Smoothing, Filtering and Prediction

Smoothing, Filtering and Prediction

Author: Garry Einicke

Publisher: BoD – Books on Demand

Published: 2012-02-24

Total Pages: 290

ISBN-13: 9533077522

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This book describes the classical smoothing, filtering and prediction techniques together with some more recently developed embellishments for improving performance within applications. It aims to present the subject in an accessible way, so that it can serve as a practical guide for undergraduates and newcomers to the field. The material is organised as a ten-lecture course. The foundations are laid in Chapters 1 and 2, which explain minimum-mean-square-error solution construction and asymptotic behaviour. Chapters 3 and 4 introduce continuous-time and discrete-time minimum-variance filtering. Generalisations for missing data, deterministic inputs, correlated noises, direct feedthrough terms, output estimation and equalisation are described. Chapter 5 simplifies the minimum-variance filtering results for steady-state problems. Observability, Riccati equation solution convergence, asymptotic stability and Wiener filter equivalence are discussed. Chapters 6 and 7 cover the subject of continuous-time and discrete-time smoothing. The main fixed-lag, fixed-point and fixed-interval smoother results are derived. It is shown that the minimum-variance fixed-interval smoother attains the best performance. Chapter 8 attends to parameter estimation. As the above-mentioned approaches all rely on knowledge of the underlying model parameters, maximum-likelihood techniques within expectation-maximisation algorithms for joint state and parameter estimation are described. Chapter 9 is concerned with robust techniques that accommodate uncertainties within problem specifications. An extra term within Riccati equations enables designers to trade-off average error and peak error performance. Chapter 10 rounds off the course by applying the afore-mentioned linear techniques to nonlinear estimation problems. It is demonstrated that step-wise linearisations can be used within predictors, filters and smoothers, albeit by forsaking optimal performance guarantees.


Smoothing, Filtering and Prediction

Smoothing, Filtering and Prediction

Author: Jeremy Weissberg

Publisher:

Published: 2016-09-15

Total Pages: 280

ISBN-13: 9781681176062

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Smoothing is often used to reduce noise within an image or to produce a less pixelated image. Most smoothing methods are based on low pass filters. Smoothing is also usually based on a single value representing the image, such as the average value of the image or the middle (median) value. In image processing, to smooth a data set is to create an approximating function that attempts to capture important patterns in the data, while leaving out noise or other fine-scale structures/rapid phenomena. In smoothing, the data points of a signal are modified so individual points (presumably because of noise) are reduced, and points that are lower than the adjacent points are increased leading to a smoother signal. Smoothing may be used in two important ways that can aid in data analysis; by being able to extract more information from the data as long as the assumption of smoothing is reasonable and; by being able to provide analyses that are both flexible and robust. Filtering and prediction is about observing moving objects when the observations are corrupted by random errors. Smoothing, Filtering and Prediction - Estimating The Past, Present and Future describes the classical smoothing, filtering and prediction techniques together with some more recently developed embellishments for improving performance within applications. It aims to present the subject in an accessible way, so that it can serve as a practical guide for undergraduates and newcomers to the field.


Time Series Analysis for the State-Space Model with R/Stan

Time Series Analysis for the State-Space Model with R/Stan

Author: Junichiro Hagiwara

Publisher: Springer Nature

Published: 2021-08-30

Total Pages: 350

ISBN-13: 9811607117

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This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. The major feature of the book lies in its consistent Bayesian treatment regarding whole combinations of batch and sequential solutions for linear Gaussian and general state-space models: MCMC and Kalman/particle filter. The reader is given insight on flexible modeling in modern time series analysis. The main topics of the book deal with the state-space model, covering extensively, from introductory and exploratory methods to the latest advanced topics such as real-time structural change detection. Additionally, a practical exercise using R/Stan based on real data promotes understanding and enhances the reader’s analytical capability.


Nonlinear Approaches in Engineering Applications

Nonlinear Approaches in Engineering Applications

Author: Reza N. Jazar

Publisher: Springer

Published: 2016-05-27

Total Pages: 428

ISBN-13: 3319270559

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This book looks at the broad field of engineering science through the lens of nonlinear approaches. Examples focus on issues in vehicle technology, including vehicle dynamics, vehicle-road interaction, steering, and control for electric and hybrid vehicles. Also included are discussions on train and tram systems, aerial vehicles, robot-human interaction, and contact and scratch analysis at the micro/nanoscale. Chapters are based on invited contributions from world-class experts in the field who advance the future of engineering by discussing the development of more optimal, accurate, efficient, and cost and energy effective systems. This book is appropriate for researchers, students, and practicing engineers who are interested in the applications of nonlinear approaches to solving engineering and science problems.


AETA 2019 - Recent Advances in Electrical Engineering and Related Sciences: Theory and Application

AETA 2019 - Recent Advances in Electrical Engineering and Related Sciences: Theory and Application

Author: Dario Fernando Cortes Tobar

Publisher: Springer Nature

Published: 2020-08-10

Total Pages: 750

ISBN-13: 3030530213

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This proceedings book features selected papers on 12 themes, including telecommunication, power systems, digital signal processing, robotics, control systems, renewable energy, power electronics, soft computing and more. Covering topics such as optoelectronic oscillator at S-band and C-band for 5G telecommunications, neural networks identification of eleven types of faults in high voltage transmission lines, cyber-attack mitigation on smart low voltage distribution grids, optimum load of a piezoelectric-based energy harvester, the papers present interesting ideas and state-of-the-art overviews.


Lessons in Estimation Theory for Signal Processing, Communications, and Control

Lessons in Estimation Theory for Signal Processing, Communications, and Control

Author: Jerry M. Mendel

Publisher: Pearson Education

Published: 1995-03-14

Total Pages: 891

ISBN-13: 0132440792

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Estimation theory is a product of need and technology. As a result, it is an integral part of many branches of science and engineering. To help readers differentiate among the rich collection of estimation methods and algorithms, this book describes in detail many of the important estimation methods and shows how they are interrelated. Written as a collection of lessons, this book introduces readers o the general field of estimation theory and includes abundant supplementary material.


Advances in Computational Intelligence

Advances in Computational Intelligence

Author: Ignacio Rojas

Publisher: Springer

Published: 2017-06-04

Total Pages: 776

ISBN-13: 3319591533

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This two-volume set LNCS 10305 and LNCS 10306 constitutes the refereed proceedings of the 14th International Work-Conference on Artificial Neural Networks, IWANN 2017, held in Cadiz, Spain, in June 2017. The 126 revised full papers presented in this double volume were carefully reviewed and selected from 199 submissions. The papers are organized in topical sections on Bio-inspired Computing; E-Health and Computational Biology; Human Computer Interaction; Image and Signal Processing; Mathematics for Neural Networks; Self-organizing Networks; Spiking Neurons; Artificial Neural Networks in Industry ANNI'17; Computational Intelligence Tools and Techniques for Biomedical Applications; Assistive Rehabilitation Technology; Computational Intelligence Methods for Time Series; Machine Learning Applied to Vision and Robotics; Human Activity Recognition for Health and Well-Being Applications; Software Testing and Intelligent Systems; Real World Applications of BCI Systems; Machine Learning in Imbalanced Domains; Surveillance and Rescue Systems and Algorithms for Unmanned Aerial Vehicles; End-User Development for Social Robotics; Artificial Intelligence and Games; and Supervised, Non-Supervised, Reinforcement and Statistical Algorithms.


Comprehensive Chemometrics

Comprehensive Chemometrics

Author: Steven Brown

Publisher: Elsevier

Published: 2020-05-26

Total Pages: 2948

ISBN-13: 0444641661

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Comprehensive Chemometrics, Second Edition, Four Volume Set features expanded and updated coverage, along with new content that covers advances in the field since the previous edition published in 2009. Subject of note include updates in the fields of multidimensional and megavariate data analysis, omics data analysis, big chemical and biochemical data analysis, data fusion and sparse methods. The book follows a similar structure to the previous edition, using the same section titles to frame articles. Many chapters from the previous edition are updated, but there are also many new chapters on the latest developments. Presents integrated reviews of each chemical and biological method, examining their merits and limitations through practical examples and extensive visuals Bridges a gap in knowledge, covering developments in the field since the first edition published in 2009 Meticulously organized, with articles split into 4 sections and 12 sub-sections on key topics to allow students, researchers and professionals to find relevant information quickly and easily Written by academics and practitioners from various fields and regions to ensure that the knowledge within is easily understood and applicable to a large audience Presents integrated reviews of each chemical and biological method, examining their merits and limitations through practical examples and extensive visuals Bridges a gap in knowledge, covering developments in the field since the first edition published in 2009 Meticulously organized, with articles split into 4 sections and 12 sub-sections on key topics to allow students, researchers and professionals to find relevant information quickly and easily Written by academics and practitioners from various fields and regions to ensure that the knowledge within is easily understood and applicable to a large audience


Computer Vision – ECCV 2018

Computer Vision – ECCV 2018

Author: Vittorio Ferrari

Publisher: Springer

Published: 2018-10-08

Total Pages: 869

ISBN-13: 3030012255

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The sixteen-volume set comprising the LNCS volumes 11205-11220 constitutes the refereed proceedings of the 15th European Conference on Computer Vision, ECCV 2018, held in Munich, Germany, in September 2018.The 776 revised papers presented were carefully reviewed and selected from 2439 submissions. The papers are organized in topical sections on learning for vision; computational photography; human analysis; human sensing; stereo and reconstruction; optimization; matching and recognition; video attention; and poster sessions.


Service Robots

Service Robots

Author: Antonio Neves

Publisher: BoD – Books on Demand

Published: 2018-01-04

Total Pages: 176

ISBN-13: 9535137220

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The idea of using robots in our daily lives was an inspiring research in the field of robotics during the last decades. Service robots can be found nowadays in warehouses, hospitals, retail stores, city streets, and industrial parks or as personal assistants. The effort on the development of these robots is confirmed by the amount of money invested in projects and companies, the creation on new start-ups worldwide, and, not less important, the quantity and quality of the manuscripts published in journals and conferences worldwide. This book is an outcome of research done by several researchers who have highly contributed to the field of service robots. The main goal of this book is to present the recent advances in the field of service robots.