Download or read book Time Delay Estimation for Inhomogeneous Poisson Processes in the Presence of Gaussian Noise written by Nikolaos Antoniadis and published by . This book was released on 1992 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book ICASSP 88 A U audio electroacoustics underwater signal processing written by and published by . This book was released on 1988 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Poisson Point Processes written by Roy L. Streit and published by Springer Science & Business Media. This book was released on 2010-09-15 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Poisson Point Processes provides an overview of non-homogeneous and multidimensional Poisson point processes and their numerous applications. Readers will find constructive mathematical tools and applications ranging from emission and transmission computed tomography to multiple target tracking and distributed sensor detection, written from an engineering perspective. A valuable discussion of the basic properties of finite random sets is included. Maximum likelihood estimation techniques are discussed for several parametric forms of the intensity function, including Gaussian sums, together with their Cramer-Rao bounds. These methods are then used to investigate: -Several medical imaging techniques, including positron emission tomography (PET), single photon emission computed tomography (SPECT), and transmission tomography (CT scans) -Various multi-target and multi-sensor tracking applications, -Practical applications in areas like distributed sensing and detection, -Related finite point processes such as marked processes, hard core processes, cluster processes, and doubly stochastic processes, Perfect for researchers, engineers and graduate students working in electrical engineering and computer science, Poisson Point Processes will prove to be an extremely valuable volume for those seeking insight into the nature of these processes and their diverse applications.

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1993-05 with total page 766 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Concentration Inequalities for Inhomogeneous Poisson Processes an Adaptive Estimation of the Intensity written by Patricia Reynaud-Bouret and published by . This book was released on 2001 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Detection and Time Delay Estimation of Non Gaussian Signals in Noise written by and published by . This book was released on 1990 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gaussian time series have the property that their higher order spectra are identically zero. In many signal processing applications, the noise fields are predominantly Gaussian. Thus if the signal has a nonzero higher order spectra (i.e., the signal is non-Gaussian), then higher order spectral processing of the combined signal plus noise field may provide processing gains over more traditional processing methods that rely on lower order properties of the signal. However, any practical signal processing applications of higher order spectra rely on estimates of the higher order spectra made from a finite number of data samples, and thus the statistical properties of various estimators of the higher order spectra determine the processing gains that may be achieved in practice for specific signals and noise. Therefore, to determine the utility of higher order spectral processing it is necessary to determine estimators that are appropriate for specific signal processing applications and determine the performance of those estimators for the signal and noise characteristics of the specific application based on the derived statistical properties of the estimators. This report summarizes the work performed under Contract N00014-87-K-0785 in which statistical estimators for the detection and time delay estimation of non-Gaussian signals were defined and their statistical properties in presence of noise were derived. (rh).

Download or read book Estimation in Poisson Processes written by Pratap Narain Misra and published by . This book was released on 1973 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Estimation of the Mean Value Function from a Sample of Nonhomogeneous Poisson Processes written by Carlos Ramon Vallarino and published by . This book was released on 1987 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book American Doctoral Dissertations written by and published by . This book was released on 1992 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Proceedings of the IEEE Signal Processing Workshop on Higher Order Statistics July 21 23 1997 Banff Alberta Canada written by and published by Institute of Electrical & Electronics Engineers(IEEE). This book was released on 1997 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text covering the 1997 IEEE Signal Processing Workshop on High-Order Statistics is designed for researchers, professors, practitioners, students and other computing professionals.

Download or read book Electromagnetics Control and Robotics written by Harish Parthasarathy and published by CRC Press. This book was released on 2022-11-17 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers a variety of problems, and offers solutions to some, in: • Statistical state and parameter estimation in nonlinear stochastic dynamical system in both the classical and quantum scenarios. • Propagation of electromagnetic waves in a plasma as described by the Boltzmann Kinetic Transport Equation. • Classical and Quantum General Relativity. It will be of use to Engineering undergraduate students interested in analysing the motion of robots subject to random perturbation, and also to research scientists working in Quantum Filtering.

Download or read book Estimation of the Intensity of a Filtered Poisson Process and Its Application to Acoustic Assessment of Marine Organisms written by John E. Ehrenberg and published by . This book was released on 1973 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Estimation for Homogeneous Poisson Processes written by Johanne Thiffault and published by . This book was released on 1985 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Estimation of the Time dependant Arrival Rate Function of the Non homogeneous Poisson Process written by Po-Yen Wu and published by . This book was released on 1984 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book State Estimation of Linear Systems Driven Simultaneously by Wiener and Poisson Processes written by Samuel Horshing Poriza Au and published by . This book was released on 1979 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: The state estimation problem of linear stochastic systems driven simultaneously by Wiener and Poisson processes is considered, especially the case where the incident intensities of the Poisson processes are low and the system is observed in an additive white Gaussian noise. The minimum mean squared error (MMSE) optimal filter is derived via the Doleans-Dade and Meyer differentiation rule for discontinuous semi-martingales and its corresponding basic filtering theorem for white Gaussian observation noise. The nonclosedness property and performance of the filter are investigated. The results together with the performance of the linear optimal filtering schemes lead to the conclusion that causal filters and noncausal linear filters are inherently unsuitable for the state estimation for such class of systems. A noncausal nonlinear suboptimal scheme is developed for the estimation problem based on a combined estimation and detection strategy. A first-order approximation scheme is included in the scheme to eliminate the error propagation effects that result from the sequential structure of the approach. The performance of the overall scheme is obtained analytically and simulated numerically. Both results agree closely indicating that there exists a lambda* such that if the Poisson intensity lambda an element of (0, lambda*), the suboptimal sequential scheme performs better than the causal optimal filter and the noncausal linear filter.

Download or read book Detection of Bumps on the Intensity Function of an Inhomogeneous Poisson Process written by Camilo Andres Rivera Guerrero and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The Scanning Statistics methodology has been applied to problems arising in many disciplines including epidemiology and genomics. In this thesis we propose a modification of the Scan Statistic for the Poisson model and we compare it with other tests based on this methodology. Poisson Processes have been widely used in credit risk to build models of credit defaults across time. Despite this, few papers are focused on building tools to test these models. In this thesis we use Scanning Statistics to test a particular family of credit risk models. We haven't seen an application of Scanning Statistics to credit risk. We consider the inhomogeneous Poisson Process with intensity p[mu](t) on an interval I and q[mu](t) on [0,1]\I. Suppose that the intensity [mu](t) is known while p, q and I are un- known. This problem can be transformed into detecting clusters on a sample of iid uniform random variables. We use scanning statistics to approach these problems and propose a scale penalty for the Scan (Maximum Likelihood Ratio Test). We establish detection conditions for this penalized test and also study the power of the Average Maximum Likelihood Ratio Test.

Download or read book Estimation of a Filtered Marked Poisson Process from Noisy Observations with Applications to Signal Processing written by Dennis D. Cox and published by . This book was released on 1983 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of estimating the arrival times, amplitudes, and phases of an unknown number of signals in noise is treated. The signals are assumed to have a common, known waveform. A Bayesian model using a Poisson prior for the arrival times is specified. and a real time algorithm for computing the posterior mode is developed. Alternatively, the procedure may be looked upon as a penalized likelihood estimator with a penalty team which is a generalized form of Akaike's Information Critierion. Simulation results are presented which show that this approach can improve over classical, linear methods.