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1.
L. Aggoun 《Mathematical and Computer Modelling》2002,36(11-13)
In this paper, finite-dimensional recursive filters for space-time Markov random fields are derived. These filters can be used with the expectation maximization (EM) algorithm to yield maximum likelihood estimates of the parameters of the model. 相似文献
2.
Oracle inequality is a relatively new statistical tool for the analysis of nonparametric adaptive estimates. Oracle is a good pseudo-estimate that is based on both data and an underlying estimated curve. An oracle inequality shows how well an adaptive estimator mimics the oracle for a particular underlying curve. The most advanced oracle inequalities have been recently obtained by Cavalier and Tsybakov (2001) for Stein type blockwise estimates used in filtering a signal from a stationary white Gaussian process. The authors also conjecture that a similar result can be obtained for Efromovich–Pinsker (EP) type blockwise estimators where their approach, based on Stein's formula for risk calculation, does not work. This article proves the conjecture and extends it upon more general models which include not stationary and dependent processes. Other possible extensions, a discussion of practical implications and a numerical study are also presented. 相似文献
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5.
Bjorn Fritzell 《Journal of voice》1992,6(2)
Inverse filtering is a noninvasive method of producing a glottogram thought to reflect the vibratory motions of the vocal fold. The flow glottogram provides information related to the type of phonation, the sound pressure level, the regularity of vocal fold vibrations, and to the presence or absence of vocal fold closure. Limited data, speech samples, filter tuning, and lack of unanimity on waveform display and interpretation have contributed to slow application of the techniques to the clinical population. The author argues the technique has utility in both diagnosis and treatment 相似文献
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7.
A. Budhiraja 《Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques》2003,39(6):2318-941
In this work we study connections between various asymptotic properties of the nonlinear filter. It is assumed that the signal has a unique invariant probability measure. The key property of interest is expressed in terms of a relationship between the observation σ field and the tail σ field of the signal, in the stationary filtering problem. This property can be viewed as the permissibility of the interchange of the order of the operations of maximum and countable intersection for certain σ-fields. Under suitable conditions, it is shown that the above property is equivalent to various desirable properties of the filter such as
- (a) uniqueness of invariant measure for the signal,
- (b) uniqueness of invariant measure for the pair (signal, filter),
- (c) a finite memory property of the filter,
- (d) a property of finite time dependence between the signal and observation σ fields and
- (e) asymptotic stability of the filter.
8.
四种多变量校准方法在FTIR多组分分析中的性能比较 总被引:1,自引:0,他引:1
本文对四种多变量校准方法--经典最小二乘法(CLS),偏最小二乘法(PLS),卡尔曼滤波法(KFM)以及人工神经网络法(ANN)--在多组分浓度分析方面的性能进行了比较。选择五种红外谱图严重混叠的大气有机毒物--1,3-丁二烯,苯,邻二甲苯,氯苯和丙烯醛--作为分析对象。分别计算各种方法对该5组分体系的平均预测误差MPE和平均相对误差MRE进行比较。结果表明,偏最小二乘法在处理这类问题中是最稳健的方法。 相似文献
9.
Belting, a vocal technique typically cultivated in musical theatre singing, differs timbrally from operatic singing in many interesting respects. The underlying phonatory differences have not been previously investigated in detail. Yet, belting is frequently associated with disturbances of voice function. Articulatory and phonatory characteristics are investigated in a female subject who is a professional singer (co-author JL) trained in both the operatic and belting styles and in an intermediate vocal technique (“mixed”). This article presents data obtained from this subject by video-fiberoptic observation of the pharynx, inverse filtering of airflow, and measurement of subglottal pressure. The results reveal that belting was characterized by very high subglottal pressures and sound levels, and apparently also by a comparatively high degree of glottal adduction. Comparisons with other investigations of related aspects of belting and operatic singing support the assumption that the data obtained from our subject are representative for these vocal techniques. 相似文献
10.
Automatic detection and identification of shocks in Gaussian state‐space models: a Bayesian approach
An automatic monitoring and intervention algorithm that permits the supervision of very general aspects in an univariate linear Gaussian state–space model is proposed. The algorithm makes use of a model comparison and selection approach within a Bayesian framework. In addition, this algorithm incorporates the possibility of eliminating earlier interventions when subsequent evidence against them comes to light. Finally, the procedure is illustrated with two empirical examples taken from the literature. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献