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Particle Filters For Random Set Models

Author : Branko Ristic
ISBN : 9781461463160
Genre : Technology & Engineering
File Size : 41.95 MB
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This book discusses state estimation of stochastic dynamic systems from noisy measurements, specifically sequential Bayesian estimation and nonlinear or stochastic filtering. The class of solutions presented in this book is based on the Monte Carlo statistical method. Although the resulting algorithms, known as particle filters, have been around for more than a decade, the recent theoretical developments of sequential Bayesian estimation in the framework of random set theory have provided new opportunities which are not widely known and are covered in this book. This book is ideal for graduate students, researchers, scientists and engineers interested in Bayesian estimation.
Category: Technology & Engineering

Bayesian Signal Processing

Author : James V. Candy
ISBN : 9781119125457
Genre : Technology & Engineering
File Size : 56.84 MB
Format : PDF, ePub
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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 (Bayes’ 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 theoretic 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 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. JAMES V. CANDY, PhD, is Chief Scientist for Engineering, a Distinguished Member of the Technical Staff, founder, and former director of the Center for Advanced Signal & Image Sciences at the Lawrence Livermore National Laboratory. He is also an Adjunct Full Professor at the University of California, Santa Barbara, a Fellow of the IEEE, and a Fellow of the Acoustical Society of America. Dr. Candy has published more than 225 journal articles, book chapters, and technical reports. He is also the author of Signal Processing: Model-Based Approach, Signal Processing: A Modern Approach, and Model-Based Signal Processing (Wiley 2006). Dr. Candy was awarded the IEEE Distinguished Technical Achievement Award for his development of model-based signal processing and the Acoustical Society of America Helmholtz-Rayleigh Interdisciplinary Silver Medal for his contributions to acoustical signal processing and underwater acoustics.
Category: Technology & Engineering

Time Frequency Signal Analysis And Processing

Author : Boualem Boashash
ISBN : 9780123985255
Genre : Technology & Engineering
File Size : 75.14 MB
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Time-Frequency Signal Analysis and Processing (TFSAP) is a collection of theory, techniques and algorithms used for the analysis and processing of non-stationary signals, as found in a wide range of applications including telecommunications, radar, and biomedical engineering. This book gives the university researcher and R&D engineer insights into how to use TFSAP methods to develop and implement the engineering application systems they require. New to this edition: New sections on Efficient and Fast Algorithms; a "Getting Started" chapter enabling readers to start using the algorithms on simulated and real examples with the TFSAP toolbox, compare the results with the ones presented in the book and then insert the algorithms in their own applications and adapt them as needed. Two new chapters and twenty three new sections, including updated references. New topics including: efficient algorithms for optimal TFDs (with source code), the enhanced spectrogram, time-frequency modelling, more mathematical foundations, the relationships between QTFDs and Wavelet Transforms, new advanced applications such as cognitive radio, watermarking, noise reduction in the time-frequency domain, algorithms for Time-Frequency Image Processing, and Time-Frequency applications in neuroscience (new chapter). A comprehensive tutorial introduction to Time-Frequency Signal Analysis and Processing (TFSAP), accessible to anyone who has taken a first course in signals Key advances in theory, methodology and algorithms, are concisely presented by some of the leading authorities on the respective topics Applications written by leading researchers showing how to use TFSAP methods
Category: Technology & Engineering

Current And Future Developments In Artificial Intelligence

Author : Faria Nassiri-Mofakham
ISBN : 9781681085029
Genre : Computers
File Size : 33.75 MB
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Intelligent Computational Systems presents current and future developments in intelligent computational systems in a multi-disciplinary context. Readers will learn about the pervasive and ubiquitous roles of artificial intelligence (AI) and gain a perspective about the need for intelligent systems to behave rationally when interacting with humans in complex and realistic domains. This reference covers widespread applications of AI discussed in 11 chapters which cover topics such as AI and behavioral simulations, AI schools, automated negotiation, language analysis and learning, financial prediction, sensor management, Multi-agent systems, and much more. This reference work is will assist researchers, advanced-level students and practitioners in information technology and computer science fields interested in the broad applications of AI.
Category: Computers

Beyond The Kalman Filter Particle Filters For Tracking Applications

Author : Branko Ristic
ISBN : 1580538517
Genre : Technology & Engineering
File Size : 35.26 MB
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For most tracking applications the Kalman filter is reliable and efficient, but it is limited to a relatively restricted class of linear Gaussian problems. To solve problems beyond this restricted class, particle filters are proving to be dependable methods for stochastic dynamic estimation. Packed with 867 equations, this cutting-edge book introduces the latest advances in particle filter theory, discusses their relevance to defense surveillance systems, and examines defense-related applications of particle filters to nonlinear and non-Gaussian problems. With this hands-on guide, you can develop more accurate and reliable nonlinear filter designs and more precisely predict the performance of these designs. You can also apply particle filters to tracking a ballistic object, detection and tracking of stealthy targets, tracking through the blind Doppler zone, bi-static radar tracking, passive ranging (bearings-only tracking) of maneuvering targets, range-only tracking, terrain-aided tracking of ground vehicles, and group and extended object tracking.
Category: Technology & Engineering

Econometric Models For Industrial Organization

Author : Shum Matthew
ISBN : 9789813109674
Genre : Business & Economics
File Size : 90.4 MB
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Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.
Category: Business & Economics

Video Tracking

Author : Emilio Maggio
ISBN : 9781119956860
Genre : Science
File Size : 41.41 MB
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Video Tracking provides a comprehensive treatment of the fundamental aspects of algorithm and application development for the task of estimating, over time, the position of objects of interest seen through cameras. Starting from the general problem definition and a review of existing and emerging video tracking applications, the book discusses popular methods, such as those based on correlation and gradient-descent. Using practical examples, the reader is introduced to the advantages and limitations of deterministic approaches, and is then guided toward more advanced video tracking solutions, such as those based on the Bayes’ recursive framework and on Random Finite Sets. Key features: Discusses the design choices and implementation issues required to turn the underlying mathematical models into a real-world effective tracking systems. Provides block diagrams and simil-code implementation of the algorithms. Reviews methods to evaluate the performance of video trackers – this is identified as a major problem by end-users. The book aims to help researchers and practitioners develop techniques and solutions based on the potential of video tracking applications. The design methodologies discussed throughout the book provide guidelines for developers in the industry working on vision-based applications. The book may also serve as a reference for engineering and computer science graduate students involved in vision, robotics, human-computer interaction, smart environments and virtual reality programmes
Category: Science

Bayesian Estimation Of Dsge Models

Author : Edward P. Herbst
ISBN : 9781400873739
Genre : Business & Economics
File Size : 60.59 MB
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Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.
Category: Business & Economics

Sequential Monte Carlo Methods In Practice

Author : Arnaud Doucet
ISBN : 9781475734379
Genre : Mathematics
File Size : 82.93 MB
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Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.
Category: Mathematics