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Katayama T., Sugimoto S. — Statistical Methods in Control and Signal Processing
Katayama T., Sugimoto S. — Statistical Methods in Control and Signal Processing

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Название: Statistical Methods in Control and Signal Processing

Авторы: Katayama T., Sugimoto S.

Аннотация:

This readily accessible volume documents the latest developments in statistical modeling, identification, estimation, and signal processing, presenting state-of-the-art statistical and stochastic methods for the analysis and design of technological systems in engineering and applied areas.


Язык: en

Рубрика: Математика/Численные методы/Вейвлеты, обработка сигналов/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1997

Количество страниц: 553

Добавлена в каталог: 04.03.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
$H_\infty$ filter      239
$H_\infty$ filter, stochastic property of      243
$H_\infty$ filtering problem      239
$H_\infty$ filtering problem, finite horizon      240
$H_\infty$ Riccati difference equation (RDE)      241 248
$T^2$ statistic      113
a priori information      446—447 526 536
Abrupt discontinuities      59
Acceptance probability      527—529
Adaptation      448
Adaptive fuzzy system      468
AIC (Akaike information criterion)      38—39 46—47 60 87 98—99 114 162 166—167 179
AIC of composite model      114
AIC, small sample correction      99
Algebraic Riccati inequality      3
Algorithm, alternating conditional expectation (ACE)      108
Algorithm, Amplitude modulation, quadrature      377
Algorithm, parallel      483
Algorithm, relaxation-type      525
Algorithm, sequential      482
Algorithm, subspace      99 403
Algorithm, supervised learning      490—491
Amplitude process      331
Antenna array      400
AR model or process      43—47 337 335 404 443
AR model or process, time-varying (TVAR)      49 66
ARM AX model      482 466
ARM AX parametrization      86 97
ARMA model or process      125 128 179 180—182 190 464
ARMA model or process, multivariable      182 194 360
ARMA order estimation or test      179—180 186—187
Array error parametrizations      406
Array response      402—404
Array signal processing, robust      399
Array signal processing, simulation results      421
Array steering vectors      404
Asymptotically normal      128 187 203 205—206
Attractor      502 507 515
Attractor in discrete random dynamics      284
Aumann-like integral      308 324
Backward shift operator      122
Bandwidth expansion      442
Bayesian approach      399
Bayesian approach to time series analysis      41
Beamformer, MAP      413
Beamformer, MVDR      412
Beamforming      404 412 425
Beamforming, adaptive      409
Bessel function      440
beta function      281
Bias errors      161
BIC (Bayes information criteria)      86
Binary random variable      488—489
Binary tree, biased-search      488
Binary tree, fair-search      488
Binary tree, structure      487
Birkhoff theorem      385
Birth-and-death process      290
Bispectrum      360
Bispectrum, integrated      362
Blind deconvolution      375 378 379
Bose — Einstein statistics      276 293
Boundary preserving mapping      511
Boundary value problem      503
Brodaz’s texture data      535
Brownian motion process      217
Calibration      433
Calibration, array      402
Canonical variable      92 112
Canonical variate analysis (CVA)      83 89 91
Canonical variate analysis (CVA) of past and future      93
Canonical variate analysis (CVA), applications      108—116
Canonical variate analysis (CVA), computational aspects      99
Canonical variate analysis (CVA), extension to nonlinear system      107
Canonical variate analysis (CVA), model identification      113
Canonical variate analysis (CVA), theorem      91—92
Cayley — Hamilton theorem      184 202
Central limit theorem      187 193 205
Change detection      454 471 482
Change detection with model uncertainty      457
Change detection, robust      453
Change detection, robust, KDI-based      462
Change detection, scheme      454 471
Change detection, system      453—455
Chi-square random variable      63
Conditional expectation      11 107
Conditional likelihood      91
Conditional probability      484—485 504
Consistency      369
Consistent estimate      187
Contraction mappings or process      506—507 509
Contraction mappings or process, boundary preserving      508
Controllability      184
Controllability, matrix, extended      185
Controller form      136
Covariance matrix      7 29 90—91 182 184 187 201 205
Covariance matrix, Hankel      180 185
Cramer — Rao lower bound      86 418
Cross validation      86
Cross-spectrum      360—362
Cross-spectrum, estimators      364
Cumulant (function or statistics)      357 376 379
Cumulant (function or statistics), fourth-order      361 378
Cumulant (function or statistics), higher-order      357
Cumulant (function or statistics), nth-order      376
Cumulant (function or statistics), second-order      389
Cumulant (function or statistics), third-order      357 360
Cyclostationary process      327—328
Cyclostationary process, discrete-time (DTCS)      327 334
Cyclostationary process, spectral theory of      328
de Finetti’s theorem      288
Decimator      343
Detailed balance equation      531
Difference constraints      40 43
Direction finding (DF)      399 402
Direction of arrival (DOA)      400—401 403 405 413
Direction of arrival (DOA), estimation      411 421
Discrete Fourier transform (DFT)      334 363 364 400
Discrete random dynamics      284
Discrete robust mapping      482 484
Distributed parameter system      503 511
Distribution, binomial      69
Distribution, chi-square      187 198 207
Distribution, conditional      54 74 75 502 517
Distribution, Dirichlet      275 276 280—281 297
Distribution, Gibbs      526—527
Distribution, logarithmic series      290
Distribution, multinomial      275 277
Distribution, Poisson — Dirichlet      275 277 282 286 296—297
Distribution, Rician      440
Distribution, stationary      275 530
Distribution, Zipf’s      290
Dynamic programming      224
Eigenvalue decomposition (EVD)      188 191 195 203 207 410
Elevation angle      435
Emergent market, shares in      273
Emitter localization      399
Emitter waveforms      405
Energy function      527
Equalization      375 378
Equalizer      377
Equation error (EE)      126
Equation error (EE), criterion      127
Equation error (EE), formulation      368 369
Ergodic      7 483 490
ESPRIT algorithm      401 402 423
Estimation      434
Estimation of abruptly changing spectrum      66
Estimation of integrated polyspectrum      363
Estimation of MA models      132 137
Estimation of smoothly changing spectrum      47
Estimation, function      439
Estimation, nonstationary trend      61
Estimation, order      179 182
Estimation, parameter      434
Estimation, state or state vector      41 74 75 85 435
Estimator inconsistency      400
Euler constant      63 296
Evolutionary spectrum      51
Ewens sampling formula      276 278 282—283 292
Exchange algorithm      526
Explorative expansion      501
Exponential quadratic error criterion      243
F-test      213 215
False alarm      187 492
False alarm, curve      494
False alarm, rate      457
Fault detection      112 453
Feature pattern      506 517
Feature pattern, detector      508
Feature points      502
Feature points, invariant subsets of      502
Feedback-free processes      12
Filter      see also Kalman filter
Filter banks      343—344
Filter banks, alias-free      328 346—347
Filter banks, analysis      345
Filter banks, conjugate quadrature      351
Filter banks, optimization of      349
Filter banks, perfect reconstruction (PR)      349 351
Filter banks, synthesis      346
Filter divergence      438
Filter, analysis      343
Filter, Butterworth      168
Filter, Kautz      131 144
Filter, Laguerre      131
Filter, Monte Carlo      61 75
Filter, Poisson      133 138
Filter, prediction      443
Filter, state variable      140
Filter, synthesis      343
Filter, Wiener      20 412
Filtering      41 54 56 57
Filtering, minimax      243
Filtering, reduced-order      257 266—270
Final prediction error (FPE)      179
Finite impulse response (FIR) filter      351 443
Fisher information matrix      101 371 445
Fractal dimension      507
Fractal patterns      499 516
Frequency spectrum      283—285
Fuchs test      189
Fuchs test, multivariable      194
Fuzzy random vector (FRV)      299 303—305
Fuzzy random vector (FRV), expectation of      307
Fuzzy random vector (FRV), second moments of      310—313
Fuzzy random vector (FRV), set representation      305
Fuzzy random vector (FRV), statistical properties of      307
Fuzzy, perception      304
Fuzzy, random data (FRD)      299
Fuzzy, random matrix      306
Fuzzy, set      300—302 468
Fuzzy, vector or matrix      300—303
GA (genetic algorithm)      163 460
Gain and phase errors      407 421
Gaussian random process, complex      405
Gaussian sum approximation      37 55 61
General state space modeling      37
General state space modeling, applications of      59
Generation probability      527—528
Gibbs random field (GRF)      525—527 529 533 535 536
Gibbs random image model      526
Gibbs sampler      525 528
Girsanov’s transformation      220
Gladyshev’s formula      327—328 334
Goodness of fit      39
Gram — Schmidt method      165
Gray levels      526
Hamilton — Jacobi equation      223
Hamilton — Jacobi equation, numerical procedure      227—229
Hamiltonian      262
Hammersley and Clifford theorem      526
Hankel matrix      134—135 188
Hankel matrix, block      31 183
Hard bound      454
Hausdorff metric      304
Higher-order statistics      355 357
Hilbert space      9
Hilbert space of nonlinear functions      107
Hilbert space of the observed data      6
Hilbert space, relative      15
Homotopy      511
Homotopy, maximality of      512
Hypergeometric function, confluent      442
Hyperparameters      41 51
Identifiability      368
Identifiability, parameter      358
Identification      153 see
Identification of (system) impulse response      149
Identification of continuous-time systems      121
Identification of parametric model      123
Identification, automated and objective      87
Identification, robust      454
Identification, under feedback      103—107
Ill-conditioned problem      150
Imaging processes      501
Impulse response      377 392
Impulse response of ideal low-pass filter      330
Impulse response, continuous-time (CTIR)      152—153
Inhomogeneous discrete process      67
Innovation representation      13 182
Instantaneous spectrum      51—52
Interpolator      343
Intersymbol interference, multichannel      392
Invariant feature      499 507—508 515 519
Invariant feature, existence of      508
Invariant measure      507
Invariant measure, support of      507
Invariant probability      529
Invariant set      507
Ito’s formula      220
K-distribution      439—440
K-means methods      535
Kallianpur — Striebel formula      219
Kalman filter      41 245 247 257 260 433 438 see
Kalman filter, extended      75 436 440
Kalman filter, fading memory      448
Kalman filter, full-order      264
Kolmogorov — Gabor polynomial      465
Kronecker product      198 366 416
Kullback discrimination information (KDI)      98 453—454 456—457 460 469 471
Kullback — Leibler matching criterion      489
Kullback(— Leibler) information or number      38 98 101—103 482—483 492 see
Kullback(— Leibler) information or number, expected      101—102
Lagragian multiplier      262
Laplace operator      503
Large deviation probabilities      483
LDU-decomposition      196—197
Least-squares (LS) estimate or estimation      126 128 134
Least-squares (LS) method      86 152 442
Least-squares (LS) orthogonal      152 163—164
Least-squares (LS) problem, Bayesian interpretation of      50
Least-squares (LS) problem, constrained      50
Least-squares (LS) recursive (RLS)      86 126
Least-squares (LS) solution      367
Level set      300
Likelihood function      456 460
Likelihood functional      229
Linear matrix inequality (LMI)      3
Linear process      357—358
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