Numerical Bayesian Methods Applied to Signal Processing PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Numerical Bayesian Methods Applied to Signal Processing PDF full book. Access full book title Numerical Bayesian Methods Applied to Signal Processing by Joseph J.K. O Ruanaidh. Download full books in PDF and EPUB format.
Author: Joseph J.K. O Ruanaidh
Publisher: Springer Science & Business Media
ISBN: 1461207177
Category : Computers
Languages : en
Pages : 256
Get Book Here
Book Description
This book is concerned with the processing of signals that have been sam pled and digitized. The fundamental theory behind Digital Signal Process ing has been in existence for decades and has extensive applications to the fields of speech and data communications, biomedical engineering, acous tics, sonar, radar, seismology, oil exploration, instrumentation and audio signal processing to name but a few [87]. The term "Digital Signal Processing", in its broadest sense, could apply to any operation carried out on a finite set of measurements for whatever purpose. A book on signal processing would usually contain detailed de scriptions of the standard mathematical machinery often used to describe signals. It would also motivate an approach to real world problems based on concepts and results developed in linear systems theory, that make use of some rather interesting properties of the time and frequency domain representations of signals. While this book assumes some familiarity with traditional methods the emphasis is altogether quite different. The aim is to describe general methods for carrying out optimal signal processing.
Author: Joseph J.K. O Ruanaidh
Publisher: Springer Science & Business Media
ISBN: 1461207177
Category : Computers
Languages : en
Pages : 256
Get Book Here
Book Description
This book is concerned with the processing of signals that have been sam pled and digitized. The fundamental theory behind Digital Signal Process ing has been in existence for decades and has extensive applications to the fields of speech and data communications, biomedical engineering, acous tics, sonar, radar, seismology, oil exploration, instrumentation and audio signal processing to name but a few [87]. The term "Digital Signal Processing", in its broadest sense, could apply to any operation carried out on a finite set of measurements for whatever purpose. A book on signal processing would usually contain detailed de scriptions of the standard mathematical machinery often used to describe signals. It would also motivate an approach to real world problems based on concepts and results developed in linear systems theory, that make use of some rather interesting properties of the time and frequency domain representations of signals. While this book assumes some familiarity with traditional methods the emphasis is altogether quite different. The aim is to describe general methods for carrying out optimal signal processing.
Author: James V. Candy
Publisher: John Wiley & Sons
ISBN: 1119125472
Category : Technology & Engineering
Languages : en
Pages : 638
Get Book Here
Book Description
Presents the Bayesian approach to statistical signal processing for a variety of useful model sets This book aims to give readers a unified Bayesian treatment starting from the basics (Baye’s rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation model-based techniques (sequential Monte Carlo sampling). This next edition incorporates a new chapter on “Sequential Bayesian Detection,” a new section on “Ensemble Kalman Filters” as well as an expansion of Case Studies that detail Bayesian solutions for a variety of applications. These studies illustrate Bayesian approaches to real-world problems incorporating detailed particle filter designs, adaptive particle filters and sequential Bayesian detectors. In addition to these major developments a variety of sections are expanded to “fill-in-the gaps” of the first edition. Here metrics for particle filter (PF) designs with emphasis on classical “sanity testing” lead to ensemble techniques as a basic requirement for performance analysis. The expansion of information theory metrics and their application to PF designs is fully developed and applied. These expansions of the book have been updated to provide a more cohesive discussion of Bayesian processing with examples and applications enabling the comprehension of alternative approaches to solving estimation/detection problems. The second edition of Bayesian Signal Processing features: “Classical” Kalman filtering for linear, linearized, and nonlinear systems; “modern” unscented and ensemble Kalman filters: and the “next-generation” Bayesian particle filters Sequential Bayesian detection techniques incorporating model-based schemes for a variety of real-world problems Practical Bayesian processor designs including comprehensive methods of performance analysis ranging from simple sanity testing and ensemble techniques to sophisticated information metrics New case studies on adaptive particle filtering and sequential Bayesian detection are covered detailing more Bayesian approaches to applied problem solving MATLAB® notes at the end of each chapter help readers solve complex problems using readily available software commands and point out other software packages available Problem sets included to test readers’ knowledge and help them put their new skills into practice Bayesian Signal Processing, Second Edition is written for all students, scientists, and engineers who investigate and apply signal processing to their everyday problems.
Author: Václav Šmídl
Publisher: Springer Science & Business Media
ISBN: 3540288201
Category : Technology & Engineering
Languages : en
Pages : 241
Get Book Here
Book Description
Treating VB approximation in signal processing, this monograph is for academic and industrial research groups in signal processing, data analysis, machine learning and identification. It reviews distributional approximation, showing that tractable algorithms for parametric model identification can be generated in off-line and on-line contexts.
Author: James V. Candy
Publisher: John Wiley & Sons
ISBN: 1119125456
Category : Technology & Engineering
Languages : en
Pages : 640
Get Book Here
Book Description
Presents the Bayesian approach to statistical signal processing for a variety of useful model sets This book aims to give readers a unified Bayesian treatment starting from the basics (Baye’s rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation model-based techniques (sequential Monte Carlo sampling). This next edition incorporates a new chapter on “Sequential Bayesian Detection,” a new section on “Ensemble Kalman Filters” as well as an expansion of Case Studies that detail Bayesian solutions for a variety of applications. These studies illustrate Bayesian approaches to real-world problems incorporating detailed particle filter designs, adaptive particle filters and sequential Bayesian detectors. In addition to these major developments a variety of sections are expanded to “fill-in-the gaps” of the first edition. Here metrics for particle filter (PF) designs with emphasis on classical “sanity testing” lead to ensemble techniques as a basic requirement for performance analysis. The expansion of information theory metrics and their application to PF designs is fully developed and applied. These expansions of the book have been updated to provide a more cohesive discussion of Bayesian processing with examples and applications enabling the comprehension of alternative approaches to solving estimation/detection problems. The second edition of Bayesian Signal Processing features: “Classical” Kalman filtering for linear, linearized, and nonlinear systems; “modern” unscented and ensemble Kalman filters: and the “next-generation” Bayesian particle filters Sequential Bayesian detection techniques incorporating model-based schemes for a variety of real-world problems Practical Bayesian processor designs including comprehensive methods of performance analysis ranging from simple sanity testing and ensemble techniques to sophisticated information metrics New case studies on adaptive particle filtering and sequential Bayesian detection are covered detailing more Bayesian approaches to applied problem solving MATLAB® notes at the end of each chapter help readers solve complex problems using readily available software commands and point out other software packages available Problem sets included to test readers’ knowledge and help them put their new skills into practice Bayesian Signal Processing, Second Edition is written for all students, scientists, and engineers who investigate and apply signal processing to their everyday problems.
Author: Ales Prochazka
Publisher: Springer Science & Business Media
ISBN: 9780817640422
Category : Technology & Engineering
Languages : en
Pages : 536
Get Book Here
Book Description
Methods of signal analysis represent a broad research topic with applications in many disciplines, including engineering, technology, biomedicine, seismography, eco nometrics, and many others based upon the processing of observed variables. Even though these applications are widely different, the mathematical background be hind them is similar and includes the use of the discrete Fourier transform and z-transform for signal analysis, and both linear and non-linear methods for signal identification, modelling, prediction, segmentation, and classification. These meth ods are in many cases closely related to optimization problems, statistical methods, and artificial neural networks. This book incorporates a collection of research papers based upon selected contri butions presented at the First European Conference on Signal Analysis and Predic tion (ECSAP-97) in Prague, Czech Republic, held June 24-27, 1997 at the Strahov Monastery. Even though the Conference was intended as a European Conference, at first initiated by the European Association for Signal Processing (EURASIP), it was very gratifying that it also drew significant support from other important scientific societies, including the lEE, Signal Processing Society of IEEE, and the Acoustical Society of America. The organizing committee was pleased that the re sponse from the academic community to participate at this Conference was very large; 128 summaries written by 242 authors from 36 countries were received. In addition, the Conference qualified under the Continuing Professional Development Scheme to provide PD units for participants and contributors.
Author: Wolfgang von der Linden
Publisher: Springer Science & Business Media
ISBN: 9401147108
Category : Mathematics
Languages : en
Pages : 380
Get Book Here
Book Description
In 1978 Edwin T. Jaynes and Myron Tribus initiated a series of workshops to exchange ideas and recent developments in technical aspects and applications of Bayesian probability theory. The first workshop was held at the University of Wyoming in 1981 organized by C.R. Smith and W.T. Grandy. Due to its success, the workshop was held annually during the last 18 years. Over the years, the emphasis of the workshop shifted gradually from fundamental concepts of Bayesian probability theory to increasingly realistic and challenging applications. The 18th international workshop on Maximum Entropy and Bayesian Methods was held in Garching / Munich (Germany) (27-31. July 1998). Opening lectures by G. Larry Bretthorst and by Myron Tribus were dedicated to one of th the pioneers of Bayesian probability theory who died on the 30 of April 1998: Edwin Thompson Jaynes. Jaynes revealed and advocated the correct meaning of 'probability' as the state of knowledge rather than a physical property. This inter pretation allowed him to unravel longstanding mysteries and paradoxes. Bayesian probability theory, "the logic of science" - as E.T. Jaynes called it - provides the framework to make the best possible scientific inference given all available exper imental and theoretical information. We gratefully acknowledge the efforts of Tribus and Bretthorst in commemorating the outstanding contributions of E.T. Jaynes to the development of probability theory.
Author: Michael P. Hobson
Publisher: Cambridge University Press
ISBN: 0521887941
Category : Mathematics
Languages : en
Pages : 317
Get Book Here
Book Description
Comprehensive introduction to Bayesian methods in cosmological studies, for graduate students and researchers in cosmology, astrophysics and applied statistics.
Author: J. M. Bernardo
Publisher: Oxford University Press
ISBN: 9780198504856
Category : Business & Economics
Languages : en
Pages : 886
Get Book Here
Book Description
Bayesian statistics is a dynamic and fast-growing area of statistical research and the Valencia International Meetings provide the main forum for discussion. These resulting proceedings form an up-to-date collection of research.
Author: T. Chonavel
Publisher: Springer Science & Business Media
ISBN: 1447101391
Category : Technology & Engineering
Languages : en
Pages : 334
Get Book Here
Book Description
The only book on the subject at this level, this is a well written formalised and concise presentation of the basis of statistical signal processing. It teaches a wide variety of techniques, demonstrating how they can be applied to many different situations.
Author: H B Mitchell
Publisher: Springer Science & Business Media
ISBN: 3642272223
Category : Technology & Engineering
Languages : en
Pages : 349
Get Book Here
Book Description
This textbook provides a comprehensive introduction to the concepts and idea of multisensor data fusion. It is an extensively revised second edition of the author's successful book: "Multi-Sensor Data Fusion: An Introduction" which was originally published by Springer-Verlag in 2007. The main changes in the new book are: New Material: Apart from one new chapter there are approximately 30 new sections, 50 new examples and 100 new references. At the same time, material which is out-of-date has been eliminated and the remaining text has been rewritten for added clarity. Altogether, the new book is nearly 70 pages longer than the original book. Matlab code: Where appropriate we have given details of Matlab code which may be downloaded from the worldwide web. In a few places, where such code is not readily available, we have included Matlab code in the body of the text. Layout. The layout and typography has been revised. Examples and Matlab code now appear on a gray background for easy identification and advancd material is marked with an asterisk. The book is intended to be self-contained. No previous knowledge of multi-sensor data fusion is assumed, although some familarity with the basic tools of linear algebra, calculus and simple probability is recommended. Although conceptually simple, the study of mult-sensor data fusion presents challenges that are unique within the education of the electrical engineer or computer scientist. To become competent in the field the student must become familiar with tools taken from a wide range of diverse subjects including: neural networks, signal processing, statistical estimation, tracking algorithms, computer vision and control theory. All too often, the student views multi-sensor data fusion as a miscellaneous assortment of different processes which bear no relationship to each other. In contrast, in this book the processes are unified by using a common statistical framework. As a consequence, the underlying pattern of relationships that exists between the different methodologies is made evident. The book is illustrated with many real-life examples taken from a diverse range of applications and contains an extensive list of modern references.
