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
we propose a novel approach for head tracking, which combines particle filters with Isomap. The particle filter works on the low-dimensional embedding of training images. It indexes into the Isomap with its state variables to find the closest template for each particle. The most weighted particle approximates the location of head. we develop a synthetic video sequence to test our technique. The results we get show that the tracker tracks the head which changes position, poses and lighting conditions.
标签： approach combines particle tracking
上传时间： 2016-01-02
上传用户：yy541071797
In this paper, we consider the problem of filtering in relational hidden Markov models. we present a compact representation for such models and an associated logical particle filtering algorithm. Each particle contains a logical formula that describes a set of states. The algorithm updates the formulae as new observations are received. Since a single particle tracks many states, this filter can be more accurate than a traditional particle filter in high dimensional state spaces, as we demonstrate in experiments.
标签： relational filtering consider problem
上传时间： 2016-01-02
上传用户：海陆空653
we present a particle filter construction for a system that exhibits time-scale separation. The separation of time-scales allows two simplifications that we exploit: i) The use of the averaging principle for the dimensional reduction of the system needed to solve for each particle and ii) the factorization of the transition probability which allows the Rao-Blackwellization of the filtering step. Both simplifications can be implemented using the coarse projective integration framework. The resulting particle filter is faster and has smaller variance than the particle filter based on the original system. The convergence of the new particle filter to the analytical filter for the original system is proved and some numerical results are provided.
标签： construction separation time-scale particle
上传时间： 2016-01-02
上传用户：fhzm5658
从s60平台移植到UIQ平台的例子代码：In this code we shall consider taking a simple HelloWorld GUI application written for the Nokia’s Series 60 reference design and transforming it into a HelloWorld example for the UIQ reference design.
标签： application HelloWorld consider taking
上传时间： 2016-01-08
上传用户：xiaoyunyun
This a large book, and your class will probably cover only a portion of its material. we have tried, however, to make this a book that will be useful to you now as a course textbook and also later in your career as a mathematical desk reference or an engineering handbook
标签： probably material portion large
上传时间： 2016-01-14
上传用户：wendy15
we have a group of N items (represented by integers from 1 to N), and we know that there is some total order defined for these items. You may assume that no two elements will be equal (for all a, b: a<b or b<a). However, it is expensive to compare two items. Your task is to make a number of comparisons, and then output the sorted order. The cost of determining if a < b is given by the bth integer of element a of costs (space delimited), which is the same as the ath integer of element b. Naturally, you will be judged on the total cost of the comparisons you make before outputting the sorted order. If your order is incorrect, you will receive a 0. Otherwise, your score will be opt/cost, where opt is the best cost anyone has achieved and cost is the total cost of the comparisons you make (so your score for a test case will be between 0 and 1). Your score for the problem will simply be the sum of your scores for the individual test cases.
标签： represented integers group items
上传时间： 2016-01-17
上传用户：jeffery
This program compress and recostruct using wavelets. we can select level of decomposition(here maximum 4 levels are given) of images using selected wavelet. For eg:-wavelets can be haar, db1, db2,dmey............... Decomposition can be viewed in figure. (Please note that select 256X256 image for better result.) Then compression can performed, PERFL2 give compression score. Then reconstruction can be performed. Each decompsition we can choose different threshold values. For each threshold value we can calculate mse,psnr,pq(picture quality), bit ratio etc. To get pq install pqs function .
标签： decomposition recostruct compress wavelets
上传时间： 2016-01-22
上传用户：liuchee
Solving Engineering Problems Using MATLAB C++ Math Library Introduction In the previous article, we studied how can use MATLAB C API to solve engineering problems. In this article I will show you how can use MATLAB C++ math library. The MATLAB® C++ Math Library serves two separate constituencies: MATLAB programmers seeking more speed or complete independence from interpreted MATLAB, and C++ programmers who need a fast, easy-to-use matrix math library. To each, it offers distinct advantages.
标签： Introduction Engineering Problems previous
上传时间： 2014-12-02
上传用户：13160677563
Introduction Some times it is required that we build a shared library (DLL) from an m-file. M-files are functions that are written in Matlab editor and can be used from Matlab command prompt. In m-files, we employ Matlab built-in functions or toolbox functions to compute something. In my past articles, I showed you some ways to use Matlab engine (vis. API, C++ class or Matlab engine API) for employing Matlab built-in functions, but what about functions that we develop? How can we use them in VC? Is there any interface? This article shows you an idea to employ your own Matlab functions.
标签： Introduction required M-files library
上传时间： 2016-01-29
上传用户：zhoujunzhen
