|
|
 |
| Авторизация |
|
|
|
| Поиск по указателям |
|
|
|
|
|
|
|
 |
|
|
|
| Katayama T., Sugimoto S. — Statistical Methods in Control and Signal Processing |
|
|
|
| Предметный указатель |
Log-likelihood 42 55—56 414 459
Low-pass approximation 162
Lyapunov equation 3
Lyapunov’s convexity theorem 309
M-function 441
Majority voting rule 472
Maneuvering target tracking 448
MAP (maximum a posteriori) criterion 415
MAP (maximum a posteriori) estimate or estimator 218 404—405 414—416
MAP (maximum a posteriori) nonlinear recursive filtering 217
MAP (maximum a posteriori) parameter estimation 413
MAP (maximum a posteriori) technique 403
MAP-NSF (noise subspace fitting) method 416—421 423—424
Markov chain 286—287
Markov chain aperiodic 530—531
Markov chain homogeneous 526—527 530
Markov chain irreducible 530
Markov parameters 131 132
Markov process 1 94 274 286
Markov process controlled 94
Markov process Gaussian 485
Markov random field (MRF) 525—526 see
Markov — Poisson parameters 133 135 140
Matrix minimum principle 262
Matrix perturbation theory 191
Maximal correlation 108
Maximization criterion multistage 379 383
Maximization criterion single-stage 384
Maximum entropy method (MEM) 442 444
Maximum likelihood (ML) 86 91
Maximum likelihood criterion, regularized 415
Maximum likelihood estimate or estimator 42 65 367 371
Maximum Likelihood Estimation 86
Maximum likelihood method 459
Maximum likelihood solution 401
Maximum likelihood structured 413
Maximum likelihood type II 40
Membership function 300 315
Memory 95—96
Methods of moments 30
Metropolis algorithm 525 527—529
Metropolis-like sampling algorithm 528
Minimax filtering problem 243—244
Minimum entropy deconvolution 379
Minimum variance distortionless response (MVDR) 412—413
Model abrupt seasonal 61
Model abrupt trend 61
Model black-box polynomial 125
Model discrete-time impulse response (DTIRM) 150
Model errors-in-variables 355 357
Model input-output 11
Model linear-in-parameters 128
Model Markov parameter 131—132
Model parametric form of continuous-time 125
Model random perturbation 406
Model reduction 85
Model structure selection, objective 97
Model time-moment 137—140
Model trend 43 59
Model urn, Polya-like 279
Modeling Bayesian 37
Modeling continuous-time 122
Modeling gray-box 129
Modeling hierarchical 464
Modeling non-Gaussian 65
Modeling state space 37 41
Modeling symmetric 355
Modeling time-series 43
Modeling vibrating system 109—112
Modulated autocovariance 329
Monte Carlo approach 38 57
Monte Carlo filtering methods 59 61
Monte Carlo methods 56 57
Monte Carlo simulation 101—102 516
Morphological computation process 503
Moving-average (MA) model 132
Moving-average model, generalized (GMAM) 121 129
Multichannel blind deconvolution 375—376 379
Multichannel blind deconvolution, necessary and sufficient condition for 388
Multilevel logistic model (MLL) 533—534 541
Multirate systems 341
Multiresolution analysis or approximation 154
Multitarget tracker 447
MUSIC (Multiple Signal Classification) 401—402 410—411 442 444—446
Narrowband modeling assumptions 404
Neighborhood system 526
Neural networks 481
Neural networks multiresolution (MRNN) 152 159—161
Neural networks stochastic binary 481
Neutrality 280
Noble identities 342
Noise subspace fitting (NSF) 411 416 see
Nonbound approach 462 464
Noncausal system 376
Nonminimum phase system 375
Nonstationarity in the mean 42
Nonstationary binary process 68
Nonstationary time-series 43
Nuisance parameters 403 405
Null hypothesis 187—190 197 202
Numerical approximation 55
Oblique projection 20
Observability 436
Observability Gramian 437—438
Observability matrix, extended 185
Onsager — Machlup functional 218—219
Order statistics 277 296
Order statistics of the market shares 275
Orthogonal projection 7 410
Output error (OE) 126
Parallel distributed scheme or system 502 508
PARCOR (partial autocorrelation) coefficients 49 52 66 67
Partition function 527
Periodic AR process 335
Periodic AR process, spectral formula of 336
Persistently exciting 368
Phase transition phenomenon 525—526 535
Polyphase representation 343 347
Polyspectrum 360
Polyspectrum integrated 356—360 363
Positive real 31
Positivity 29 31
Potential 527
Prediction 41 54 56—57
Prediction error method 459 469
Prediction nonlinear 108
Predictive mapping layer 486—491
Predictor spaces 18
Predictor spaces oblique 21
Process monitoring 112
Pseudo-inverse 11 410
Pseudo-log-likelihood (PLL) method 533 535 540
Quasi-ARMAX model 465—466
Quasi-ARMAX model hybrid 467—468 474
Quasi-periodic model or process 70
Radar antenna 399
Radar cross-section (RCS) 442
Radar Doppler weather 433—434 see
Radar imaging 433
Radar parameter 445
Radar tracking 433
Radial basis function (RBF) network 151 158
Random partitions 274 282
Random partitions, exchangeable 296
| Random patterns 502
Random variable, i.i.d. 277 357 378
Rank test Gramian-based (GRAB) 201 207 212
Rank test Gramian-based multivariable 208
Rank test(s) 187—188 196 200 208
Rank test, based on EVD 188
Rank test, based on LDU decomposition 200
Rank test, comparison and evaluation of 208—215
Rational extension 29—30
Realization 4 14
Realization algorithm, eigensystem (ERA) 109—111 149
Realization ARMA model 134 138
Realization deterministic 19 26
Realization finite-interval 24
Realization minimal 3 19
Realization minimal partial 29
Realization minimum state-space 182
Realization state space 1
Realization stationary 18
Reduced-order functional estimator 259
Redundant parameter vector 464
Relative frequency 528—529
Resolution enhancement 442
Riccati difference equation 241 245
Robbins — Monro method 481
Robustness issues 402
Sampling algorithm or method 535
Scaling function 155 159
Scaling function Haar 159
Scaling function Meyer 155—156
Scattering theory, Lax — Phillips 15
Seasonal adjustment 46
Seasonal component 43—47
Seasonal component non-Gaussian 61
Seismic data 52 63
Self-similar pattern 499 501 507 520
Self-similar pattern experiments 516—521
Self-similarity 499
Self-similarity mappings 501
Sensor position errors 407
Sequential estimation, statistical 481
Shalvi — Weinstein approach 375 379
Shierpinski gasket 501
Signal estimation 412
Signal processing in radar system 431
Signal separation, blind 375
Signal subspace fitting (SSF) algorithm 420
Similarity see also Self-similarity
Similarity contour 504
Similarity function 503
Singular value 437
Singular value decomposition (SVD) 87 92 203 444 446
Singular value decomposition generalized 92—93
Singular value Hankel 149
Smoother, fixed-lag 58 418
Smoothing 42 54 56—58
Smoothing error 27
Smoothing nonlinear 73
Smoothness criterion 40
Smoothness priors 39—41 50
Soft bound 454
Soft bound approach 458
Spectral density matrix 2 181
Spectral density matrix, cyclic 327 333 346
Spectral factor 2
Spectral factorization theorem 181
Splitting subspace (minimal) oblique 21 23
Splitting subspace Markovian 14—18 25
State space model 45 92
State space model, estimation 95—97
State space model, general 54
State space model, nonlinear 73
Stationary process 1 359
Stationary process M-channel weakly 331
Statistical decision making 439
Stochastic approximation 481
Stochastic binary tree search 487
Stochastic embedding approach 458
Stochastic mapping 485
Stochastic realization 1
Stochastic realization, classical 2
Stochastic realization, geometric 4
Stopping time 484
Stopping variable, extended 483—484
Strong cut 300
Strongly consistent 365
Subspace (-based) methods 32 409
Subspace (-based) methods, statistical properties of 32
Subspace corrected (SC) MVDR 413
Subspace decomposition algorithm, fast 100
Subspace fitting 402
Subspace fitting signal (SSF) 402 411
Subspace fitting weighted 402
Subspace identification 5 29
Subspace(s) corrected (SC) algorithm 403
Subspace, past and future 10
Summability conditions 359
Summability conditions, absolute 377
Supervised learning 481
System analysis 432
System identification 85 see
System identification in continuous-time domain 124
System identification, automatic 84
System identification, structure of 84
System identification, subspace-based state space (4SID) 99 180
System identification, transfer function matrix 365
System identification, using polyspectra 355
Terminal Doppler weather radar (TDWR) 433 439 441 449
Threshold 482—483
Time-moment sequence 137 139
Time-varying variance 62
Toeplitz matrix 8 30
Toeplitz matrix, block 183
Trade-off analysis 432
Transfer function matching 367
Transition probability 527 530—532
Trapezoidal approximation 122
Trispectrum 361
Truth function or value 300 307—308
Tufts — Kumaresan method 442
Unbiasedness 261
Under-modeling 127
Unmodeled dynamics 122 454 457 462 469
Unmodeled dynamics, index of 470
Unobservable space 437
Unstructured errors 408 419
Vague perception 300 304
Vague perception of random phenomena 299
Variance error 161
Wavelet 155
Wavelet neural network (WNN) 157—159
Wavelet transformation 151
Weierstrass theorem 179
White Gaussian process 436 442
White noise or process 1 41
White noise or process, finitely additive 217—218
White noise or process, Gaussian 39 42 209 243 455
Whitening condition, normalized 378 384
Wing flutter 114—115
Wold decomposition theorem 15
Wolfer sunspot data 71
Yule — Walker (-type) equation 190 206 335
Zakai equation 218 227
Zipf’s law 293
|
|
|
| Реклама |
|
|
|
|
|
О проекте