In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework is developed that unifies many of the methods which have been proposed over the last few decades in several different scientific disciplines. Novel extensions to the existing methods are also proposed.We showin particular how to incorporate local linearisation methods similar to those which have previously been employed in the deterministic filtering literature these lead to very effective importance distributions. Furthermore we describe a method which uses Rao-Blackwellisation in order to take advantage of the analytic structure present in some important classes of state-space models. In a final section we develop algorithms for prediction, smoothing and evaluation of the likelihood in dynamic models.
标签： sequential simulation posterior overview
上传时间： 2015-12-31
上传用户：225588
The need for accurate monitoring and analysis of sequential data arises in many scientic, industrial and nancial problems. Although the Kalman lter is effective in the linear-Gaussian case, new methods of dealing with sequential data are required with non-standard models. Recently, there has been renewed interest in simulation-based techniques. The basic idea behind these techniques is that the current state of knowledge is encapsulated in a representative sample from the appropriate posterior distribution. As time goes on, the sample evolves and adapts recursively in accordance with newly acquired data. We give a critical review of recent developments, by reference to oil well monitoring, ion channel monitoring and tracking problems, and propose some alternative algorithms that avoid the weaknesses of the current methods.
标签： monitoring sequential industria accurate
上传时间： 2013-12-17
上传用户：familiarsmile
The design for respiratory frequency detection circuit using thermosensor
标签： thermosensor respiratory detection frequency
上传时间： 2014-01-09
上传用户：zuozuo1215
Particle Filtering for Sequential Spacecraft Attitude Estimation 卫星姿态估计的另外一种粒子滤波的介绍
标签： Estimation Sequential Spacecraft Filtering
上传时间： 2014-07-06
上传用户：cxl274287265
An Application Circuit of Phonetic Chip ISD4004 Based on the Control of Single Board Computer
标签： Application Phonetic Computer Circuit
上传时间： 2016-03-04
上传用户：无聊来刷下
VHDL是Very High Speed Integrated Circuit Hardware Description Language的缩写， 意思是超高速集成电路硬件描述语言。对于复杂的数字系统的设计，它有独特的作用。它的硬件描述能力强，能轻易的描述出硬件的结构和功能。这种语言的应用至少意味着两种重大的改变：电路的设计竟然可以通过文字描述的方式完成；电子电路可以当作文件一样来存储。随着现代技术的发展，这种语言的效益与作用日益明显，每年均能够以超过30％的速度快速成长。 这次毕业设计的内容是在简要介绍了VHDL语言的一些基本语法和概念后，进一步应用VHDL，在MAX+plusII 的环境下设计一个电子钟，最后通过仿真出时序图实现预定功能。电子钟的时间显示用到了七段数码管(或称七段显示器)的电路设计，内部的时间控制输出则用到了各种设计，包括：加法计数器，扫描电路，控制秒、分、时的分频电路，各种数制的转换。
标签： Description Integrated Hardware Language
上传时间： 2016-03-08
上传用户：hwl453472107
Olympic clock circuit schematic design reference,maybe you just search it now,haha1
标签： schematic reference Olympic circuit
上传时间： 2016-03-16
上传用户：it男一枚
Circuit Design with VHDL 美国麻省理工学院的经典教材 而且最重要的是已经经过去保护的，可以复制，可以打印，给大家分享！
上传时间： 2016-03-16
上传用户：啊飒飒大师的
circuit design about ADC
上传时间： 2013-12-22
上传用户：koulian
自己编的matlab程序。用于模式识别中特征的提取。是特征提取中的Sequential Forward Selection方法，简称sfs.它可以结合Maximum-Likelihood-Classifier分类器进行使用。
标签： Sequential Selection Forward matlab
上传时间： 2016-04-02
上传用户：ma1301115706
