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| Авторизация |
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| Поиск по указателям |
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| Gustafsson F. — Adaptive filtering and change detection |
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| Предметный указатель |
 test 65 79 217
 criterion 125
 criterion 125
A posteriori distribution, state 399
A posteriori probability 92
A posteriori probability,  397
A posteriori probability, changing regression 235
A posteriori probability, state change 360
Abrupt changes 142
Acoustic echo cancelation 115 167
Adaptive control 5 42
Adaptive forgetting through multiple models 390
AEC 115 167
AFMM 390
AIC 125 241
AIC, corrected 125
Air traffic Control 271 328 330
Alarming 58
Algorithm, AFMM 390
Algorithm, blind equalization 166 395
Algorithm, blind equalization algorithm 395
Algorithm, blind equalization, CMA 165
Algorithm, blind equalization, decision directed 165
Algorithm, blind equalization, modulus restoral 165
Algorithm, blind equalization, multiple model 395
Algorithm, Brandt's GLR 79
Algorithm, CUSUM 66
Algorithm, CUSUM LS 68
Algorithm, CUSUM RLS 69
Algorithm, decentralized KF 312
Algorithm, extended least squares 121
Algorithm, Gauss — Newton 129
Algorithm, Gauss — Newton ARM AX 130
Algorithm, Gibbs change detection 394
Algorithm, Gibbs — Metropolis change detection 392
Algorithm, GLR 350
Algorithm, GPB 388
Algorithm, IMM 389
Algorithm, information KF 309
Algorithm, KF 279
Algorithm, KF parameter estimation 142
Algorithm, likelihood signal detection 75
Algorithm, LMS 134
Algorithm, local search 94 244 386
Algorithm, MCMC segmentation 246
Algorithm, MCMC signal segmentation 102
Algorithm, multi-step 143
Algorithm, multiple model pruning 386
Algorithm, Newton — Raphson 127
Algorithm, NLMS 136
Algorithm, optimal segmentation 256
Algorithm, parameter and variance detection 224
Algorithm, parity space detection 409
Algorithm, recursive parameter segmentation 244
Algorithm, recursive signal segmentation 94
Algorithm, RLS 138 192
Algorithm, smoothing KF 293 295
Algorithm, SPRT 65
Algorithm, square root KF 302 305
Algorithm, stationary KF 286
Algorithm, steepest descent 126
Algorithm, stochastic gradient 126
Algorithm, two-filter MLR 358
Algorithm, Viterbi 161
Algorithm, Wiener filter 464
Algorithm, WLS 140
ar 118 472
Arg min 60
ARL 29 440
ARM AX 120
ARMA 120
ARX 119 473
Association 330
Asymptotic local approach 149 214
ATC 271 328 330
Auto-regressive 118
Auto-regressive model with exogenous input 119
Auto-regressive moving average 120
Auto-regressive moving average model with eXogenous input 120
Auto-tuning 431
Average run length 440
Average run length function 29
Bayes' rule 92
Bearing only sensors 329
Bearings only tracking 334
BER 154
Bernoulli variables 235
Bias error 144 298 429
BIC 125 241
Bierman's UD factorization 190
Binary phase shift keying 153
Bit error rate 154
Blind equalization 5 115 382 390
Blind equalization algorithm 166
BPSK 153
Brandt's GLR method 212
Burn-in time 438
Causal 427
Causal Wiener filter 463
CE estimate 399
central fusion 307
Change detection 58
Change in the mean 34
Change in the mean model 58 471
Change in the variance model 472
Change point estimation 89 102
Change time 58
Changing regression 233
Changing regression, a posteriori probability 235
Changing regression, generalized likelihood 235
Changing regression, marginalized likelihood 235
Changing regression, state space model 233
Clutter 330
cm 457
CMA 165
CMV 457
Compensation 346
Conditional expectation 62
Conditional mean 457
Conditional mean estimate 457
Conditional minimum variance 457
Confidence region 399
Constant modulus algorithm 165
Coordinated turns 271
Correct past decisions 159
CPD 159
Curse of dimensionality 90 232
CUSUM 65
Cut off branches 385
Dead-beat observer 413
Decentralized filters 311
Decentralized fusion 307
Decision directed 165
Decision error 158
Decision feedback equalizer 158
Decision-directed feedback 390
Decoupling 405
Dedicated observer 406
Delay for detection 440
Density function, linear regression off-line 196
Density function, on-line 195
Design parameters, local search 245
Detection 6 381 389
Detection-estimation algorithm 391
Deterministic disturbance 404
Deterministic least squares 122
DFD 440
DGPS 341
Diagnosis 6 218 475
Diagnosis, medical example 173
| Differential GPS 341
Digital communication 114
Distance function 403
Distance measure 19 64 76 86 211 324
Divergence 296
Divergence test 209 213
Divergence, Kalman filter 324
Double talk 229
Dynamic programming 90 233
Echo path change 229
em 391
Equalization 114 153 382 390
Equalizer 153
Equalizer, decision feedback 158
Equalizer, linear 155
Equalizer, minimum variance 160
Equalizer, Viterbi 160
Equalizer, zero forcing 159
Estimation 58
example See signals
Excessive mean square error 145
Expectation maximization 391
Exponential forgetting window 59
Extended Kalman filters 316
Extended least squares 121 129
Factorial 85
Failure signature matrix 351
False alarm rate 28 440
FAR 28 440
Far-field scattering 118
Fault decoupling 405
Fault detection 6 475
Fault isolation 18
FDI 6
Filtered-input LMS 168
Filtered-X LMS 168
Filtering 59
Final prediction error 124
Finite impulse response 37 117 428
Finite moving average 59
FIR 37 117 428 472
FMA 59
Forgetting factor 9 61 138
Forward dynamic programming 162
Forward-backward 292
FPE 124
Frequency selective fading 117
Fusion filter 311
Fusion formula 311
Gamma distribution 85
Gamma function 85 401
Gauss — Newton algorithm 129
Gaussian mixture 379 383 438
Generalized likelihood changing regression 235 240
Generalized likelihood ratio 87 209 345
Generalized observer 406 413
Generalized pseudo Bayes 391
Generalized pseudo-Bayesian 388
Generalized Viterbi algorithm 390
Geometric moving average 59
Gibbs change detection algorithm 394
Gibbs sampler 392
Gibbs sampling 438
Gibbs —Metropolis change detection algorithm 392
GLR 87 209 345
GLR algorithm 350
GMA 59
Godard 165
GPB 388
GPS 337
Hankel matrix 404
Heisenberg's uncertainty 140
Hidden Markov model 142
Hilbert space 453
Hyper model 274
Hypothesis test, 65 79 217
Hypothesis test, Gaussian 79
i.i.d 437
IIR 428
IMM 389
Inertial navigation system 307
Infinite impulse response 428
Information criterion A 125
Information criterion B 125
Information filter 312
Input estimator 344
Input observer 344 406
INS 307
Inter-symbol interference 153
Interacting multiple model 391
Inverse system identification 114
Inverse Wishart 223
ISI 153
Isolation 6 45 218 405
Iterated Kalman filter 317
Jensen's inequality 430
Jerk model 270
Jump linear model 384
Jumping regression 234
k-step ahead prediction 428
Kalman filter 11 15 62
Kalman filter, iterated 317
Kalman filter, scale invariance 400
Kalman smoother 467
Kullback discrimination information 212
Kullback divergence 212
Law of total probability 399
Leaky 136
Leaky LMS 136
Leaky, sign data 136
Leaky, sign error 136
Leaky, sign-sign 136
Learning curves 126
Least mean square 11 61 134
Least squares 60
Least squares over sliding window 11
Least squares, deterministic 122
Least squares, stochastic 122
Likelihood changing regression 235
Likelihood ratio 75 208 345
Likelihood state change 362
Lindley's paradox 239
Linear equalizer 155
Linear estimators 62
Linear filter 427
Linear regression 115 472
Linear regression, state space model 233
Linear regressions 370
LLR 208
LMS 61 134 391
Local approach 205 210 214
Local scattering 117
Local search 386
Local search, design parameters 245
Log likelihood ratio 208
Long term prediction 188
Loss function 207
LQG 6
LR 75 208 345
Luenberger observers 410
MAP 92 235 457
MAP estimate state 397 399
Maple 317 321
MAPSD 395
Marginalization 400
Marginalized likelihood ratio 345 353
Marginalized likelihood, changing regression 235
Markov chain 384
Markov chain Monte Carlo 101 438
Markov models 391
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