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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 |
Matched filter 164
Mathematica 317 321
MATLAB™ ix
Matrix inversion lemma 192
Maximum a posteriori 9 457
Maximum a posteriori probability 235
Maximum a posteriori sequence setection 395
Maximum generalized likelihood 74 240
Maximum likelihood 71 73 236
Maximum marginalized likelihood 74
MCMC 90 101 233 438
MD 209
MDL 125 150 181 241 446
MDR 440
Mean time between false alarms 28 440
Mean time to detection 29 440
Measurement update 385
Medical diagnosis 40
Merging 379 385
Metropolis step 392
MGL 74
MIMO 121
Minimal order residual filter 420
Minimizing argument 60
Minimum description length 125 181 241 446
Minimum mean square error 122
Minimum variance 458
Minimum variance equalizer 160
Minimum variance estimator 62
Misadjustment 145
Missed detection rate 440
Missing data 384
ML 71 236
MLR 345 353
MLR, two-filter algorithm 358
MML 74
MODE 378 474
Model differences 209
Model structure selection 382
Model validation 77 205
Model, AR 472
Model, ARMA 120
Model, ARMAX 120
Model, ARX 473
Model, change in the mean 471
Model, change in the variance 472
Model, FIR 472
Model, linear regression 115 472
Model, linear state space 473
Model, MIMO 121
Model, multi- 474
Model, non-linear parametric 473
Model, OE 120
Model, SISO 121
Model, state space with additive changes 473
Modulus restoral 165
Monte Carlo 429
Most probable branch 386
Motion model 16
MTD 29 440
MTFA 28 440
Multi-input multi-output 121
Multi-rate signal processing 279
Multi-step algorithm 143
Multiple model pruning algorithm 386
mv 458
Navigation 6
Near-field scattering 117
Newton — Raphson algorithm 127
Neyman — Pearson lemma 349
NLMS 136
Noise cancelation 115 167
Non-causal filter 427
Non-causal Wiener filter 461
Non-parametric approach 58
Non-stationary signal 5
Normalized LMS 136
Nuisance 70
Observability 297
Observer 15 287 406
Observer companion form 272
Ockam's razor 124
Ockham's razor 93
Octave ix
oe 120
Optimal segmentation 256
Optimal simulation 143
Ordered statistics 105
Outlier 176 227
Outliers 296 383
Output Error 120
Parameter covaxiance, asymptotic 199
Parameter tracking 5
Parity equation 405
Parity space 407
Parseval's formula 160
Parsimonious principle 93 124
Peak error 430
Penalty term 90 93 124 232 241
PLS 125
Point mass filter 73
Predictive least squares 125
Primary residual 215
Projection theorem 282 452
Prune 385
Pruning 379
Pseudo-linear regression 119
QR factorization 301
QR-factorization 189
Quasi-score 215
Radar 329
Random walk 62 142
Rauch — Tung — Striebel formulas 293
| Rayleigh distribution 117
Recursive least squares 138 191
Recursive maximum likelihood 130
Recursive parameter segmentation 244
Recursive signal segmentation 94
Reduced state space estimation 390
Regularization 139
Resampling techniques 432
Residual 404
Residual generation 18
Residual structure 405
Rice distribution 117
RLS 61 138 191
RLS, algorithm 192
RLS, windowed 193
RMSE 429
Robustness 406
Root mean square error 429
Run test 66
Sato 165
Schwartz criterion 125 241
Segmentation 29 58 89 92 94 231 244 381 389
Selected availability 341
Self-tuning 137
Sensitivity 406
Sensitivity analysis 299
ser 155
Shortest route problem 162
Sign data algorithm 136
Sign test 105
Sign-error algorithm 136
Sign-sign algorithm 136
Signal estimation 5
Signal processing 59
Signal, airbag 32
Signal, aircraft altitude 36 107
Signal, aircraft dynamics 419
Signal, belching sheep 45 227
Signal, DC motor 42 49 173 327 417
Signal, earthquake 40
Signal, econometrics 35
Signal, EKG 48 247
Signal, electronic nose 52
Signal, friction 12 21 23 27 175
Signal, fuel consumption 9 20 26 81
Signal, human EEG 39 173
Signal, NMT sales 132
Signal, nose 132
Signal, paper refinery 33 82
Signal, path 46 249
Signal, photon emission 34 106
Signal, rat EEG 36 39 108 123 227
Signal, speech 42 248
Signal, target tracking 328
Signal, telephone sales figures 53
Signal, tracking 15 21 28
Signal, valve stiction 50
Signal-to-noise ratio 155
Single-input single-output 121
Singular value decomposition 407
SISO 121
Sliding window 59 205
Smoothing 68 360 427
SNR 155
Spectral analysis 140
Spectral factorization 290 463
Specular multi-path 117
Spread of the mean 387 399
Square root 301
State estimation 5
State feedback 6
State space 14
State space model 233 473
State space model, algebraic methods 404
State space partitioning 390
Static friction 50
Steepest descent algorithm 126
Step size 62
Step-size 134
Stiction 50
Stirling's formula 85 225 259
Stochastic gradient algorithm 62 126 137
Stochastic least squares 122
Stopping rule 19 63 442
Super formula 289
Surveillance 5 58
SVD 407
switch 218
Symbol error rate 155
System identification 114 128
Target tracking 6
Time update 385
Time-invariant filter 427
Toolbox ix
Tracking error 429
Training sequence 155
Transient error 144
Trellis diagram 162
Two-filter smoothing formula 293
Unknown input observer 277
Variance change 75
Variance error 144 429
Viterbi algorithm 161
Viterbi equalizer 160
voting 406
Wiener — Hopf equation 122
Wiener — Hopf equations 461
Windowed least squares 61 140
Windowing 59
Wishart distribution 85 258
WLS 140
z-transform 462
Zero forcing equalizer 159
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