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Non Stationary Stochastic Processes Estimation

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Non Stationary Stochastic Processes Estimation

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Author : Maksym Luz
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2024-05-20

Non Stationary Stochastic Processes Estimation written by Maksym Luz and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-05-20 with Business & Economics categories.

The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors. The first factor is construction of a model of the process being investigated. The second factor is the available information about the structure of the process under consideration. In this book, we propose results of the investigation of the problem of mean square optimal estimation (extrapolation, interpolation, and filtering) of linear functionals depending on unobserved values of stochastic sequences and processes with periodically stationary and long memory multiplicative seasonal increments. Formulas for calculating the mean square errors and the spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where spectral structure of the considered sequences and processes are exactly known. In the case where spectral densities of the sequences and processes are not known exactly while some sets of admissible spectral densities are given, we apply the minimax-robust method of estimation.

Non Stationary Stochastic Processes Estimation

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Author : Maksym Luz
language : en
Publisher:
Release Date : 2024-06-17

Non Stationary Stochastic Processes Estimation written by Maksym Luz and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-06-17 with Business & Economics categories.

Nonstationary Stochastic Processes And Their Applications Proceedings Of The Workshop

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Author : Abolghassem G Miamee
language : en
Publisher: World Scientific
Release Date : 1992-08-08

Nonstationary Stochastic Processes And Their Applications Proceedings Of The Workshop written by Abolghassem G Miamee and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-08-08 with categories.

The purpose of the workshop was to bring together researchers working in a broad spectrum of nonstationary stochastic processes to present their findings and techniques for analyzing the growing field of nonstationary stochastic processes. Researchers from both engineering and mathematics communities shared their sometimes different, but complementing, point of views on the recent developments in the theory and applications of nonstationary stochastic processes. As such, this volume will be of interest to mathematicians, probabilists, and engineers, and it is hoped that this will stimulate a significant amount of research in this field.

Equilibrium Yield Curve The Phillips Curve And Monetary Policy

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Author : Mitsuru Katagiri
language : en
Publisher: International Monetary Fund
Release Date : 2018-11-09

Equilibrium Yield Curve The Phillips Curve And Monetary Policy written by Mitsuru Katagiri and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-09 with Business & Economics categories.

Upward sloping yield curves are hard to reconcile with the positive association between income and inflation (the Phillips curve) in consumption-based asset pricing models. Using US and UK data, this paper shows inflation is negatively correlated with long-run income growth but positively correlated with cyclical income, thus enabling the model to replicate positive and sizable term premiums, along with the Phillips curve over business cycles. Quantitative analyses also emphasize the importance of monetary policy, predicting that a permanently low growth and low inflation environment would precipitate flatter yield curves due to constraints to monetary policy around the zero lower bound.

Applications In Time Frequency Signal Processing

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Author : Antonia Papandreou-Suppappola
language : en
Publisher: CRC Press
Release Date : 2018-10-03

Applications In Time Frequency Signal Processing written by Antonia Papandreou-Suppappola and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-03 with Technology & Engineering categories.

Because most real-world signals, including speech, sonar, communication, and biological signals, are non-stationary, traditional signal analysis tools such as Fourier transforms are of limited use because they do not provide easily accessible information about the localization of a given frequency component. A more suitable approach for those studying non-stationary signals is the use of time frequency representations that are functions of both time and frequency. Applications in Time-Frequency Signal Processing investigates the use of various time-frequency representations, such as the Wigner distribution and the spectrogram, in diverse application areas. Other books tend to focus on theoretical development. This book differs by highlighting particular applications of time-frequency representations and demonstrating how to use them. It also provides pseudo-code of the computational algorithms for these representations so that you can apply them to your own specific problems. Written by leaders in the field, this book offers the opportunity to learn from experts. Time-Frequency Representation (TFR) algorithms are simplified, enabling you to understand the complex theories behind TFRs and easily implement them. The numerous examples and figures, review of concepts, and extensive references allow for easy learning and application of the various time-frequency representations.

Electromyography

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Author : Roberto Merletti
language : en
Publisher: John Wiley & Sons
Release Date : 2004-07-26

Electromyography written by Roberto Merletti and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-07-26 with Technology & Engineering categories.

A complete overview of electromyography with contributions from pacesetters in the field In recent years, insights from the field of engineering have illuminated the vast potential of electromyography (EMG) in biomedical technology. Featuring contributions from key innovators working in the field today, Electromyography reveals the broad applications of EMG data in areas as diverse as neurology, ergonomics, exercise physiology, rehabilitation, movement analysis, biofeedback, and myoelectric control of prosthesis. Bridging the gap between engineering and physiology, this pioneering volume explains the essential concepts needed to detect, understand, process, and interpret EMG signals using non-invasive electrodes. Electromyography shows how engineering tools such as models and signal processing methods can greatly augment the insight provided by surface EMG signals. Topics covered include: Basic physiology and biophysics of EMG generation Needle and surface electrode detection techniques Signal conditioning and processing issues Single- and multi-channel techniques for information extraction Development and application of physical models Advanced signal processing techniques With its fresh engineering perspective, Electromyography offers physiologists, medical professionals, and students in biomedical engineering a new window into the far-reaching possibilities of this dynamic technology.

Optimal State Estimation

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Author : Dan Simon
language : en
Publisher: John Wiley & Sons
Release Date : 2006-06-19

Optimal State Estimation written by Dan Simon and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-06-19 with Technology & Engineering categories.

A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering. While there are other textbooks that treat state estimation, this one offers special features and a unique perspective and pedagogical approach that speed learning: * Straightforward, bottom-up approach begins with basic concepts and then builds step by step to more advanced topics for a clear understanding of state estimation * Simple examples and problems that require only paper and pen to solve lead to an intuitive understanding of how theory works in practice * MATLAB(r)-based source code that corresponds to examples in the book, available on the author's Web site, enables readers to recreate results and experiment with other simulation setups and parameters Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering. Problems at the end of each chapter include both written exercises and computer exercises. Written exercises focus on improving the reader's understanding of theory and key concepts, whereas computer exercises help readers apply theory to problems similar to ones they are likely to encounter in industry. With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory. It also serves as a reference for engineers and science professionals across a wide array of industries.

Stochastic Control

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Author : N.K. Sinha
language : en
Publisher: Elsevier
Release Date : 2014-05-23

Stochastic Control written by N.K. Sinha and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-23 with Technology & Engineering categories.

Stochastic control, the control of random processes, has become increasingly more important to the systems analyst and engineer. The Second IFAC Symposium on Stochastic Control represents current thinking on all aspects of stochastic control, both theoretical and practical, and as such represents a further advance in the understanding of such systems.

Stochastic Processes Estimation And Control

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Author : Jason L. Speyer
language : en
Publisher: SIAM
Release Date : 2008-01-01

Stochastic Processes Estimation And Control written by Jason L. Speyer and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-01 with Mathematics categories.

Uncertainty and risk are integral to engineering because real systems have inherent ambiguities that arise naturally or due to our inability to model complex physics. The authors discuss probability theory, stochastic processes, estimation, and stochastic control strategies and show how probability can be used to model uncertainty in control and estimation problems. The material is practical and rich in research opportunities.

Digital Speech Transmission And Enhancement

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Author : Peter Vary
language : en
Publisher: John Wiley & Sons
Release Date : 2023-11-23

Digital Speech Transmission And Enhancement written by Peter Vary and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-11-23 with Technology & Engineering categories.

DIGITAL SPEECH TRANSMISSION AND ENHANCEMENT Enables readers to understand the latest developments in speech enhancement/transmission due to advances in computational power and device miniaturization The Second Edition of Digital Speech Transmission and Enhancement has been updated throughout to provide all the necessary details on the latest advances in the theory and practice in speech signal processing and its applications, including many new research results, standards, algorithms, and developments which have recently appeared and are on their way into state-of-the-art applications. Besides mobile communications, which constituted the main application domain of the first edition, speech enhancement for hearing instruments and man-machine interfaces has gained significantly more prominence in the past decade, and as such receives greater focus in this updated and expanded second edition. Readers can expect to find information and novel methods on: Low-latency spectral analysis-synthesis, single-channel and dual-channel algorithms for noise reduction and dereverberation Multi-microphone processing methods, which are now widely used in applications such as mobile phones, hearing aids, and man-computer interfaces Algorithms for near-end listening enhancement, which provide a significantly increased speech intelligibility for users at the noisy receiving side of their mobile phone Fundamentals of speech signal processing, estimation and machine learning, speech coding, error concealment by soft decoding, and artificial bandwidth extension of speech signals Digital Speech Transmission and Enhancement is a single-source, comprehensive guide to the fundamental issues, algorithms, standards, and trends in speech signal processing and speech communication technology, and as such is an invaluable resource for engineers, researchers, academics, and graduate students in the areas of communications, electrical engineering, and information technology.

Non Stationary Stochastic Processes Estimation

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