Download or read book Sequential Monte Carlo Methods in Practice written by Arnaud Doucet and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Sequential Monte Carlo Methods for Nonlinear Discrete Time Filtering written by Marcelo G. and published by Springer Nature. This book was released on 2022-06-01 with total page 87 pages. Available in PDF, EPUB and Kindle. Book excerpt: In these notes, we introduce particle filtering as a recursive importance sampling method that approximates the minimum-mean-square-error (MMSE) estimate of a sequence of hidden state vectors in scenarios where the joint probability distribution of the states and the observations is non-Gaussian and, therefore, closed-form analytical expressions for the MMSE estimate are generally unavailable. We begin the notes with a review of Bayesian approaches to static (i.e., time-invariant) parameter estimation. In the sequel, we describe the solution to the problem of sequential state estimation in linear, Gaussian dynamic models, which corresponds to the well-known Kalman (or Kalman-Bucy) filter. Finally, we move to the general nonlinear, non-Gaussian stochastic filtering problem and present particle filtering as a sequential Monte Carlo approach to solve that problem in a statistically optimal way. We review several techniques to improve the performance of particle filters, including importance function optimization, particle resampling, Markov Chain Monte Carlo move steps, auxiliary particle filtering, and regularized particle filtering. We also discuss Rao-Blackwellized particle filtering as a technique that is particularly well-suited for many relevant applications such as fault detection and inertial navigation. Finally, we conclude the notes with a discussion on the emerging topic of distributed particle filtering using multiple processors located at remote nodes in a sensor network. Throughout the notes, we often assume a more general framework than in most introductory textbooks by allowing either the observation model or the hidden state dynamic model to include unknown parameters. In a fully Bayesian fashion, we treat those unknown parameters also as random variables. Using suitable dynamic conjugate priors, that approach can be applied then to perform joint state and parameter estimation. Table of Contents: Introduction / Bayesian Estimation of Static Vectors / The Stochastic Filtering Problem / Sequential Monte Carlo Methods / Sampling/Importance Resampling (SIR) Filter / Importance Function Selection / Markov Chain Monte Carlo Move Step / Rao-Blackwellized Particle Filters / Auxiliary Particle Filter / Regularized Particle Filters / Cooperative Filtering with Multiple Observers / Application Examples / Summary

Download or read book Introducing Monte Carlo Methods with R written by Christian Robert and published by Springer Science & Business Media. This book was released on 2010 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.

Download or read book Monte Carlo Strategies in Scientific Computing written by Jun S. Liu and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods.

Download or read book Transitions from Digital Communications to Quantum Communications written by Malek Benslama and published by John Wiley & Sons. This book was released on 2016-07-14 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book addresses the move towards quantum communications, in light of the recent technological developments on photonic crystals and their potential applications in systems. The authors present the state of the art on extensive quantum communications, the first part of the book being dedicated to the relevant theory; quantum gates such as Deutsch gates, Toffoli gates and Dedekind gates are reviewed with regards to their feasibility as electronic circuits and their implementation in systems, and a comparison is performed in parallel with conventional circuits such as FPGAs and DSPs. The specifics of quantum communication are also revealed through the entanglement and Bell states, and mathematical and physical aspects of quantum optical fibers and photonic crystals are considered in order to optimize the quantum transmissions. These concepts are linked with relevant, practical examples in the second part of the book, which presents six integrated applications for quantum communications.

Download or read book Digital Information and Communication Technology and Its Applications written by Hocine Cherifi and published by Springer. This book was released on 2011-06-17 with total page 818 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume set CCIS 166 and CCIS 167 constitutes the refereed proceedings of the International Conference on Digital Information and Communication Technology and its Applications, DICTAP 2011, held in Dijon, France, in June 2010. The 128 revised full papers presented in both volumes were carefully reviewed and selected from 330 submissions. The papers are organized in topical sections on Web applications; image processing; visual interfaces and user experience; network security; ad hoc network; cloud computing; Data Compression; Software Engineering; Networking and Mobiles; Distributed and Parallel processing; social networks; ontology; algorithms; multimedia; e-learning; interactive environments and emergent technologies for e-learning; signal processing; information and data management.

Download or read book Kernel Adaptive Filtering written by Weifeng Liu and published by John Wiley & Sons. This book was released on 2011-09-20 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: Online learning from a signal processing perspective There is increased interest in kernel learning algorithms in neural networks and a growing need for nonlinear adaptive algorithms in advanced signal processing, communications, and controls. Kernel Adaptive Filtering is the first book to present a comprehensive, unifying introduction to online learning algorithms in reproducing kernel Hilbert spaces. Based on research being conducted in the Computational Neuro-Engineering Laboratory at the University of Florida and in the Cognitive Systems Laboratory at McMaster University, Ontario, Canada, this unique resource elevates the adaptive filtering theory to a new level, presenting a new design methodology of nonlinear adaptive filters. Covers the kernel least mean squares algorithm, kernel affine projection algorithms, the kernel recursive least squares algorithm, the theory of Gaussian process regression, and the extended kernel recursive least squares algorithm Presents a powerful model-selection method called maximum marginal likelihood Addresses the principal bottleneck of kernel adaptive filters—their growing structure Features twelve computer-oriented experiments to reinforce the concepts, with MATLAB codes downloadable from the authors' Web site Concludes each chapter with a summary of the state of the art and potential future directions for original research Kernel Adaptive Filtering is ideal for engineers, computer scientists, and graduate students interested in nonlinear adaptive systems for online applications (applications where the data stream arrives one sample at a time and incremental optimal solutions are desirable). It is also a useful guide for those who look for nonlinear adaptive filtering methodologies to solve practical problems.

Download or read book Sonar Systems written by Nikolai Kolev and published by BoD – Books on Demand. This book was released on 2011-09-12 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is an edited collection of research articles covering the current state of sonar systems, the signal processing methods and their applications prepared by experts in the field. The first section is dedicated to the theory and applications of innovative synthetic aperture, interferometric, multistatic sonars and modeling and simulation. Special section in the book is dedicated to sonar signal processing methods covering: passive sonar array beamforming, direction of arrival estimation, signal detection and classification using DEMON and LOFAR principles, adaptive matched field signal processing. The image processing techniques include: image denoising, detection and classification of artificial mine like objects and application of hidden Markov model and artificial neural networks for signal classification. The biology applications include the analysis of biosonar capabilities and underwater sound influence on human hearing. The marine science applications include fish species target strength modeling, identification and discrimination from bottom scattering and pelagic biomass neural network estimation methods. Marine geology has place in the book with geomorphological parameters estimation from side scan sonar images. The book will be interesting not only for specialists in the area but also for readers as a guide in sonar systems principles of operation, signal processing methods and marine applications.

Download or read book Adaptation and Cross Layer Design in Wireless Networks written by Mohamed Ibnkahla and published by CRC Press. This book was released on 2018-10-08 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adaptive techniques play a key role in modern wireless communication systems. The concept of adaptation is emphasized in the Adaptation in Wireless Communications Series through a unified framework across all layers of the wireless protocol stack ranging from the physical layer to the application layer, and from cellular systems to next-generation wireless networks. Adaptation and Cross Layer Design in Wireless Networks is devoted to adaptation in the data link layer, network layer, and application layer. The book presents state-of-the-art adaptation techniques and methodologies, including cross-layer adaptation, joint signal processing, coding and networking, selfishness in mobile ad hoc networks, cooperative and opportunistic protocols, adaptation techniques for multimedia support, self –organizing routing, and tunable security services. It presents several new theoretical paradigms and analytical findings which are supported with various simulation and experimental results. Adaptation in wireless communications is needed in order to achieve high capacity and ubiquitous communications. The current trend in wireless communication systems is to make adaptation dependent upon the state of the relevant parameters in all layers of the system. Focusing on simplified cross layer design approaches, this volume describes advanced techniques such as adaptive resource management, adaptive modulation and coding, 4G communications, QoS, diversity combining, and energy and mobility aware MAC protocols. The first volume in the series, Adaptive Signal Processing in Wireless Communications (cat no.46012) covers adaptive signal processing at the physical layer.

Download or read book Readings in Unobserved Components Models written by Andrew Harvey and published by OUP Oxford. This book was released on 2005-04-07 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods and applicative issues. Harvey has made major contributions to this field and provides substantial introductions throughout the book to form a unified view of the literature. - ;This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. It contains four parts, three of which concern recent theoretical developments in classical and Bayesian estimation of linear, nonlinear, and non Gaussian UC models, signal extraction and testing, and one is devoted to selected econometric applications. The first part focuses on the linear state space model; the readings provide insight on prediction theory, signal extraction, and likelihood inference for non stationary and non invertible processes, diagnostic checking, and the use of state space methods for spline smoothing. Part II deals with applications of linear UC models to various estimation problems concerning economic time series, such as trend-cycle decompositions, seasonal adjustment, and the modelling of the serial correlation induced by survey sample design. The issues involved in testing in linear UC models are the theme of part III, which considers tests concerned with whether or not certain variance parameters are zero, with special reference to stationarity tests. Finally, part IV is devoted to the advances concerning classical and Bayesian inference for non linear and non Gaussian state space models, an area that has been evolving very rapidly during the last decade, paralleling the advances in computational inference using stochastic simulation techniques. The book is intended to give a relatively self-contained presentation of the methods and applicative issues. For this purpose, each part comes with an introductory chapter by the editors that provides a unified view of the literature and the many important developments that have occurred in the last years. -

Download or read book Nonlinear Time Series Analysis written by Ruey S. Tsay and published by John Wiley & Sons. This book was released on 2018-09-13 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors—noted experts in the field—explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models. The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide: • Offers research developed by leading scholars of time series analysis • Presents R commands making it possible to reproduce all the analyses included in the text • Contains real-world examples throughout the book • Recommends exercises to test understanding of material presented • Includes an instructor solutions manual and companion website Written for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models.

Download or read book Bayesian Statistics 6 written by J. M. Bernardo and published by Oxford University Press. This book was released on 1999-08-12 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book The Cable and Telecommunications Professionals Reference written by Goff Hill and published by Taylor & Francis. This book was released on 2012-07-26 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is for any telecommunications-convergence professional who needs to understand the structure of the industry, the structure of telephony networks and services, and the equipment involved.With the growing variety of networks and technologies now on offer it is inevitable that some convergence will take place between different networks, services and products. New VOIP (voice over internet protocol) networks must interwork with traditional networks. For instance, mobile phones can offer data services; wireless broadband connections to laptops will allow VOIP phone calls away from base; users could have the option of 'convergent phones' that can be used on a landline when at home or business, but which can be used as a mobile when on the move, and so on.

Download or read book MEMS based Integrated Navigation written by Priyanka Aggarwal and published by Artech House. This book was released on 2010 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: Due to their micro-scale size and low power consumption, Microelectromechanical systems (MEMS) are now being utilized in a variety of fields. This leading-edge resource focuses on the application of MEMS inertial sensors to navigation systems. The book shows you how to minimize cost by adding and removing inertial sensors. Moreover, this practical reference provides you with various integration strategies with examples from real field tests. From an introduction to MEMS navigation related applicationsOC to special topics on Alignment for MEMS-Based NavigationOC to discussions on the Extended Kalman Filter, this comprehensive book covers a wide range of critical topics in this fast-growing area."

Download or read book Mathematical Foundations for Signal Processing Communications and Networking written by Erchin Serpedin and published by CRC Press. This book was released on 2017-12-04 with total page 852 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical Foundations for Signal Processing, Communications, and Networking describes mathematical concepts and results important in the design, analysis, and optimization of signal processing algorithms, modern communication systems, and networks. Helping readers master key techniques and comprehend the current research literature, the book offers a comprehensive overview of methods and applications from linear algebra, numerical analysis, statistics, probability, stochastic processes, and optimization. From basic transforms to Monte Carlo simulation to linear programming, the text covers a broad range of mathematical techniques essential to understanding the concepts and results in signal processing, telecommunications, and networking. Along with discussing mathematical theory, each self-contained chapter presents examples that illustrate the use of various mathematical concepts to solve different applications. Each chapter also includes a set of homework exercises and readings for additional study. This text helps readers understand fundamental and advanced results as well as recent research trends in the interrelated fields of signal processing, telecommunications, and networking. It provides all the necessary mathematical background to prepare students for more advanced courses and train specialists working in these areas.

Download or read book Advances in Signal Processing and Intelligent Recognition Systems written by Sabu M. Thampi and published by Springer. This book was released on 2017-09-12 with total page 471 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Edited Volume gathers a selection of refereed and revised papers originally presented at the Third International Symposium on Signal Processing and Intelligent Recognition Systems (SIRS’17), held on September 13–16, 2017 in Manipal, India. The papers offer stimulating insights into biometrics, digital watermarking, recognition systems, image and video processing, signal and speech processing, pattern recognition, machine learning and knowledge-based systems. Taken together, they offer a valuable resource for all researchers and scientists engaged in the various fields of signal processing and related areas.

Download or read book Wireless Communication Systems written by Xiaodong Wang and published by Prentice Hall Professional. This book was released on 2004 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt: Wireless Communication Systems: Advanced Techniques for Signal Receptionoffers a unified frameworkfor understanding today's newest techniques for signal processing in communication systems - andusing them to design receivers for emerging wireless systems. Two leading researchers cover a fullrange of physical-layer issues, including multipath, dispersion, interference, dynamism, andmultiple-antenna systems. Topics include blind, group-blind, space-time, and turbo multiuserdetection; narrowband interference suppression; Monte Carlo Bayesian signal processing; fast fadingchannels; advanced signal processing in coded OFDM systems, and more.