Stochastic Realization Theory For Exact And Approximate Multiscale Models PDF Download
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Author | : Dewey Stanton Tucker |
Publisher | : |
Total Pages | : 252 |
Release | : 2005 |
Genre | : |
ISBN | : |
Download Stochastic Realization Theory for Exact and Approximate Multiscale Models Book in PDF, ePub and Kindle
The thesis provides a detailed analysis of the independence structure possessed by multiscale models and demonstrates that such an analysis provides important insight into the multiscale stochastic realization problem. Multiscale models constitute a broad class of probabilistic models which includes the well--known subclass of multiscale autoregressive (MAR) models. MAR models have proven useful in a variety of different application areas, due to the fact that they provide a rich set of tools for various signal processing tasks. In order to use these tools, however, a MAR or multiscale model must first be constructed to provide an accurate probabilistic description of the particular application at hand. This thesis addresses this issue of multiscale model identification or realization. Previous work in the area of MAR model identification has focused on developing algorithms which decorrelate certain subsets of random vectors in an effort to design an accurate model. In this thesis, we develop a set-theoretic and graph-theoretic framework for better understanding these types of realization algorithms and for the purpose of designing new such algorithms.
Author | : William Wood Irving |
Publisher | : |
Total Pages | : 39 |
Release | : 1996 |
Genre | : |
ISBN | : |
Download A Canonical Correlations Approach to Multiscale Stochastic Realization Book in PDF, ePub and Kindle
Author | : Uday B. Desai |
Publisher | : Springer Science & Business Media |
Total Pages | : 296 |
Release | : 2012-12-06 |
Genre | : Science |
ISBN | : 1461322677 |
Download Modelling and Application of Stochastic Processes Book in PDF, ePub and Kindle
The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side, chapters on use of Markov random fields for modelling and analyzing image signals, use of complementary models for the smoothing problem with missing data, and nonlinear estimation are included. Chapter 1 by Klein and Dickinson develops the nested orthogonal state space realization for ARMA processes. As suggested by the name, nested orthogonal realizations possess two key properties; (i) the state variables are orthogonal, and (ii) the system matrices for the (n + l)st order realization contain as their "upper" n-th order blocks the system matrices from the n-th order realization (nesting property).
Author | : William Wood Irving |
Publisher | : |
Total Pages | : 191 |
Release | : 1995 |
Genre | : |
ISBN | : |
Download Multiscale Stochastic Realization and Model Identification with Applications to Large-scale Estimation Problems Book in PDF, ePub and Kindle
Author | : Ivan Markovsky |
Publisher | : SIAM |
Total Pages | : 210 |
Release | : 2006-01-31 |
Genre | : Mathematics |
ISBN | : 0898716039 |
Download Exact and Approximate Modeling of Linear Systems Book in PDF, ePub and Kindle
Exact and Approximate Modeling of Linear Systems: A Behavioral Approach elegantly introduces the behavioral approach to mathematical modeling, an approach that requires models to be viewed as sets of possible outcomes rather than to be a priori bound to particular representations. The authors discuss exact and approximate fitting of data by linear, bilinear, and quadratic static models and linear dynamic models, a formulation that enables readers to select the most suitable representation for a particular purpose. This book presents exact subspace-type and approximate optimization-based identification methods, as well as representation-free problem formulations, an overview of solution approaches, and software implementation. Readers will find an exposition of a wide variety of modeling problems starting from observed data. The presented theory leads to algorithms that are implemented in C language and in MATLAB.
Author | : IEEE Control Systems Society |
Publisher | : |
Total Pages | : 1086 |
Release | : 1994 |
Genre | : Adaptive control systems |
ISBN | : |
Download Proceedings of the 33rd IEEE Conference on Decision and Control Book in PDF, ePub and Kindle
Author | : |
Publisher | : |
Total Pages | : 716 |
Release | : 1998 |
Genre | : Electro-acoustics |
ISBN | : |
Download Proceedings of the 1998 IEEE International Conference on Acoustics, Speech, and Signal Processing Book in PDF, ePub and Kindle
Author | : |
Publisher | : |
Total Pages | : 1012 |
Release | : 1996 |
Genre | : Aeronautics |
ISBN | : |
Download International Aerospace Abstracts Book in PDF, ePub and Kindle
Author | : Weinan E |
Publisher | : Cambridge University Press |
Total Pages | : 485 |
Release | : 2011-07-07 |
Genre | : Mathematics |
ISBN | : 1107096545 |
Download Principles of Multiscale Modeling Book in PDF, ePub and Kindle
A systematic discussion of the fundamental principles, written by a leading contributor to the field.
Author | : Pierluigi Colli |
Publisher | : Birkhäuser |
Total Pages | : 342 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 3034878931 |
Download Free Boundary Problems Book in PDF, ePub and Kindle
Many phenomena of interest for applications are represented by differential equations which are defined in a domain whose boundary is a priori unknown, and is accordingly named a "free boundary". A further quantitative condition is then provided in order to exclude indeterminacy. Free boundary problems thus encompass a broad spectrum which is represented in this state-of-the-art volume by a variety of contributions of researchers in mathematics and applied fields like physics, biology and material sciences. Special emphasis has been reserved for mathematical modelling and for the formulation of new problems.