Bayesian Filtering and Smoothing, Lennart Svensson, Simo Sarkka

Автор: Paul H.C. Eilers, Brian D. Marx
Название: Practical Smoothing: The Joys of P-splines
ISBN: 1108482953 ISBN-13(EAN): 9781108482950
Издательство: Cambridge Academ
Рейтинг:
Цена: 57030.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: P-splines are widely used in statistics and machine learning for smoothing out noise in data and to avoid overtraining. This practical guide covers theory and a range of standard and non-standard applications with code in R for professionals and researchers looking for a simple, flexible and powerful smoothing tool.

Автор: Van Trees
Название: Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking
ISBN: 0470120959 ISBN-13(EAN): 9780470120958
Издательство: Wiley
Рейтинг:
Цена: 162690.00 T
Наличие на складе: Невозможна поставка.
Описание: Bayesian Bounds provides a collection of the important papers dealing with the theory and application of Bayesian bounds.  The book will be useful to both engineers and statisticians whether they are practicioners or theorists. The organization of the book and selection criteria is covered in the preface.  Each part is introduced with the contributions of each selected paper and their interrelationship. Part 1contains a short history of Reverend Thomas Bayes and his classic paper that established the field. Part 2 contains the original derivation of the Bayesian Cramer-Rao bound and a simple derivation of the multiple parameter Bayesian CRB. Part 3 discusses global Bayesian bounds to provide broad coverage of this important area. Part 4 considers the case in which some of the parameters are deterministic and some are random.  Hybrid Bayesian bounds are derived, as they are particularly important in the study of model mismatch problems. Part 5 considers generalized Cramer-Rao bounds. Part 6 discusses nonlinear stochastic dynamic systems. This type of system is a major component of most radar, sonar, and navigation systems.  They are also encountered in nonlinear filtering problems. Applications of various Bayesian bounds to static parameter estimation problems are covered in Part 7 and to dynamic systems in Part 8. The book concludes with papers from the statistics literature that focus on Bayesian bounds in various models in Part 9. 

Автор: Richard Tolimieri; Myoung An; Chao Lu
Название: Algorithms for Discrete Fourier Transform and Convolution
ISBN: 1441931155 ISBN-13(EAN): 9781441931153
Издательство: Springer
Рейтинг:
Цена: 130590.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This graduate-level text provides a language for understanding, unifying, and implementing a wide variety of algorithms for digital signal processing - in particular, to provide rules and procedures that can simplify or even automate the task of writing code for the newest parallel and vector machines.

Автор: Ballreich Dominik
Название: Stable and Efficient Cubature-Based Filtering in Dynamical Systems
ISBN: 3319872397 ISBN-13(EAN): 9783319872391
Издательство: Springer
Рейтинг:
Цена: 79190.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book addresses the problem of calculation of d-dimensional integrals (conditional expectations) in filter problems. It develops new methods of deterministic numerical integration, which can be used to speed up and stabilize filter algorithms.

Автор: Yao Xiuming, Wu Ligang, Zheng Wei Xing
Название: Filtering and Control of Stochastic Jump Hybrid Systems
ISBN: 3319811525 ISBN-13(EAN): 9783319811529
Издательство: Springer
Рейтинг:
Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems.

Автор: Triantafyllopoulos Kostas
Название: Bayesian Inference of State Space Models: Kalman Filtering and Beyond
ISBN: 3030761231 ISBN-13(EAN): 9783030761233
Издательство: Springer
Рейтинг:
Цена: 74530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space models.

Автор: Horova Ivanka Et Al
Название: Kernel Smoothing In Matlab: Theory And Practice Of Kernel Smoothing
ISBN: 9814405485 ISBN-13(EAN): 9789814405485
Издательство: World Scientific Publishing
Рейтинг:
Цена: 85530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers a comprehensive overview of statistical theory and emphases the implementation of presented methods in Matlab. This title contains various Matlab scripts useful for kernel smoothing of density, cumulative distribution function, regression function, hazard function, indices of quality and bivariate density.

Автор: Griffith, Daniel A.
Название: Spatial autocorrelation and spatial filtering
ISBN: 3642056660 ISBN-13(EAN): 9783642056666
Издательство: Springer
Рейтинг:
Цена: 130590.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Scientific visualization may be defined as the transformation of numerical scientific data into informative graphical displays. The focus is on how scientific visualization can help revolutionize the manner in which the tendencies for (dis)similar numerical values to cluster together in location on a map are explored and analyzed.

Автор: Eubank, Randall L.
Название: Nonparametric Regression and Spline Smoothing
ISBN: 0367579219 ISBN-13(EAN): 9780367579210
Издательство: Taylor&Francis
Рейтинг:
Цена: 48990.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Fanbiao Li; Peng Shi; Ligang Wu
Название: Control and Filtering for Semi-Markovian Jump Systems
ISBN: 3319471988 ISBN-13(EAN): 9783319471983
Издательство: Springer
Рейтинг:
Цена: 121110.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents up-to-date research developments and novel methodologies on semi-Markovian jump systems (S-MJS). It presents solutions to a series of problems with new approaches for the control and filtering of S-MJS, including stability analysis, sliding mode control, dynamic output feedback control, robust filter design, and fault detection. A set of newly developed techniques such as piecewise analysis method, positively invariant set approach, event-triggered method, and cone complementary linearization approaches are presented. Control and Filtering for Semi-Markovian Jump Systems is a comprehensive reference for researcher and practitioners working in control engineering, system sciences and applied mathematics, and is also a useful source of information for senior undergraduates and graduates in these areas. The readers will benefit from some new concepts, new models and new methodologies with practical significance in control engineering and signal processing.

Автор: Zhang Lixian, Zhu Yanzheng, Shi Peng
Название: Time-Dependent Switched Discrete-Time Linear Systems: Control and Filtering
ISBN: 3319804405 ISBN-13(EAN): 9783319804408
Издательство: Springer
Рейтинг:
Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on the basic control and filtering synthesis problems for discrete-time switched linear systems under time-dependent switching signals.

Автор: Rozovsky
Название: Stochastic Evolution Systems
ISBN: 331994892X ISBN-13(EAN): 9783319948928
Издательство: Springer
Рейтинг:
Цена: 79190.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito`s second-order parabolic equations and explores filtering problems for processes whose trajectories can be described by them.