In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework is developed that unifies many of the methods which have been proposed over the last few decades in several different scientific disciplines. Novel extensions to the existing methods are also proposed.We showin particular how to incorporate local linearisation methods similar to those which have previously been employed in the deterministic filtering literature these lead to very effective importance distributions. Furthermore we describe a method which uses Rao-Blackwellisation in order to take advantage of the analytic structure present in some important classes of state-space models. In a final section we develop algorithms for prediction, smoothing and evaluation of the likelihood in dynamic models.
标签： sequential simulation posterior overview
上传时间： 2015-12-31
上传用户：225588
The need for accurate monitoring and analysis of sequential data arises in many scientic, industrial and nancial problems. Although the Kalman lter is effective in the linear-Gaussian case, new methods of dealing with sequential data are required with non-standard models. Recently, there has been renewed interest in simulation-based techniques. The basic idea behind these techniques is that the current state of knowledge is encapsulated in a representative sample from the appropriate posterior distribution. As time goes on, the sample evolves and adapts recursively in accordance with newly acquired data. We give a critical review of recent developments, by reference to oil well monitoring, ion channel monitoring and tracking problems, and propose some alternative algorithms that avoid the weaknesses of the current methods.
标签： monitoring sequential industria accurate
上传时间： 2013-12-17
上传用户：familiarsmile
With this foundation, you explore a development model that addresses the complete range of issues in the design of embedded communications software, including real-time operating systems, hardware and software partitioning, layering, and protocol stacks.
标签： development foundation addresses complete
上传时间： 2016-01-16
上传用户：zyt
You imagine? Right, there s more than one possibility, this time I ll give you tree. One for your private data, one for the common data in order to receive data from other applications like Excel, WinWord etc. and at last, I ll give you a handy-dandy class you can derive ANY MFC object from, to make it a drop target
标签： possibility imagine Right there
上传时间： 2013-12-21
上传用户：jichenxi0730
图像处理，利用bilt 函数 Description: This example shows how to edit (cut,paste,copy) a selection of a bitmap using BitBlt function just like Microsoft Photo Editor does. It s really EASY! Take a look to the sample if you don t believe me and don t forget to VOTE FOR ME! Note: comments are in italian...i hadn t enough time to translate them all. Sorry..(VOTE!)
标签： 图像处理
上传时间： 2013-12-18
上传用户：851197153
A new cable fault location method based on wavelet reconstruction is proposed. In this method the difference between the currents of faulty phase and sound phase under the high voltage pulse excitation is used as the measured signal and is decomposed in multi-scale by wavelet transform, then reconstructed in single scale. Comparing with traditional fault location method by travelling wave, the presented method will not be interfered by the reflected wave from the branch joint of cables or from other positions where the impedances are not matched and not be influenced by fault types, otherwise, the reflected waves can be recognized even the faulty position is near to the measuring terminal, at the same time, the influence of the wave speed uncertainty can be reduced. The correctness of the proposed method is proved by simulation results.
标签： method reconstruction location proposed
上传时间： 2016-02-04
上传用户：maizezhen
Express DSP compliant C55x DTMF detector software is proposed in two versions: one with a 5 ms frame size and one with a 10 ms frame size. The versions are quite similar in behavior. The version with a 10 ms frame size is faster, but the overall quality is higher in the 5 ms version, due to lower time granularity. DTMF算法for TI DSP 54X/55X
标签： compliant detector software proposed
上传时间： 2016-02-15
上传用户：liuchee
两种解决方案 Richard just finished building his new house. Now the only thing the house misses is a cute little wooden fence. He had no idea how to make a wooden fence, so he decided to order one. Somehow he got his hands on the ACME Fence Catalogue 2002, the ultimate resource on cute little wooden fences. After reading its preface he already knew, what makes a little wooden fence cute. A wooden fence consists of N wooden planks, placed vertically in a row next to each other. A fence looks cute if and only if the following conditions are met: ?The planks have different lengths, namely 1, 2, . . . , N plank length units. ?Each plank with two neighbors is either larger than each of its neighbors or smaller than each of them. (Note that this makes the top of the fence alternately rise and fall.)
标签： house the finished building
上传时间： 2014-01-26
上传用户：541657925
DESIGN PATTERNS JAVA COMPANION Design patterns began to be recognized more formally in the early 1990s by Helm (1990) and Erich Gamma (1992), who described patterns incorporated in the GUI application framework, ET++. The culmination of these discussions and a number of technical meetings was the publication of the parent book in this series, Design Patterns -- Elements of Reusable Software, by Gamma, Helm, Johnson and Vlissides.(1995). This book, commonly referred to as the Gang of Four or “GoF” book, has had a powerful impact on those seeking to understand how to use design patterns and has become an all-time best seller. We will refer to this groundbreaking book as Design Patterns, throughout this book and The Design Patterns Smalltalk Companion (Alpert, Brown and Woolf, 1998) as the Smalltalk Companion.
标签： recognized COMPANION PATTERNS patterns
上传时间： 2016-02-27
上传用户：大三三
This document represents the first stage in a process of taking the National Strategy for Police Information Systems (NSPIS) forward. It defines the mechanisms to ensure that we (and our partners) have access to the right information, in the right form, in the right time at an appropriate cost. The Strategy will ensure the Police Service has a collective understanding of the value of information and that we are able to exploit National Information Assets in support of local policing.
标签： represents the National Strategy
上传时间： 2016-03-08
上传用户：wangdean1101
