644
Category : Science
Languages : en
Pages : 353

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Book Description
Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications.

Bayesian Filtering and Smoothing

Bayesian Filtering and Smoothing PDF Author: Simo Särkkä
Publisher: Cambridge University Press
ISBN: 110703065X
Category : Computers
Languages : en
Pages : 255

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Book Description
A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

Smoothing, Filtering and Prediction

Smoothing, Filtering and Prediction PDF Author: Garry Einicke
Publisher: BoD – Books on Demand
ISBN: 9533077522
Category : Computers
Languages : en
Pages : 290

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Book Description
This book describes the classical smoothing, filtering and prediction techniques together with some more recently developed embellishments for improving performance within applications. It aims to present the subject in an accessible way, so that it can serve as a practical guide for undergraduates and newcomers to the field. The material is organised as a ten-lecture course. The foundations are laid in Chapters 1 and 2, which explain minimum-mean-square-error solution construction and asymptotic behaviour. Chapters 3 and 4 introduce continuous-time and discrete-time minimum-variance filtering. Generalisations for missing data, deterministic inputs, correlated noises, direct feedthrough terms, output estimation and equalisation are described. Chapter 5 simplifies the minimum-variance filtering results for steady-state problems. Observability, Riccati equation solution convergence, asymptotic stability and Wiener filter equivalence are discussed. Chapters 6 and 7 cover the subject of continuous-time and discrete-time smoothing. The main fixed-lag, fixed-point and fixed-interval smoother results are derived. It is shown that the minimum-variance fixed-interval smoother attains the best performance. Chapter 8 attends to parameter estimation. As the above-mentioned approaches all rely on knowledge of the underlying model parameters, maximum-likelihood techniques within expectation-maximisation algorithms for joint state and parameter estimation are described. Chapter 9 is concerned with robust techniques that accommodate uncertainties within problem specifications. An extra term within Riccati equations enables designers to trade-off average error and peak error performance. Chapter 10 rounds off the course by applying the afore-mentioned linear techniques to nonlinear estimation problems. It is demonstrated that step-wise linearisations can be used within predictors, filters and smoothers, albeit by forsaking optimal performance guarantees.

Nonlinear Filters

Nonlinear Filters PDF Author: Hisashi Tanizaki
Publisher: Springer Science & Business Media
ISBN: 3662032236
Category : Business & Economics
Languages : en
Pages : 264

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Book Description
Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give biased filtering estimates, and therefore several nonlinear and nonnormal filters have been derived from the underlying probability density functions. The density-based nonlinear filters introduced in this book utilize numerical integration, Monte-Carlo integration with importance sampling or rejection sampling and the obtained filtering estimates are asymptotically unbiased and efficient. By Monte-Carlo simulation studies, all the nonlinear filters are compared. Finally, as an empirical application, consumption functions based on the rational expectation model are estimated for the nonlinear filters, where US, UK and Japan economies are compared.

Statistics and Physical Oceanography

Statistics and Physical Oceanography PDF Author: National Research Council (U.S.). Committee on Applied and Theoretical Statistics. Panel on Statistics and Oceanography
Publisher: National Academies
ISBN:
Category : Oceanography
Languages : en
Pages : 76

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Book Description


Optimal Filtering

Optimal Filtering PDF Author: Brian D. O. Anderson
Publisher: Courier Corporation
ISBN: 0486136892
Category : Science
Languages : en
Pages : 370

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Book Description
Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.

Hands-On Image Processing with Python

Hands-On Image Processing with Python PDF Author: Sandipan Dey
Publisher: Packt Publishing Ltd
ISBN: 178934185X
Category : Computers
Languages : en
Pages : 483

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Book Description
Explore the mathematical computations and algorithms for image processing using popular Python tools and frameworks. Key FeaturesPractical coverage of every image processing task with popular Python librariesIncludes topics such as pseudo-coloring, noise smoothing, computing image descriptorsCovers popular machine learning and deep learning techniques for complex image processing tasksBook Description Image processing plays an important role in our daily lives with various applications such as in social media (face detection), medical imaging (X-ray, CT-scan), security (fingerprint recognition) to robotics & space. This book will touch the core of image processing, from concepts to code using Python. The book will start from the classical image processing techniques and explore the evolution of image processing algorithms up to the recent advances in image processing or computer vision with deep learning. We will learn how to use image processing libraries such as PIL, scikit-mage, and scipy ndimage in Python. This book will enable us to write code snippets in Python 3 and quickly implement complex image processing algorithms such as image enhancement, filtering, segmentation, object detection, and classification. We will be able to use machine learning models using the scikit-learn library and later explore deep CNN, such as VGG-19 with Keras, and we will also use an end-to-end deep learning model called YOLO for object detection. We will also cover a few advanced problems, such as image inpainting, gradient blending, variational denoising, seam carving, quilting, and morphing. By the end of this book, we will have learned to implement various algorithms for efficient image processing. What you will learnPerform basic data pre-processing tasks such as image denoising and spatial filtering in PythonImplement Fast Fourier Transform (FFT) and Frequency domain filters (e.g., Weiner) in PythonDo morphological image processing and segment images with different algorithmsLearn techniques to extract features from images and match imagesWrite Python code to implement supervised / unsupervised machine learning algorithms for image processingUse deep learning models for image classification, segmentation, object detection and style transferWho this book is for This book is for Computer Vision Engineers, and machine learning developers who are good with Python programming and want to explore details and complexities of image processing. No prior knowledge of the image processing techniques is expected.

Stochastic Processes and Filtering Theory

Stochastic Processes and Filtering Theory PDF Author: Andrew H. Jazwinski
Publisher: Courier Corporation
ISBN: 0486318192
Category : Science
Languages : en
Pages : 404

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Book Description
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.

Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking

Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking PDF Author: Harry L. Van Trees
Publisher: Wiley-IEEE Press
ISBN: 9780470120958
Category : Technology & Engineering
Languages : en
Pages : 951

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Book Description
The first comprehensive development of Bayesian Bounds for parameter estimation and nonlinear filtering/tracking Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communications, seismology, and medical diagnosis. There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds. This book provides a comprehensive overview of the state of the art in Bayesian Bounds. It addresses two related problems: the estimation of multiple parameters based on noisy measurements and the estimation of random processes, either continuous or discrete, based on noisy measurements. An extensive introductory chapter provides an overview of Bayesian estimation and the interrelationship and applicability of the various Bayesian Bounds for both static parameters and random processes. It provides the context for the collection of papers that are included. This book will serve as a comprehensive reference for engineers and statisticians interested in both theory and application. It is also suitable as a text for a graduate seminar or as a supplementary reference for an estimation theory course.