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： 2015-12-30
上传用户：225588
This manual describes Freescale’s IEEE™ 802.15.4 Standard compliant MAC/PHY software. The Freescale 802.15.4 MAC/PHY software is designed for use with the Freescale MC1319x and MC1320x, family of short range, low power, 2.4 GHz Industrial, scientific, and Medical (ISM) band transceivers, designed for use with the HCS08 Family of MCUs. The MAC/PHY software also works with the MC1321x family of short range, low power, 2.4 GHz ISM band transceivers that incorporate a low power 2.4 GHz radio frequency transceiver and an 8-bit microcontroller into a single LGA package. Throughout this manual, the term transceiver refers to either the MC1319x, MC1320x, or the internal counterpart inside the MC1321x System in a Package (SiP).
标签： Freescale describes compliant Standard
上传时间： 2016-04-17
上传用户：caiiicc
cordic methods describe essentially the same algorithm that with suitably chosen inputs can be used to calculate a whole range of scientific functions including sin, cos, tan, arctan, arcsin, arccos, sinh, cosh, tanh, arctanh, log, exp, square root and even multiply and divide. the method dates back to volder [1959], and due to its versatility and compactness, it made possible the microcoding of the hp35 pocket scientific calculator in 1972. here is some code to illustrate the techniques. ive split the methods into three parts linear, circular and hyperbolic. in the hp35 microcode these would be unified into one function (for space reasons). because the linear mode can perform multiply and divide, you only need add/subtract and shift to complete the implementation. you can select in the code whether to do the multiples and divides also by cordic means. other multiplies and divides are all powers of 2 (these dont count). to eliminate these too, would involve ieee hackery.
标签： essentially algorithm describe suitably
上传时间： 2017-03-02
上传用户：litianchu
This distribution contains source code for a simple object tracking program using particle filtering. You need to have the OpenCV Library and the GNU scientific Library (GSL) installed to compile and use the programs. See the below two links:
标签： distribution contains filterin particle
上传时间： 2017-04-07
上传用户：talenthn
For a programming language, Fortran has been around a long time. It was one of the first widely used 鈥渉igh-level鈥?languages, as well as the first programming language to be standardized. It is still the premier language for scientific and engineering computing applications. The purpose of this handbook is to describe the latest version of this language, Fortran 90. This chapter gives some history of the development and standardization of Fortran and describes the notation used to specify the syntax of Fortran 90.
标签： programming language Fortran around
上传时间： 2014-01-04
上传用户：6546544
During the past four years, most of our research activities have been focused on image but also video and 3-D objects processing for security applications (watermarking and biometrics) and communications (talking heads, interfaces), with a special emphasis on facial images. More about our work can be found at http://www.eurecom.fr/~image. Our research activities are conducted with the backing of several industrials, in particular France Telecom Research and STMicroelectronics. For the past few years, we have had a regular scientific collaboration on Fractal Image Coding, Watermarking and Biometrics with the University of California, Santa Barbara (UCSB), in particular with Prof. K. Ros
标签： activities research focused During
上传时间： 2014-11-25
上传用户：123啊
Finally, after a great deal of effort and hard work, you have obtained the results you were trying to get for such a long time. You may be so busy (and tired) that you don’t even realize that you have indeed achieved a certain measure of success. Perhaps it will take a fewmore months before you can present your work at a conference or submit it to a scientific journal.
标签： you obtained Finally results
上传时间： 2014-09-10
上传用户：Avoid98
TPMath is a library of scientific programs written in Pascal. Available in several versions according to the compiler, it is proposed as an alternative to the famous Numerical Recipes, for which the Pascal version is no longer developed, or to the Borland Numerical Methods Toolbox which is no longer available.
上传时间： 2015-03-06
上传用户：y_flin
Computational models are commonly used in engineering design and scientific discovery activities for simulating complex physical systems in disciplines such as fluid mechanics, structural dynamics, heat transfer, nonlinear structural mechanics, shock physics, and many others. These simulators can be an enormous aid to engineers who want to develop an understanding and/or predictive capability for complex behaviors typically observed in the corresponding physical systems. Simulators often serve as virtual prototypes, where a set of predefined system parameters, such as size or location dimensions and material properties, are adjusted to improve the performance of a system, as defined by one or more system performance objectives. Such optimization or tuning of the virtual prototype requires executing the simulator, evaluating performance objective(s), and adjusting the system parameters in an iterative, automated, and directed way. System performance objectives can be formulated, for example, to minimize weight, cost, or defects; to limit a critical temperature, stress, or vibration response; or to maximize performance, reliability, throughput, agility, or design robustness. In addition, one would often like to design computer experiments, run parameter studies, or perform uncertainty quantification (UQ). These approaches reveal how system performance changes as a design or uncertain input variable changes. Sampling methods are often used in uncertainty quantification to calculate a distribution on system performance measures, and to understand which uncertain inputs contribute most to the variance of the outputs. A primary goal for Dakota development is to provide engineers and other disciplinary scientists with a systematic and rapid means to obtain improved or optimal designs or understand sensitivity or uncertainty using simulationbased models. These capabilities generally lead to improved designs and system performance in earlier design stages, alleviating dependence on physical prototypes and testing, shortening design cycles, and reducing product development costs. In addition to providing this practical environment for answering system performance questions, the Dakota toolkit provides an extensible platform for the research and rapid prototyping of customized methods and meta-algorithms
标签： Optimization and Uncertainty Quantification
上传时间： 2016-04-08
上传用户：huhu123456
Numerical recipes_ the art of scientific computing-Cambridge University Press (2007)
标签： computing-Cambridge University scientific Numerical recipes Press 2007 art the of
上传时间： 2016-05-04
上传用户：tingyc
