000 | 10929nam a2200685 i 4500 | ||
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001 | 8371510 | ||
003 | IEEE | ||
005 | 20220712210006.0 | ||
006 | m o d | ||
007 | cr |n||||||||| | ||
008 | 200313s2019 nju ob 001 eng d | ||
019 |
_a1048670497 _a1048673092 _a1078909391 |
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020 |
_a9781119125471 _qelectronic bk. |
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_z1119125472 _qelectronic bk. |
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020 |
_z9781119125495 _qelectronic bk. |
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_z1119125499 _qelectronic bk. |
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020 | _a1119125456 | ||
020 |
_z9781523114887 _qelectronic bk. |
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020 |
_z1523114886 _qelectronic bk. |
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020 |
_z9781119125457 _qPaper |
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020 | _z1119125480 | ||
020 | _z9781119125488 | ||
020 | _z1119125456 | ||
024 | 7 |
_a10.1002/9781119125495 _2doi |
|
035 | _a(CaBNVSL)mat08371510 | ||
035 | _a(IDAMS)0b00006487da5f37 | ||
040 |
_aCaBNVSL _beng _erda _cCaBNVSL _dCaBNVSL |
||
050 | 4 |
_aTK5102.9 _b.C3187 2016eb |
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082 | 0 | 4 |
_a621.382/201519542 _223 |
100 | 1 |
_aCandy, James V., _eauthor. _929357 |
|
245 | 1 | 0 |
_aBayesian signal processing : _bclassical, modern, and particle filtering methods / _cJames V. Candy. |
250 | _aSecond edition. | ||
264 | 1 |
_aHoboken, New Jersey : _bJohn Wiley & Sons Inc., _c[2016] |
|
264 | 2 |
_a[Piscataqay, New Jersey] : _bIEEE Xplore, _c[2016] |
|
300 | _a1 PDF (640 pages). | ||
336 |
_atext _2rdacontent |
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337 |
_aelectronic _2isbdmedia |
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338 |
_aonline resource _2rdacarrier |
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490 | 1 |
_aAdaptive and Cognitive Dynamic Systems: Signal Processing, Learning, Communications and Control Ser. ; _v54 |
|
500 | _aIncludes index. | ||
504 | _aIncludes bibliographical references at the end of each chapters and index. | ||
505 | 0 | _aBayesian Signal Processing -- Contents -- Preface to Second Edition -- References -- Preface to First Edition -- References -- Acknowledgments -- List of Abbreviations -- 1 Introduction -- 1.1 Introduction -- 1.2 Bayesian Signal Processing -- 1.3 Simulation-Based Approach to Bayesian Processing -- 1.3.1 Bayesian Particle Filter -- 1.4 Bayesian Model-Based Signal Processing -- 1.5 Notation and Terminology -- References -- 2 Bayesian Estimation -- 2.1 Introduction -- 2.2 Batch Bayesian Estimation -- 2.3 Batch Maximum Likelihood Estimation -- 2.3.1 Expectation-Maximization Approach to Maximum Likelihood -- 2.3.2 EM for Exponential Family of Distributions -- 2.4 Batch Minimum Variance Estimation -- 2.5 Sequential Bayesian Estimation -- 2.5.1 Joint Posterior Estimation -- 2.5.2 Filtering Posterior Estimation -- 2.5.3 Likelihood Estimation -- 2.6 Summary -- References -- 3 Simulation-Based Bayesian Methods -- 3.1 Introduction -- 3.2 Probability Density Function Estimation -- 3.3 Sampling Theory -- 3.3.1 Uniform Sampling Method -- 3.3.2 Rejection Sampling Method -- 3.4 Monte Carlo Approach -- 3.4.1 Markov Chains -- 3.4.2 Metropolis-Hastings Sampling -- 3.4.3 Random Walk Metropolis-Hastings Sampling -- 3.4.4 Gibbs Sampling -- 3.4.5 Slice Sampling -- 3.5 Importance Sampling -- 3.6 Sequential Importance Sampling -- 3.7 Summary -- References -- 4 State-Space Models for Bayesian Processing -- 4.1 Introduction -- 4.2 Continuous-Time State-Space Models -- 4.3 Sampled-Data State-Space Models -- 4.4 Discrete-Time State-Space Models -- 4.4.1 Discrete Systems Theory -- 4.5 Gauss-Markov State-Space Models -- 4.5.1 Continuous-Time/Sampled-Data Gauss-Markov Models -- 4.5.2 Discrete-Time Gauss-Markov Models -- 4.6 Innovations Model -- 4.7 State-Space Model Structures -- 4.7.1 Time Series Models -- 4.7.2 State-Space and Time Series Equivalence Models. | |
505 | 8 | _a4.8 Nonlinear (Approximate) Gauss-Markov State-Space Models -- 4.9 Summary -- References -- 5 Classical Bayesian State-Space Processors -- 5.1 Introduction -- 5.2 Bayesian Approach to the State-Space -- 5.3 Linear Bayesian Processor (Linear Kalman Filter) -- 5.4 Linearized Bayesian Processor (Linearized Kalman Filter) -- 5.5 Extended Bayesian Processor (Extended Kalman Filter) -- 5.6 Iterated-Extended Bayesian Processor (Iterated-Extended Kalman Filter) -- 5.7 Practical Aspects of Classical Bayesian Processors -- 5.8 Case Study: RLC Circuit Problem -- 5.9 Summary -- References -- 6 Modern Bayesian State-Space Processors -- 6.1 Introduction -- 6.2 Sigma-Point (Unscented) Transformations -- 6.2.1 Statistical Linearization -- 6.2.2 Sigma-Point Approach -- 6.2.3 SPT for Gaussian Prior Distributions -- 6.3 Sigma-Point Bayesian Processor (Unscented Kalman Filter) -- 6.3.1 Extensions of the Sigma-Point Processor -- 6.4 Quadrature Bayesian Processors -- 6.5 Gaussian Sum (Mixture) Bayesian Processors -- 6.6 Case Study: 2D-Tracking Problem -- 6.7 Ensemble Bayesian Processors (Ensemble Kalman Filter) -- 6.8 Summary -- References -- 7 Particle-Based Bayesian State-Space Processors -- 7.1 Introduction -- 7.2 Bayesian State-Space Particle Filters -- 7.3 Importance Proposal Distributions -- 7.3.1 Minimum Variance Importance Distribution -- 7.3.2 Transition Prior Importance Distribution -- 7.4 Resampling -- 7.4.1 Multinomial Resampling -- 7.4.2 Systematic Resampling -- 7.4.3 Residual Resampling -- 7.5 State-Space Particle Filtering Techniques -- 7.5.1 Bootstrap Particle Filter -- 7.5.2 Auxiliary Particle Filter -- 7.5.3 Regularized Particle Filter -- 7.5.4 MCMC Particle Filter -- 7.5.5 Linearized Particle Filter -- 7.6 Practical Aspects of Particle Filter Design -- 7.6.1 Sanity Testing -- 7.6.2 Ensemble Estimation -- 7.6.3 Posterior Probability Validation. | |
505 | 8 | _a7.6.4 Model Validation Testing -- 7.7 Case Study: Population Growth Problem -- 7.8 Summary -- References -- 8 Joint Bayesian State/Parametric Processors -- 8.1 Introduction -- 8.2 Bayesian Approach to Joint State/Parameter Estimation -- 8.3 Classical/Modern Joint Bayesian State/Parametric Processors -- 8.3.1 Classical Joint Bayesian Processor -- 8.3.2 Modern Joint Bayesian Processor -- 8.4 Particle-Based Joint Bayesian State/Parametric Processors -- 8.4.1 Parametric Models -- 8.4.2 Joint Bayesian State/Parameter Estimation -- 8.5 Case Study: Random Target Tracking Using a Synthetic Aperture Towed Array -- 8.6 Summary -- References -- 9 Discrete Hidden Markov Model Bayesian Processors -- 9.1 Introduction -- 9.2 Hidden Markov Models -- 9.2.1 Discrete-Time Markov Chains -- 9.2.2 Hidden Markov Chains -- 9.3 Properties of the Hidden Markov Model -- 9.4 HMM Observation Probability: Evaluation Problem -- 9.5 State Estimation in HMM: The Viterbi Technique -- 9.5.1 Individual Hidden State Estimation -- 9.5.2 Entire Hidden State Sequence Estimation -- 9.6 Parameter Estimation in HMM: The EM/Baum-Welch Technique -- 9.6.1 Parameter Estimation with State Sequence Known -- 9.6.2 Parameter Estimation with State Sequence Unknown -- 9.7 Case Study: Time-Reversal Decoding -- 9.8 Summary -- References -- 10 Sequential Bayesian Detection -- 10.1 Introduction -- 10.2 Binary Detection Problem -- 10.2.1 Classical Detection -- 10.2.2 Bayesian Detection -- 10.2.3 Composite Binary Detection -- 10.3 Decision Criteria -- 10.3.1 Probability-of-Error Criterion -- 10.3.2 Bayes Risk Criterion -- 10.3.3 Neyman-Pearson Criterion -- 10.3.4 Multiple (Batch) Measurements -- 10.3.5 Multichannel Measurements -- 10.3.6 Multiple Hypotheses -- 10.4 Performance Metrics -- 10.4.1 Receiver Operating Characteristic (ROC) Curves -- 10.5 Sequential Detection -- 10.5.1 Sequential Decision Theory. | |
505 | 8 | _a10.6 Model-Based Sequential Detection -- 10.6.1 Linear Gaussian Model-Based Processor -- 10.6.2 Nonlinear Gaussian Model-Based Processor -- 10.6.3 Non-Gaussian Model-Based Processor -- 10.7 Model-Based Change (Anomaly) Detection -- 10.7.1 Model-Based Detection -- 10.7.2 Optimal Innovations Detection -- 10.7.3 Practical Model-Based Change Detection -- 10.8 Case Study: Reentry Vehicle Change Detection -- 10.8.1 Simulation Results -- 10.9 Summary -- References -- 11 Bayesian Processors for Physics-Based Applications -- 11.1 Optimal Position Estimation for the Automatic Alignment -- 11.1.1 Background -- 11.1.2 Stochastic Modeling of Position Measurements -- 11.1.3 Bayesian Position Estimation and Detection -- 11.1.4 Application: Beam Line Data -- 11.1.5 Results: Beam Line (KDP Deviation) Data -- 11.1.6 Results: Anomaly Detection -- 11.2 Sequential Detection of Broadband Ocean Acoustic Sources -- 11.2.1 Background -- 11.2.2 Broadband State-Space Ocean Acoustic Propagators -- 11.2.3 Discrete Normal-Mode State-Space Representation -- 11.2.4 Broadband Bayesian Processor -- 11.2.5 Broadband Particle Filters -- 11.2.6 Broadband Bootstrap Particle Filter -- 11.2.7 Bayesian Performance Metrics -- 11.2.8 Sequential Detection -- 11.2.9 Broadband BSP Design -- 11.2.10 Summary -- 11.3 Bayesian Processing for Biothreats -- 11.3.1 Background -- 11.3.2 Parameter Estimation -- 11.3.3 Bayesian Processor Design -- 11.3.4 Results -- 11.4 Bayesian Processing for the Detection of Radioactive Sources -- 11.4.1 Physics-Based Processing Model -- 11.4.2 Radionuclide Detection -- 11.4.3 Implementation -- 11.4.4 Detection -- 11.4.5 Data -- 11.4.6 Radionuclide Detection -- 11.4.7 Summary -- 11.5 Sequential Threat Detection: An X-ray Physics-Based Approach -- 11.5.1 Physics-Based Models -- 11.5.2 X-ray State-Space Simulation -- 11.5.3 Sequential Threat Detection -- 11.5.4 Summary. | |
505 | 8 | _a11.6 Adaptive Processing for Shallow Ocean Applications -- 11.6.1 State-Space Propagator -- 11.6.2 Processors -- 11.6.3 Model-Based Ocean Acoustic Processing -- 11.6.4 Summary -- References -- Appendix: Probability and Statistics Overview -- A.1 Probability Theory -- A.2 Gaussian Random Vectors -- A.3 Uncorrelated Transformation: Gaussian Random Vectors -- References -- Index -- Wiley Series on Adaptive and Cognitive Dynamic Systems -- EULA. | |
506 | _aRestricted to subscribers or individual electronic text purchasers. | ||
520 | 8 | _aBayesian-based signal processing is expected to dominate the future of model-based signal processing for years to come. This book develops the 'Bayesian approach' to statistical signal processing for a variety of useful model sets with an emphasis on nonlinear/non-Gaussian problems, as well as classical techniques. | |
530 | _aAlso available in print. | ||
538 | _aMode of access: World Wide Web | ||
650 | 0 |
_aSignal processing _xMathematics. _93827 |
|
650 | 0 |
_aBayesian statistical decision theory. _98233 |
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655 | 4 |
_aElectronic books. _93294 |
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710 | 2 |
_aIEEE Xplore (Online Service), _edistributor. _929358 |
|
710 | 2 |
_aWiley, _epublisher. _929359 |
|
776 | 0 | 8 |
_iPrint version: _aCandy, James V. _tBayesian signal processing. _bSecond edition. _dHoboken, New Jersey : John Wiley & Sons Inc., [2016] _z9781119125457 _w(DLC) 2016019012 _w(OCoLC)947269976 |
830 | 0 |
_aAdaptive and Cognitive Dynamic Systems: Signal Processing, Learning, Communications and Control Ser. ; _v54. _929360 |
|
856 | 4 | 2 |
_3Abstract with links to resource _uhttps://ieeexplore.ieee.org/xpl/bkabstractplus.jsp?bkn=8371510 |
942 | _cEBK | ||
999 |
_c74565 _d74565 |