Speech Recognition. Berlin Chen Department of Computer Science & Information Engineering National Taiwan Normal University
|
|
- Buck Snow
- 6 years ago
- Views:
Transcription
1 Reference: Hdden Marv Mdel fr Speech Recgnn Berln Chen Deparmen f Cmpuer Scence & Infrman Engneerng anal awan rmal Unvery. Rabner and Juang. Fundamenal f Speech Recgnn. Chaper 6. Huang e. al. Spen Language rceng. Chaper Rabner. A ural n Hdden Marv Mdel and Seleced Applcan n Speech Recgnn. rceedng f he IEEE vl. 77. February Gale and Yung. he Applcan f Hdden Marv Mdel n Speech Recgnn Chaper Yung. HMM and Relaed Speech Recgnn echnlge. Chaper 7 Sprnger Handb f Speech rceng Sprnger J.A. Blme A Genle ural f he EM Algrhm and Applcan arameer Eman fr Gauan Mxure and Hdden Marv Mdel U.C. Bereley R-97-0
2 Hry Hdden Marv Mdel (HMM: A Bref Overvew ublhed n paper f Baum n lae 960 and early 970 Inrduced peech prceng by Baer (CMU and Jelne (IBM n he 970 (dcree HMM hen exended cnnuu HMM by Bell Lab Aumpn Speech gnal can be characerzed a a paramerc randm (chac prce arameer can be emaed n a prece well-defned d manner hree fundamenal prblem Evaluan f prbably (lelhd f a equence f bervan gven a pecfc HMM Adumen f mdel parameer a be accun fr berved gnal Deermnan f a be equence f mdel ae S - Berln Chen
3 Schac rce A chac prce a mahemacal mdel f a prbablc expermen ha evlve n me and generae a equence f numerc value Each numerc value n he equence mdeled by a randm varable A chac prce u a (fne/nfne equence f randm varable Example (a he equence f recrded value f a peech uerance (b he equence f daly prce f a c (c he equence f hurly raffc lad a a nde f a cmmuncan newr (d he equence f radar meauremen f he pn f an arplane S - Berln Chen 3
4 Obervable Marv Mdel Obervable Marv Mdel (Marv Chan Fr-rder Marv chan f ae a rple (SAπ S a e f ae A he marx f rann prbable beween ae ( - - ( - A π he vecr f nal ae prbable π ( he upu f he prce he e f ae a each nan f me when each ae crrepnd an bervable even he upu n any gven ae n randm (deermnc! mple decrbe he peech gnal characerc Fr-rder and me-nvaran aumpn S - Berln Chen 4
5 ( S S S ( S S S Obervable Marv Mdel (cn. ( S S ( S S ( S S S S S S (rev. Sae Cur. Sae S S ( S SS S S ( S SS ( S S S ( S SS ( S S S ( S S S S S S S Fr-rder Marv chan f ae Secnd-rder Marv chan f ae S - Berln Chen 5
6 Obervable Marv Mdel (cn. Example : A 3-ae Marv Chan Sae generae ymbl A nly Sae generae ymbl B nly and Sae 3 generae ymbl C nly 0.6 A π A [ 0.5 ] B C B Gven a equence f berved ymbl O{CABBCABC} he nly ne crrepndng ae equence {S 3 S S S S 3 S S S 3 } and he crrepndng prbably (O (S 3 (S S 3 (S S (S S (S 3 S (S S 3 (S S (S 3 S S - Berln Chen 6
7 Obervable Marv Mdel (cn. Example : A hree-ae Marv chan fr he Dw Jne Indural average he prbably f 5 cnecuve up day ( 5 cnecuve up day π a a a 0.5 ( a π ( π S - Berln Chen 7
8 Obervable Marv Mdel (cn. Example 3: Gven a Marv mdel wha he mean ccupancy duran f each ae ( d prbably ma funcn f d ( a ( a Expeced number f d duran n a ae duran d d d a d ( a d n ae d ( d d( a ( a ( a ( a a a a a rbably d me (Duran S - Berln Chen 8
9 Hdden Marv Mdel S - Berln Chen 9
10 Hdden Marv Mdel (cn. HMM an exended vern f Obervable Marv Mdel he bervan urned be a prbablc funcn (dcree r cnnuu f a ae nead f an ne--ne crrepndence f a ae he mdel a dubly embedded chac prce wh an underlyng chac prce ha n drecly bervable (hdden Wha hdden? he Sae Sequence! Accrdng he bervan equence we are n ure whch ae equence generae! Elemen f an HMM (he Sae-Oupu HMM {SABπ} S a e f ae A he marx f rann prbable beween ae B a e f prbably funcn each decrbng he bervan prbably wh repec a ae π he vecr f nal ae prbable S - Berln Chen 0
11 Hdden Marv Mdel (cn. w mar aumpn Fr rder (Marv aumpn he ae rann depend nly n he rgn and denan me-nvaran ( ( τ τ ( A Oupu-ndependen aumpn All bervan are dependen n he ae ha generaed hem n n neghbrng bervan ( K ( K + + S - Berln Chen
12 Hdden Marv Mdel (cn. w mar ype f HMM accrdng he bervan Dcree and fne bervan: he bervan ha all dnc ae generae are fne n number V{v v v 3 v M } v R L In h cae he e f bervan prbably drbun B{b (v } defned d a b (v ( v M M : bervan a me : ae a me fr ae b (v cn f nly M prbably value A lef--rgh HMM S - Berln Chen
13 Hdden Marv Mdel (cn. w mar ype f HMM accrdng he bervan Cnnuu and nfne bervan: b he bervan ha all dnc ae generae are nfne and cnnuu ha V{v { v R d } In h cae he e f bervan prbably drbun B{b{ (v} defned a b ( (vf O S( ( v b (v a cnnuu prbably deny funcn (pdf and fen a mxure f Mulvarae Gauan (rmal Drbun π Σ M ( v w ( ( d exp v μ Σ v μ Mxure Wegh Cvarance Marx Mean Vecr Obervan Vecr S - Berln Chen 3
14 Hdden Marv Mdel (cn. Mulvarae Gauan Drbun When X(X X X d a d-dmennal randm vecr he mulvarae Gauan pdf ha he frm: f ( X x μ Σ ( x; μ Σ d exp ( x μ Σ ( x μ Σ where μ he L - dmennal Σ he cverance marx Σ and he - Σ he he deermnan f h elevmen σ f Σ σ ( π mean vecr μ E[ x] E[ ( x μ( x μ ] E[ xx ] μμ Σ E [( x μ ( x μ ] E[ xx ] μ μ If X X X d are ndependen he cvarance marx reduced dagnal cvarance he drbun a d ndependen calar Gauan drbun Mdel cmplexy gnfcanly reduced S - Berln Chen 4
15 Hdden Marv Mdel (cn. Mulvarae Gauan Drbun S - Berln Chen 5
16 Hdden Marv Mdel (cn. Cvarance marx f he crrelaed feaure vecr (Mel-frequency fler ban upu Cvarance marx f he parally de-crrelaed feaure vecr (MFCC whu C 0 MFCC: Mel-frequency eque cepral ceffcen S - Berln Chen 6
17 Hdden Marv Mdel (cn. Mulvarae Mxure Gauan Drbun (cn. Mre cmplex drbun wh mulple lcal maxma can be apprxmaed by Gauan (a unmdal drbun mxure f M M ( x w ( x; μ Σ w Gauan mxure wh enugh mxure cmpnen can apprxmae any drbun S - Berln Chen 7
18 Hdden Marv Mdel (cn. Example 4: a 3-ae dcree HMM 0.6 Ergdc HMM E A b A 0.3 b B 0. b b A 0.7 b B 0. b b π 3 ( C 0.5 ( C 0. ( A 0.3 b3 ( B 0.6 b3 ( C 0. [ ] {A:.7B:.C:.} {A:.3B:.C:.5} 0.5 {A:.3B:.6C:.} Gven a equence f bervan O{ABC} here are 7 pble crrepndng ae equence and herefre he crrepndng prbably 7 7 ( O ( O S ( O S ( S S : ae equence. g. when S { 3} ( O S ( A ( B ( C 3 ( S ( ( ( 0.5*0.7 * *0.* S - Berln Chen 8
19 an : Hdden Marv Mdel (cn. O{ 3 }: he bervan (feaure equence S { 3 } : he ae equence : mdel fr HMM {ABπ} Bπ} (O : he prbably f bervng O gven he mdel (O S : he prbably f bervng O gven and a ae equence S f (OS : he prbably f bervng O and S gven (S O : he prbably f bervng S gven O and Ueful frmula Baye Rule : ( A B ( A ( AB B A ( B ( B ( A B ( B A ( A ( A B ( B ( A B ( AB B ( A ( B B A : mdel dldecrbng he prbably bl chan rule S - Berln Chen 9
20 Hdden Marv Mdel (cn. Ueful frmula (Cn.: al rbably herem margnal prbably ( A all B B f ( A B ( A B ( B all B ( A B db f ( A B f ( B B f db B dree and dn f B cnnuu B B 3 f x x...xn are ndependen A ( x x... xn ( x ( x... ( x n B B 5 B 4 E z [ q( z ] ( z q( ( z q ( z dz f z z z z : dcree : cnnuu Venn Dagram Expecan S - Berln Chen 0
21 hree Bac rblem fr HMM Gven an bervan equence O(.. and an HMM (SABπ rblem : Hw effcenly cmpue (O? Evaluan prblem rblem : Hw che an pmal ae equence S(? Decdng rblem rblem 3: Hw adu he mdel parameer (ABπ maxmze (O? Learnng / ranng rblem S - Berln Chen
22 Bac rblem f HMM (cn. Gven O and fnd (O rb[bervng O gven ] Drec Evaluan Evaluang all pble ae equence f lengh ha generang bervan equence O ( O ( O S ( O S ( S all S S : he prbably f each pah S By Marv aumpn (Fr-rder HMM S π all ( ( a a a 3... S By chan rule By Marv aumpn S - Berln Chen
23 Bac rblem f HMM (cn. Drec Evaluan (cn. O S : he n upu prbably alng he pah S By upu-ndependen aumpn he prbably ha a parcular bervan ymbl/vecr emed a me depend nly n he ae and cndnally ndependen f he pa bervan O S b ( By upu-ndependen aumpn ( S - Berln Chen 3
24 Bac rblem f HMM (cn. Drec Evaluan (Cn. ( b ( ( O ( S ( O S all S all ( [ π a a... a ] [ b ( b (... b ( ] ( a b (... a b ( π b..... Huge Cmpuan Requremen: O( 3 Expnenal cmpuanal cmplexy Cmplexy ( - : MUL - ADD A mre effcen algrhm can be ued evaluae Frward/Bacward rcedure/algrhm ( O S - Berln Chen 4
25 Bac rblem f HMM (cn. Drec Evaluan (Cn. 3 Sae Sae-me rell Dagram me O O O 3 O - O mean b ( ha been cmpued a mean a ha been cmpued S - Berln Chen 5
26 Bac rblem f HMM - he Frward rcedure Bae n he HMM aumpn he calculan f ( and ( nvlve nly and pble cmpue he lelhd wh recurn n Frward varable : α (... he prbably ha he HMM n ae a me havng generang paral bervan S - Berln Chen 6
27 Algrhm Bac rblem f HMM - he Frward rcedure (cn.. Inalzan α ( π b (. Inducn α 3.ermnan + α a b ( + - ( O α ( Cmplexy: O( MUL ADD : : ( + ( - + ( - ( - + ( - Baed n he lace (rell rucure Cmpued n a me-ynchrnu fahn frm lef--rgh where each cell fr me cmpleely cmpued befre prceedng me + All ae equence regardle hw lng prevuly merge nde (ae a each me nance S - Berln Chen 7
28 Bac rblem f HMM he Frward rcedure (cn - he Frward rcedure (cn. A A B B A upu α upu ndependen aumpn B A A B A b b b b B all B A A b b b... fr rder S - Berln Chen 8 ( b a α fr-rder Marv aumpn
29 Bac rblem f HMM - he Frward rcedure (cn. α 3 (3( [α (*a 3 + α (*a 3 +α (3*a 33 ]b 3 ( 3 3 Sae me O O O 3 O - O mean b ( ha been cmpued a mean a ha been cmpued S - Berln Chen 9
30 Bac rblem f HMM - he Frward rcedure (cn. A hree-ae Hdden Marv Mdel fr he Dw Jne Indural average (0.6* * *0.009* S - Berln Chen 30
31 Bac rblem f HMM - he Bacward rcedure Bacward varable : β (( Inalzan : β ( a b -. Inducn: β + β 3. ermnan : Cmplexy MUL: ADD: ( O π b ( β + ( - + ( - ( - + ; S - Berln Chen 3
32 Bac rblem f HMM Bacward rcedure (cn - Bacward rcedure (cn. Why? β α O Why? β α β α O O ( ( β α O O S - Berln Chen 3
33 Bac rblem f HMM - he Bacward rcedure (cn. β (3( 3 ( 3 4 a 3 * b ( 3 *β 3 ( +a 3 * b ( 3 *β 3 (+a 33 * b ( 3 *β 3 (3 3 Sae me O O O 3 O - O S - Berln Chen 33
34 Bac rblem f HMM Hw che an pmal ae equence S((? he fr pmal crern: Che he ae are ndvdually m lely a each me Defne a perr prbably varable γ ( ( O γ ( ( O O α β ( O ( m O α ( m β ( m m m ae ccupan prbably (cun a f algnmen f HMM ae he bervan (feaure Slun : * arg max [γ (] rblem: maxmzng he prbably a each me ndvdually S* * * * may n be a vald equence (e.g. a * + * 0 S - Berln Chen 34
35 Bac rblem f HMM (cn. ( 3 3O αα 3 (3*ββ 3 (3 3 Sae 3 3 α 3 (3 3 β 3 (3 3 3 a me O O O 3 O - O S - Berln Chen 35
36 Bac rblem f HMM - he Verb Algrhm he ecnd pmal crern: he Verb algrhm can be regarded a he dynamc prgrammng algrhm appled he HMM r a a mdfed frward algrhm Inead f ummng up prbable frm dfferen pah cmng he ame denan ae he Verb algrhm pc and remember he be pah Fnd a ngle pmal ae equence S( Hw fnd he ecnd hrd ec. pmal ae equence (dffcul? he Verb algrhm al can be lluraed n a rell framewr mlar he ne fr he frward algrhm Sae-me rell dagram S - Berln Chen 36
37 Algrhm Fnd a bervan O Defne a Bac rblem f HMM - he Verb Algrhm (cn. be ae equence S (.. (..? new varable δ By nducn fr a gven ( max [.... ].. We can bacrace frm he be cre alng a ngle pah a me whch accun fr he fr bervan and end n ae [ ] b ( maxδ a arg maxδ δ + + ψ + * a arg max δ... Fr bacracng Cmplexy: O( S - Berln Chen 37
38 Bac rblem f HMM - he Verb Algrhm (cn. 3 Sae δ 3 ( me O O O 3 O - O S - Berln Chen 38
39 Bac rblem f HMM - he Verb Algrhm (cn. A hree-ae Hdden Marv Mdel fr he Dw Jne Indural average (0.6*0.35* S - Berln Chen 39
40 Bac rblem f HMM - he Verb Algrhm (cn. Algrhm n he lgarhmc frm Fnd a bervan O Defne a S (.. (..? be ae equence new varable δ By nducn fr a gven ( max lg [.... ].. he be crealng a ngle pah a me whch accun fr hefr bervan and end n ae [ ( + lga ] gb ( + arg max( δ + lga ( max δ ( δ + + lg + ψ + We can bacracefrm * arg max δ (...Fr bacracng S - Berln Chen 40
41 Hmewr- A hree-ae Hdden Marv Mdel fr he Dw Jne Indural average Fnd he prbably: (up up unchanged dwn unchanged dwn up Fnd he pmal ae equence f he mdel whch generae he bervan equence: (up up unchanged dwn unchanged dwn up S - Berln Chen 4
42 rbably Addn n F-B Algrhm In Frward-bacward algrhm peran uually mplemened n lgarhmc dman lg + Aume ha we wan add and lg lg( + f lg ele lg b b ( lg b lg b + lg + lg + b lg b lg b ( + lg + lg ( + b b b x he value f lg can be b + b aved n n a able peedup he peran S - Berln Chen 4
43 rbably Addn n F-B Algrhm (cn. An example cde #defne LZERO (-.0E0 // ~lg(0 #defne LSMALL (-0.5E0 // lg value < LSMALL are e LZERO #defne mnlgexp -lg(-lzero // ~-3 duble LgAdd(duble x duble y { duble empdffz; f (x<y { emp x; x y; y emp; } dff y-x; //nce ha dff < 0 f (dff<mnlgexp // f y far maller han x reurn (x<lsmall? LZERO:x; ele { z exp(dff; reurn x+lg(.0+z; } } S - Berln Chen 43
44 Bac rblem 3 f HMM Inuve Vew Hw adu (re-emae he mdel parameer (ABπ maxmze (O OL r lg(o OL? Belngng a ypcal prblem f nferenal ac he m dffcul f he hree prblem becaue here n nwn analycal mehd ha maxmze he n prbably f he ranng daa n a cle frm L ( O O... OL lg ( Ol lg O L lg R ( Ol lg( S ( Ol S l l l all S - Suppe ha we have L ranng uerance fr he HMM -S :a pble ae equence f he HMM he lg f um frm dffcul deal wh he daa ncmplee becaue f he hdden ae equence Well-lved by he Baum-Welch (nwn a frward-bacward algrhm ag and EM (Expecan-Maxmzan a a a ag algrhm Ierave updae and mprvemen Baed n Maxmum Lelhd (ML crern S - Berln Chen 44
45 Maxmum Lelhd (ML Eman: A Schemac Depcn (/ Hard Agnmen Gven he daa fllw a mulnmal drbun (B S /40.5 Sae S (W S /40.5 S - Berln Chen 45
46 Maxmum Lelhd (ML Eman: A Schemac Depcn (/ Sf Agnmen Gven he daa fllw a mulnmal drbun Maxmze he lelhd f he daa gven he algnmen γ Sae S O γ ( ( O Sae S γ ( + γ ( (B S ( / ( (B S (0.3+0./.6/ ( /.50.7 (W S ( / ( / (W S ( / 0.5/ ( / S - Berln Chen 46
47 Bac rblem 3 f HMM Inuve Vew (cn Inuve Vew (cn. Relanhp beween he frward and bacward varable ( b a... α α a b β β + + β β α O ( ( β α β α O O S - Berln Chen 47
48 Defne a new varable: Bac rblem 3 f HMM Inuve Vew (cn. ( ( O ξ + + rbably beng a ae a me and a ae a me + ξ ( α ( + ( O O p ( A B ( a b ( β α ( a b ( β + + Recall he perr prbably varable: ( ( O γ + + ( O α ( m a b ( ( n m n e + ξ < ( ( ( (fr γ Ο : γ ( mn n + β+ al can be repreene d a α m α ( A B ( B p β ( m β ( m S - Berln Chen 48
49 Bac rblem 3 f HMM Inuve Vew (cn. ( O αα 3 (3*a a 3 *bb ( 4 *ββ (4 3 Sae me O O O 3 O - O S - Berln Chen 49
50 Bac rblem 3 f HMM Inuve Vew (cn. ξ ( ( O + ξ ( expeced number f rann frm ae ae n O γ ( ( O γ ( ξ ( expeced number f rann frm ae n A e f reanable re-eman eman frmula fr {Aπ} O π expeced freqency (number f me n ae a me γ ( - ξ a - expeced number f rann frm ae ae expeced number f rann frm ae Frmulae fr Sngle ranng Uerance γ S - Berln Chen 50
51 Bac rblem 3 f HMM Inuve Vew (cn. A e f reanable re-eman frmula fr {B} Fr dcree and fne bervan b (v ( v b ( v ( v expeced number f me n ae and bervng ymbl v expeced number f me n ae γ uch ha v γ ( Fr cnnuu and nfne bervan b (vf O S ( v b M ; c exp v μ Σ v μ L / π Σ M ( v c ( v μ Σ Mdeled a a mxure f mulvarae Gauan drbun S - Berln Chen 5
52 Bac rblem 3 f HMM Inuve Vew (cn Inuve Vew (cn. Fr cnnuu and nfne bervan (Cn. B B A p B A p Defne a new varable he prbably f beng n ae a me wh he h mxure cmpnen accunng fr γ γ wh he -h mxure cmpnen accunng fr m m O O O γ c p m p m m O O O O O γ γ c c 3 3 p m p m p aumpn appled (bervan - ndependen O O O γ Drbun fr Sae M p m p m (bervan - ndependen aumpn appled... γ M m m : e γ γ S - Berln Chen 5 ( ( M m m m m c c ; ; Σ μ Σ μ β α β α
53 Bac rblem 3 f HMM Inuve Vew (cn. Fr cnnuu and nfne bervan (Cn. expeced number f me n ae and mxure expeced number f me n ae c M γ m γ ( ( m μ weghed average (mean f bervan a ae and mxure γ ( ( γ Σ weghed cvarance f berva n a ae γ ( ( μ ( μ γ ( and mxure Frmulae fr Sngle ranng Uerance S - Berln Chen 53
54 Bac rblem 3 f HMM Inuve Vew (cn. Mulple ranng Uerance F/B F/B F/B 台師大 3 S - Berln Chen 54
55 Bac rblem 3 f HMM Inuve Vew (cn. Fr cnnuu and nfne bervan (Cn. π expeced freqency (number f me n ae a me ( L L l γ l a expeced number f rann frm ae ae expeced number f rann frm ae L l - l ξ l L l - l γ l ( c expeced number f me n ae and mxure expeced number f me n ae L l l γ l L l M l γ l m ( ( m μ weghed average (mean f bervan a ae and mxure L l l γ l L l l l γ ( ( Σ weghed cvarance f berva n a ae L γ l l l ( ( μ ( μ L l γ l l ( and mxure Frmulae fr Mulple (L ranng Uerance S - Berln Chen 55
56 Bac rblem 3 f HMM Inuve Vew (cn. Fr dcree and fne bervan (cn. π expeced freqency (number f me n ae a me ( L L l γ l ( a expeced dnumber f ran n frm ae ae expeced number f ran n frm ae L - l l ξ l L - l l γ l ( ( b ( v ( v expeced number f me n ae and bervng ymbl v expeced number f me n ae L l l γ l uch ha v L l l γ l Frmulae fr Mulple (L ranng Uerance S - Berln Chen 56
57 Semcnnuu HMM he HMM ae mxure deny funcn are ed geher acr all he mdel frm a e f hared ernel he emcnnuu r ed-mxure HMM b ae upu rbably f ae M M b f v b ( ( μ Σ -h mxure wegh -h mxure deny funcn r -h cdewrd f ae (hared acr HMM M very large (dcree mdel-dependen dependen A cmbnan f he dcree HMM and he cnnuu HMM A cmbnan f dcree mdel-dependen wegh ceffcen and cnnuu mdel-ndependen cdeb prbably deny funcn Becaue M large we can mply ue he L m gnfcan value f ( v Experence hwed ha L ~3% f M adequae aral yng f f fr dfferen phnec cla v S - Berln Chen 57
58 Semcnnuu HMM (cn. μ Σ 3 b.. b (.. b ( M b b.. b (.. b ( M b 3.. b 3 (.. b ( M 3 μ Σ Σ b ( μ 3 ( μ Σ M M S - Berln Chen 58
59 HMM plgy Speech me-evlvng nn-anary gnal Each HMM ae ha he ably capure me qua-anary egmen n he nn-anary peech gnal A lef--rgh plgy a naural canddae mdel he peech gnal (al called he bead-n-a-rng mdel I general repreen a phne ung 3~5 ae (Englh and a yllable ung 6~8 ae (Mandarn Chnee S - Berln Chen 59
60 Inalzan f HMM A gd nalzan f HMM ranng : Segmenal K-Mean Segmenan n Sae 3 Aume ha we have a ranng e f bervan and an nal emae f all mdel parameer Sep : he e f ranng bervan equence egmened n ae baed n he nal mdel (fndng he pmal ae equence by Verb Algrhm Sep : Fr dcree deny HMM (ung M-cdewrd cdeb he number f vecr wh cdeb ndex n ae b ( he number f vecr n ae Fr cnnuu deny HMM (M Gauan mxure per ae cluer he bervan vecr w μ m m whn each ae number f vecr clafed n cluer m f ae dvded by he number f vecr n ae n a e f ample mean f he vecr clafed n cluer m f ae M cluer Σ m ample cvarance marx f he vecr clafed n cluer m f ae Sep 3: Evaluae he mdel cre If he dfference beween he prevu and curren mdel cre greaer han a hrehld g bac Sep herwe p he nal mdel generaed S - Berln Chen 60
61 Inalzan f HMM (cn. ranng Daa Mdel Reeman Emae parameer f Obervan va Segmenal K-mean SaeSequence Segmeman Inal Mdel Mdel Cnvergence? O YES Mdel arameer S - Berln Chen 6
62 Inalzan f HMM (cn. An example fr dcree HMM 3 ae and cdewrd 3 Sae O O O 3 O 4 O 5 O 6 O 7 O 8 O 9 O 0 b (v 3/4 b (v /4 b (v /3 b (v /3 b 3 (v /3 b 3 (v /3 v v S - Berln Chen 6
63 Inalzan f HMM (cn. An example fr Cnnuu HMM 3 ae and 4 Gauan mxure per ae 3 Sae O O O K-mean {μ Σ ω } {μ ΣΣ ωω } Glbal mean Cluer mean Cluer mean {μ 3 Σ 3 ω 3 } {μ 4 Σ 4 ω 4 } S - Berln Chen 63
64 Knwn Lman f HMM (/3 he aumpn f cnvennal HMM n Speech rceng he ae duran fllw an expnenal drbun Dn prvde adequae repreenan f he empral rucure f peech d ( a ( a Fr-rder (Marv aumpn: he ae rann depend nly n he rgn and denan Oupu-ndependen aumpn: all bervan frame are dependen n he ae ha generaed hem n n neghbrng bervan frame Reearcher have prped a number f echnque addre hee lman albe hee lun have n gnfcanly mprved peech recgnn accuracy fr praccal applcan. S - Berln Chen 64
65 Knwn Lman f HMM (/3 Duran mdelng gemerc/ expnenal drbun emprcal drbun Gamma drbun Gauan drbun S - Berln Chen 65
66 Knwn Lman f HMM (3/3 he HMM parameer raned by he Baum-Welch algrhm and EM algrhm were nly lcally pmzed Lelhd Curren Mdel Cnfguran Mdel Cnfguran Space S - Berln Chen 66
67 Hmewr- (/ 0.34 {A:.34B:.33C:.33} {A:.33B:.34C:.33} {A:.33B:.33C:.34} ranse :. ABBCABCAABC. ABCABC 3. ABCA ABC 4. BBABCAB 5. BCAABCCAB 6. CACCABCA 7. CABCABCA 8. CABCA 9. CABCA ranse :. BBBCCBC. CCBABB 3. AACCBBB 4. BBABBAC 5. CCA ABBAB 6. BBBCCBAA 7. ABBBBABA 8. CCCCC 9. BBAAA S - Berln Chen 67
68 Hmewr- (/. leae pecfy he mdel parameer afer he fr and 50h eran f Baum-Welch ranng. leae hw he recgnn reul by ung he abve ranng equence a he eng daa (he -called nde eng. *Yu have perfrm he recgnn a wh he HMM raned frm he fr and 50h eran f Baum-Welch ranng repecvely 3. Whch cla d he fllwng eng equence belng? ABCABCCAB AABABCCCCBBB 4. Wha are he reul f Obervable Marv Mdel were nead ued n and 3? S - Berln Chen 68
69 Ilaed Wrd Recgnn Wrd Mdel M p ( X M Lelhd f M Wrd Mdel M Speech Sgnal Feaure Exracn Feaure Sequence X ( M p X Wrd Mdel M V p ( X M V Lelhd Selecr f M Label ( X arg max p ( X M Lelhd f M V M Le Wrd M ML Verb Apprxman Label ( X arg max max p( X S M [ ] S Wrd Mdel M Sl ( M p X Sl Lelhd f M Sl S - Berln Chen 69
70 Meaure f ASR erfrmance (/8 Evaluang he perfrmance f aumac peech recgnn (ASR yem crcal and he Wrd Recgnn Errr Rae (WER ne f he m mpran meaure here are ypcally hree ype f wrd recgnn errr Subun An ncrrec wrd wa ubued fr he crrec wrd Delen A crrec wrd wa med n he recgnzed enence Inern An exra wrd wa added n he recgnzed enence Hw deermne he mnmum errr rae? S - Berln Chen 70
71 Meaure f ASR erfrmance (/8 Calculae he WER by algnng he crrec wrd rng agan he recgnzed wrd rng A maxmum m ubrng machng prblem Can be handled by dynamc prgrammng deleed Example: Crrec : he effec clear Recgnzed: effec n clear WER+ WAR 00% mached nered mached Errr analy: ne delen and ne nern Meaure: wrd errr rae (WER wrd crrecn rae (WCR wrd accuracy rae (WAR Mgh be hgher han 00% Sub. + Del. + In. wrd Wrd Errr Rae 00% 50%. f wrd n he crrec enence 4 Mached wrd 3 Wrd Crrecn Rae 00% 75%. f wrd n he crrec enence 4 Mached - In. wrd 3 Wrd Accuracy Rae 00% 50%. f wrd n he crrec enence 4 Mgh be negave S - Berln Chen 7
72 Meaure f ASR erfrmance (3/8 A Dynamc rgrammng Algrhm (exb //dene fr he wrd lengh f he crrec/reference enence //dene fr he wrd lengh f he recgnzed/e enence mnmum wrd errr algnmen a he a grd [] /h nd f algnmen /h e Ref S - Berln Chen 7
73 Meaure f ASR erfrmance (4/8 Algrhm (by Berln Chen Sep : Ieran : Sep : Inalzan : Ref fr...n { //e G[0][0] 0; fr... n { //e } G[][0] G[ -][0] + ; B[][0] ; //Inern (Hrznal Drecn fr... m { //reference } G[0][] G[0][ -] + ; B[0][] ; // Delen (Vercal Drecn e fr...m { //reference G[ -][] + (Inern G[][-] (Delecn G[][] mn + G[ -][-] + (f LR[]! L[] Subun G[ -][-] (f LR[] L[] Mach ; //Inern (Hrznal Drecn ; //Delen (Vercal Drecn B[][] 3;//Subun (Dagnal Drecn 4; //mach (Dagnal Drecn } //fr reference } //fr e Sep 3 : Meaure and Bacrace : G[n][m] Wrd Errr Rae 00% m Wrd Accuracy Rae 00 % Wrd Errr Rae Opmal bacrace pah (B[n][m]... B[0][0] f B[][] prn " L[]" ; //Iner n ele f B[][] prn " LR[] "; //Delen ele prn " LR[] LR[] "; //H/Mac e: he penale fr ubun delen and nern errr are all e be here hen hen g lf lef g dwn h r Subu n hen g dwn dagnally S - Berln Chen 73
74 Meaure f ASR erfrmance (5/8 A Dynamc rgrammng Algrhm Inalzan Crrec/Reference Wrd Sequence m m-. fr (;<m;++ { //reference grd[0][] grd[0][-]; grd[0][].dr VER; grd[0][].cre. + Delen;. grd[0][].del ++;. 4 } 3Del. 3 Del. Del. HK grd[0][0].cre ] grd[0][0].n ] grd[0][0].del 0; grd[0][0].ub grd[0][0].h 0; grd[0][0].dr IL; 0 0 Del. (- (-- In. ( Del. (- In. (nm n- n In. In. 3In. Recgnzed/e Wrd fr (;<n;++ { // e Sequence grd[][0] grd[-][0]; grd[][0].dr HOR; grd[][0].cre +Inen; grd[][0].n ++; } S - Berln Chen 74 Del.
75 HK rgram Meaure f ASR erfrmance (6/8 Example Crrec (InDelSubH fr (;<n;++ //e (0500 (0500 { grd grd[]; grd grd[-]; C (040 fr (;<m;++ //reference (03 (0 Delee C r (30 (03 { h grd[].cre +nen; d grd[-].cre; (0400 C! (030 (0 f (lref[] le[] (0 (03 H C d + uben; v grd[-].cre + delen; (0300 B f (d<h && d<v { /* DIAG h r ub */ (00 (0 (0 (0 grd[] grd[-]; //rucure agnmen r (00 H B r (0 grd[].cre d; grd[].dr DIAG; (000 C (00 (0 f (lref[] le[] ++grd[].h; (0 (00 r(000 ele ++grd[].ub; Del C } ele f (h<v { /* HOR n */ (000 (000 A (000 (00 (00 (300 grd[] grd[]; //rucure agnmen grd[].cre h; H A e grd[].dr HOR; 0 ++ grd[].n; 0 In B B A B C } (0000 (000 (000 (3000 (4000 ele { /* VER del */ grd[] grd[-]; //rucure agnmen Algnmen : WER 60% grd[].cre v; grd[].dr dr VER; ++grd[].del; } } /* fr */ } /* fr */ Crrec: A C B C C Sll have an e: B A B C Oher pmal In B H A Del C H B H C Del C algnmen! S - Berln Chen 75
76 Meaure f ASR erfrmance (7/8 Example e: he penale fr ubun delen and nern errr are all e be here (InDelSubH Algnmen : WER 80% Crrec: e: Crrec: e: In B Crrec (0500 (0400 C C (0300 (0300 B (000 (000 C A 0 0 (0000 A C B C C B A A C H A Del C Sub B A C B C C B A A C Sub A Sub C Sub B H C H C Del C Del C (040 (03 (030 (0 (00 (00 (0 r (00 (0 r (30 ( ( ( Sub B (0 (0 (0 r(000 Del C ( (0 r (0 (00 Delee C H C (000 (00 (00 (300 H A e In B B A A C (000 (000 (3000 (4000 Algnmen 3: WER80% Algnmen : WER80% Crrec: e: A C B C C B A A C In B H A Sub C Del B H C Del C S - Berln Chen 76
77 Meaure f ASR erfrmance (8/8 w cmmn eng f dfferen penale fr ubun delen and nern errr /* HK errr penale */ uben 0; delen 7; nen 7; /* IS errr penale*/ ubenis 4; delenis 3; nenis 3; S - Berln Chen 77
78 Self-Exerce (/ Meaure f ASR erfrmance Reference 桃 芝 颱 風 重 創 花 蓮 光 復 鄉 大 興 村 死 傷 慘 重 感 觸 最 多 ASR Oupu 桃 芝 颱 風 重 創 花 蓮 光 復 鄉 打 新 村 次 傷 殘 周 感 觸 最 多. S - Berln Chen 78
79 Self-Exerce (/ 506 B re f ASR upu Repr he CER (characer errr rae f he fr ne and 506 re he reul huld hw he number f ubun delen and nern errr Overall Reul SE: %Crrec [H0 S ] WORD: %Crr8.5 Acc8.5 [H75 D4 S3 I0 9] Overall Reul SE: %Crrec0.00 [H0 S00 00] WORD: %Crr87.66 Acc86.83 [H083 D77 S348 I0 357] Overall Reul SE: %Crrec0.00 [H0 S00 00] WORD: %Crr87.9 Acc87.8 [H657 D93 S84 I ] Overall Reul SE: %Crrec0.00 [H0 S ] WORD: %Crr86.83 Acc86.06 [H5744 D89 S7839 I ] S - Berln Chen 79
80 Symbl fr Mahemacal Operan S - Berln Chen 80
81 he EM Algrhm (/ {A:.3B:.C:.5} {A:.7B:.C:.} {A:.3B:.6C:.} p(o p(o > p(o A B Oberved daa : O : ball equence Laen daa : S : ble equence arameer be emaed maxmze lg(o {(A(B(B A(A B(R A(G A(R B(G B} S - Berln Chen 8
82 he EM Algrhm (/7 Inrducn f EM (Expecan Maxmzan: Why EM? Smple pmzan algrhm fr lelhd funcn rele n he nermedae varable called laen daa In ur cae here he ae equence he laen daa Drec acce he daa neceary emae he parameer mpble r dffcul In ur cae here alm mpble emae {AB π} whu cnderan f he ae equence w Mar Sep : E : expecan wh repec he laen daa ung he curren emae f he parameer and cndned n he E [ ] S O bervan M: prvde a new eman f he parameer accrdng Maxmum lelhd (ML r Maxmum A err (MA Crera S - Berln Chen 8
83 he EM Algrhm (3/7 ML and MA Eman prncple baed n bervan: ( x x x... x n X { X X... } X n he Maxmum Lelhd (ML rncple fnd he mdel parameer Φ ha he lelhd p ( x Φ maxmum fr example f Φ { μ Σ} he parameer f a mulvarae nrmal ldrbun b andxx d..d. (ndependen d d dencally drbued hen he ML emae f Φ μ Σ μ ML n x Σ ML n n { } n ( x μ ( x μ he Maxmum A err (MA rncple fnd he mdel parameer Φ ha he lelhd p( Φ x maxmum ML ML S - Berln Chen 83
84 he EM Algrhm (4/7 he EM Algrhm mpran HMM and her learnng echnque Dcver new mdel parameer maxmze he lg-lelhd f ncmplee daa lg ( O by eravely maxmzng he lg O S expecan f lg-lelhd frm cmplee daa Frly ung calar (dcree randm varable nrduce he EM algrhm he bervable ranng daa O We wan maxmze ( O a parameer vecr he hdden (unbervable daa S E.g. he cmpnen prbable (r dene f bervable daa r he underlyng ae equence n HMM O S - Berln Chen 84
85 he EM Algrhm (5/7 Aume we have and emae he prbably ha each S ccurred n he generan f O reend we had n fac berved a cmplee daa par ( O S wh frequency prprnal he prbably ( O S cmpued a new he maxmum lelhd emae f De he prce cnverge? Algrhm unnwn mdel eng ( O S ( S O ( O Baye rule cmplee daa lelhd ncmplee daa lelhd Lg-lelhd expren and expecan aen ver S lg lg S ( O lg ( O S lg ( S O ae expecan ver S ( O [ ( S O lg ( O ] [ ( S O lg ( O S ] [ ( S O lg ( S O ] S S - Berln Chen 85
86 he EM Algrhm (6/7 Algrhm (Cn. ( lg O We can hu expre a fllw lg ( O [ ( S O lg ( O S ] [ ( S O lg ( S O ] S Q( H ( where Q H ( [ ( S O lg ( O S ] S ( [ ( S O lg ( S O ] We wan lg S lg ( O lg ( O ( O lg ( O [ Q ( H ( ] Q ( H ( Q( Q( H ( + H ( S [ ] S - Berln Chen 86
87 he EM Algrhm (7/7 ( H( H + ha he fllwng prpery H ( + H ( S S S 0 ( S O lg ( S O ( S O ( S O Kullbuac-Lebler (KL dance ( S O ( S O ( Q lg x x Jenen nequaly S O S O [ ] ( + H ( 0 H herefre fr maxmzng lg ( O we nly need maxmze he Q-funcn (auxlary funcn Q ( [ ( S O lg( O S ] S Expecan f he cmplee daa lg lelhd wh repec he laen ae equence S - Berln Chen 87
88 EM Appled Dcree HMM ranng (/5 Apply EM algrhm eravely refne he HMM pp y g y parameer vecr By maxmzng he auxlary funcn ( π B A [ ] S S O S O S O lg Q S S O O S O lg Where and can be expreed a b a S O π S O S O b a b a lg lg lg lg S O S O π π S - Berln Chen b a lg lg lg lg S O π
89 EM Appled Dcree HMM ranng (/5 Rewre he auxlary funcn a Q Q Q Q ( Q π ( π + Q a ( a + Q b ( b ( O S? ( O π π lg π lg π all S ( O ( O O S? ( O + a ( a lg a + all S O ( O O S? ( O b b lg b lg b all S O v ( O w y lg a ( S - Berln Chen 89
90 EM Appled Dcree HMM ranng (3/5 he auxlary funcn cnan hree ndependen erm a and ( π Can be maxmzed ndvdually All f he ame frm g( y y... y F y F y b where w lg y y and y 0 ha maxmum value when : y w w S - Berln Chen 90
91 EM Appled Dcree HMM ranng (4/5 rf: Apply Lagrange Mulpler l Mulpler By applyng Lagrange + w w F y y lg w y lg w F l l l ha Suppe Cnran + y 0 y y F l l Cnran w w w y l l w y S - Berln Chen 9 Lagrange Mulpler: hp://
92 EM Appled Dcree HMM ranng (5/5 he new mdel parameer e can be B A π he new mdel parameer e can be expreed a: B A π O γ π O O + a γ ξ O O γ γ O O v v b.... γ γ O O S - Berln Chen 9 γ O
93 EM Appled Cnnuu HMM ranng (/7 b Cnnuu HMM: he ae bervan de n cme frm a fne e bu frm a cnnuu pace he dfference beween he dcree and cnnuu HMM le n a dfferen frm f ae upu prbably Dcree HMM requre he quanzan prcedure map bervan vecr frm he cnnuu pace he dcree pace Cnnuu Mxure HMM M c b he ae bervan drbun f HMM mdeled by mulvarae Gauan mxure deny funcn (M mxure M M c ( ; μ Σ c exp μ Σ μ L / π Σ M c w w w w 3 3 Drbun fr Sae S - Berln Chen 93
94 EM Appled Cnnuu HMM ranng (/7 b cmpnen b ( Expre wh repec each ngle mxure p ( O S π a b + p e: π a... + M ( a M M + ( a + a a ( a + a a...( a + a +... a... M M M a [ c b ] M M M [ ] ( O S K π ( a + c b K : ne f p he pble mxure alng wh he ae equence S ( O p( O S K S K cmpnen equence M S - Berln Chen 94
95 EM Appled Cnnuu HMM ranng (3/7 herefre an auxlary funcn fr he EM algrhm can be wren a: Q ( [ ( S K O lg p ( O S K ] S K S K p ( O S K p( O lg p ( O S K ( O S K lgπ + + lga lgb ( lg p + + lgc ( Q ( π + Q ( a + Q ( b Q ( c Q c + π a b nal prbable ae rann prbable Gauan deny funcn mxure cmpnen S - Berln Chen 95
96 EM Appled Cnnuu HMM ranng (4/7 he nly dfference we have when cmpared wh Dcree HMM ranng Q b γ ( M ( b ( Ο lg b ( Q c M ( c ( Ο lg c ( S - Berln Chen 96
97 EM Appled Cnnuu HMM ranng (5/7 Le γ b lg b M ( ( Ο ( ( ; μ Σ lg b μ b b μ ( π ( μ Σ ( μ exp L Σ L lg ( π + lg Σ ( μ Σ ( μ ( b Σ ( μ M Q μ γ ( lg b ( μ { γ ( Σ ( μ } [ γ ( ] γ ( 0 ( C + C d ( x Cx x dx and Σ ymmerc here Σ S - Berln Chen 97
98 EM Appled Cnnuu HMM ranng (6/7 lg b lg b L lg ( π lg Σ ( μ Σ ( μ ( Σ ( ( μ ( μ Σ Σ Σ Σ Σ [ Σ Σ ( μ ( μ Σ ] γ b b ( Σ ( Σ Q γ M lg b ( Σ Σ ( μ ( μ γ [ Σ ] ( Σ γ ( Σ ( μ ( μ γ ( Σ Σ Σ γ ( Σ Σ ( μ ( μ Σ [ γ ( ( μ ( μ ] γ ( Σ d ( a X b X ab X dx d[ de( X ] de( X X dx and ymmerc here Σ 0 Σ Σ S - Berln Chen 98
99 EM Appled Cnnuu HMM ranng (7/7 he new mdel parameer e fr each mxure p cmpnen and mxure wegh can be expreed a: p O [ ] p p p γ O O O μ p p γ O O O [ ] p p p γ μ μ O μ μ O O Σ p p γ O O γ S - Berln Chen 99 M c γ γ
Hidden Markov Models
Hdden Marv Mdel Berln Chen 004 Reference:. Rabner and Juang. Fundamenal f Speech Recgnn. Chaper 6. Huang e. al. Spen Language rceng. Chaper 4 8 3. Vaegh. Advanced Dgal Sgnal rceng and e Reducn. Chaper
More informationHidden Markov Models for Speech Recognition
Hdden Marv Mdel fr Speech Recgnn Reference: Berln Chen Deparmen f Cmpuer Scence & Infrman Engneerng anal awan rmal Unvery. Raner and Juang. Fundamenal f Speech Recgnn. Chaper 6. Huang e. al. Spen Language
More informationHidden Markov Models for Speech Recognition
Hdden Marv Mdel fr peech Recgnn Reference: Berln Chen Deparmen f Cmpuer cence & Infrman Engneerng anal awan rmal Unvery. Raner and Juang. Fundamenal f peech Recgnn. Chaper 6. Huang e. al. pen Language
More informationDishonest casino as an HMM
Dshnes casn as an HMM N = 2, ={F,L} M=2, O = {h,} A = F B= [. F L F L 0.95 0.0 0] h 0.5 0. L 0.05 0.90 0.5 0.9 c Deva ubramanan, 2009 63 A generave mdel fr CpG slands There are w hdden saes: CpG and nn-cpg.
More informationNatural Language Processing NLP Hidden Markov Models. Razvan C. Bunescu School of Electrical Engineering and Computer Science
Naural Language rcessng NL 6840 Hdden Markv Mdels Razvan C. Bunescu Schl f Elecrcal Engneerng and Cmpuer Scence bunescu@h.edu Srucured Daa Fr many applcans he..d. assumpn des n hld: pels n mages f real
More informationApplications of Sequence Classifiers. Learning Sequence Classifiers. Simple Model - Markov Chains. Markov models (Markov Chains)
Learnng Sequence Classfers pplcans f Sequence Classfers Oulne pplcans f sequence classfcan ag f wrds, n-grams, and relaed mdels Markv mdels Hdden Markv mdels Hgher rder Markv mdels Varans n Hdden Markv
More informationLecture Slides for INTRODUCTION TO. Machine Learning. ETHEM ALPAYDIN The MIT Press,
Lecure Sldes for INTRDUCTIN T Machne Learnng ETHEM ALAYDIN The MIT ress, 2004 alpaydn@boun.edu.r hp://www.cmpe.boun.edu.r/~ehem/2ml CHATER 3: Hdden Marov Models Inroducon Modelng dependences n npu; no
More informationPhysics 20 Lesson 9H Rotational Kinematics
Phyc 0 Len 9H Ranal Knemac In Len 1 9 we learned abu lnear mn knemac and he relanhp beween dplacemen, velcy, acceleran and me. In h len we wll learn abu ranal knemac. The man derence beween he w ype mn
More informationDiscrete Markov Process. Introduction. Example: Balls and Urns. Stochastic Automaton. INTRODUCTION TO Machine Learning 3rd Edition
EHEM ALPAYDI he MI Press, 04 Lecure Sldes for IRODUCIO O Machne Learnng 3rd Edon alpaydn@boun.edu.r hp://www.cmpe.boun.edu.r/~ehem/ml3e Sldes from exboo resource page. Slghly eded and wh addonal examples
More informationIntroduction ( Week 1-2) Course introduction A brief introduction to molecular biology A brief introduction to sequence comparison Part I: Algorithms
Course organzaon Inroducon Wee -2) Course nroducon A bref nroducon o molecular bology A bref nroducon o sequence comparson Par I: Algorhms for Sequence Analyss Wee 3-8) Chaper -3, Models and heores» Probably
More informationOutline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model
Probablsc Model for Tme-seres Daa: Hdden Markov Model Hrosh Mamsuka Bonformacs Cener Kyoo Unversy Oulne Three Problems for probablsc models n machne learnng. Compung lkelhood 2. Learnng 3. Parsng (predcon
More information(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function
MACROECONOMIC THEORY T J KEHOE ECON 87 SPRING 5 PROBLEM SET # Conder an overlappng generaon economy le ha n queon 5 on problem e n whch conumer lve for perod The uly funcon of he conumer born n perod,
More informationConvection and conduction and lumped models
MIT Hea ranfer Dynamc mdel 4.3./SG nvecn and cndcn and lmped mdel. Hea cnvecn If we have a rface wh he emperare and a rrndng fld wh he emperare a where a hgher han we have a hea flw a Φ h [W] () where
More information( ) [ ] MAP Decision Rule
Announcemens Bayes Decson Theory wh Normal Dsrbuons HW0 due oday HW o be assgned soon Proec descrpon posed Bomercs CSE 90 Lecure 4 CSE90, Sprng 04 CSE90, Sprng 04 Key Probables 4 ω class label X feaure
More informationVariable Forgetting Factor Recursive Total Least Squares Algorithm for FIR Adaptive filtering
01 Inernanal Cnference n Elecrncs Engneerng and Infrmacs (ICEEI 01) IPCSI vl 49 (01) (01) IACSI Press Sngapre DOI: 107763/IPCSI01V4931 Varable Frgeng Facr Recursve al Leas Squares Algrhm fr FIR Adapve
More informationR th is the Thevenin equivalent at the capacitor terminals.
Chaper 7, Slun. Applyng KV Fg. 7.. d 0 C - Takng he derae f each erm, d 0 C d d d r C Inegrang, () ln I 0 - () I 0 e - C C () () r - I 0 e - () V 0 e C C Chaper 7, Slun. h C where h s he Theenn equalen
More informationRAMIFICATIONS of POSITION SERVO LOOP COMPENSATION
RAMIFICATIONS f POSITION SERO LOOP COMPENSATION Gerge W. Yunk, P.E. Lfe Fellw IEEE Indural Cnrl Cnulg, Inc. Fnd du Lac, Wcn Fr many year dural pg er dre dd n ue er cmpena he frward p lp. Th wa referred
More informationMicroelectronic Circuits. Feedback. Ching-Yuan Yang
Mcrelecrnc rcu Feedback hng-yuan Yang Nanal hung-hng Unvery Deparmen Elecrcal Engneerng Oulne The General Feedback Srucure Sme Prpere Negave Feedback The Fur Bac Feedback Tplge The Sere-Shun Feedback mpler
More informationA Demand System for Input Factors when there are Technological Changes in Production
A Demand Syem for Inpu Facor when here are Technologcal Change n Producon Movaon Due o (e.g.) echnologcal change here mgh no be a aonary relaonhp for he co hare of each npu facor. When emang demand yem
More informationOptimal Control. Lecture. Prof. Daniela Iacoviello
Opmal Cnrl Lecure Pr. Danela Iacvell Gradng Prjec + ral eam Eample prjec: Read a paper n an pmal cnrl prblem 1 Sudy: backgrund mvans mdel pmal cnrl slun resuls 2 Smulans Yu mus gve me al leas en days bere
More informationThe Components of Vector B. The Components of Vector B. Vector Components. Component Method of Vector Addition. Vector Components
Upcming eens in PY05 Due ASAP: PY05 prees n WebCT. Submiing i ges yu pin ward yur 5-pin Lecure grade. Please ake i seriusly, bu wha cuns is wheher r n yu submi i, n wheher yu ge hings righ r wrng. Due
More informationClustering (Bishop ch 9)
Cluserng (Bshop ch 9) Reference: Daa Mnng by Margare Dunham (a slde source) 1 Cluserng Cluserng s unsupervsed learnng, here are no class labels Wan o fnd groups of smlar nsances Ofen use a dsance measure
More informationEXPLOITATION OF FEATURE VECTOR STRUCTURE FOR SPEAKER ADAPTATION
Erc Ch e al. Eplan f Feaure Vecr Srucure EXPLOIION OF FEUE VECO SUCUE FO SPEKE DPION Erc H.C. Ch, rym Hler, Julen Epps, run Gpalarshnan Mrla usralan esearch Cenre, Mrla Las {Erc.Ch, rym.hler, Julen.Epps,
More informationMachine Learning for Signal Processing Prediction and Estimation, Part II
Machine Learning fr Signal Prceing Predicin and Eimain, Par II Bhikha Raj Cla 24. 2 Nv 203 2 Nv 203-755/8797 Adminirivia HW cre u Sme uden wh g really pr mark given chance upgrade Make i all he way he
More informationExperiment 6: STUDY OF A POSITION CONTROL SERVOMECHANISM
Expermen 6: STUDY OF A POSITION CONTROL SERVOMECHANISM 1. Objecves Ths expermen prvdes he suden wh hands-n experence f he peran f a small servmechansm. Ths sysem wll be used fr mre cmplex wrk laer n he
More informationCS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4
CS434a/54a: Paern Recognon Prof. Olga Veksler Lecure 4 Oulne Normal Random Varable Properes Dscrmnan funcons Why Normal Random Varables? Analycally racable Works well when observaon comes form a corruped
More informationGraduate Macroeconomics 2 Problem set 5. - Solutions
Graduae Macroeconomcs 2 Problem se. - Soluons Queson 1 To answer hs queson we need he frms frs order condons and he equaon ha deermnes he number of frms n equlbrum. The frms frs order condons are: F K
More informationRheological Models. In this section, a number of one-dimensional linear viscoelastic models are discussed.
helgcal Mdels In hs secn, a number f ne-dmensnal lnear vscelasc mdels are dscussed..3. Mechancal (rhelgcal) mdels The wrd vscelasc s derved frm he wrds "vscus" + "elasc"; a vscelasc maeral exhbs bh vscus
More informationChapter 6: AC Circuits
Chaper 6: AC Crcus Chaper 6: Oulne Phasors and he AC Seady Sae AC Crcus A sable, lnear crcu operang n he seady sae wh snusodal excaon (.e., snusodal seady sae. Complee response forced response naural response.
More informationThis document is downloaded from DR-NTU, Nanyang Technological University Library, Singapore.
Ths documen s downloaded from DR-NTU, Nanyang Technologcal Unversy Lbrary, Sngapore. Tle A smplfed verb machng algorhm for word paron n vsual speech processng( Acceped verson ) Auhor(s) Foo, Say We; Yong,
More informationMultiple Failures. Diverse Routing for Maximizing Survivability. Maximum Survivability Models. Minimum-Color (SRLG) Diverse Routing
Mulple Falure Dvere Roung for Maxmzng Survvably One-falure aumpon n prevou work Mulple falure Hard o provde 100% proecon Maxmum urvvably Maxmum Survvably Model Mnmum-Color (SRLG) Dvere Roung Each lnk ha
More informationBrace-Gatarek-Musiela model
Chaper 34 Brace-Gaarek-Musiela mdel 34. Review f HJM under risk-neural IP where f ( T Frward rae a ime fr brrwing a ime T df ( T ( T ( T d + ( T dw ( ( T The ineres rae is r( f (. The bnd prices saisfy
More information( ) () we define the interaction representation by the unitary transformation () = ()
Hgher Order Perurbaon Theory Mchael Fowler 3/7/6 The neracon Represenaon Recall ha n he frs par of hs course sequence, we dscussed he chrödnger and Hesenberg represenaons of quanum mechancs here n he chrödnger
More informationControl Systems. Mathematical Modeling of Control Systems.
Conrol Syem Mahemacal Modelng of Conrol Syem chbum@eoulech.ac.kr Oulne Mahemacal model and model ype. Tranfer funcon model Syem pole and zero Chbum Lee -Seoulech Conrol Syem Mahemacal Model Model are key
More informationIn the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!") i+1,q - [(!
ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL The frs hng o es n wo-way ANOVA: Is here neracon? "No neracon" means: The man effecs model would f. Ths n urn means: In he neracon plo (wh A on he horzonal
More informationCS626 Speech, Web and natural Language Processing End Sem
CS626 Speech, Web and naural Language Proceng End Sem Dae: 14/11/14 Tme: 9.30AM-12.30PM (no book, lecure noe allowed, bu ONLY wo page of any nformaon you deem f; clary and precon are very mporan; read
More informationCooling of a hot metal forging. , dt dt
Tranen Conducon Uneady Analy - Lumped Thermal Capacy Model Performed when; Hea ranfer whn a yem produced a unform emperaure drbuon n he yem (mall emperaure graden). The emperaure change whn he yem condered
More informationLecture 11: Stereo and Surface Estimation
Lecure : Sereo and Surface Emaon When camera poon have been deermned, ung rucure from moon, we would lke o compue a dene urface model of he cene. In h lecure we wll udy he o called Sereo Problem, where
More informationFundamentals of PLLs (I)
Phae-Locked Loop Fundamenal of PLL (I) Chng-Yuan Yang Naonal Chung-Hng Unvery Deparmen of Elecrcal Engneerng Why phae-lock? - Jer Supreon - Frequency Synhe T T + 1 - Skew Reducon T + 2 T + 3 PLL fou =
More informationEmergence time, curvature, space, causality, and complexity in encoding a discrete impulse information process Vladimir S.
Emergence me, curvaure, pace, caualy, and cmplexy n encdng a dcree mpule nfrman prce Vladmr S. Lerner, USA, lernerv@gmal.cm Abrac Ineracn buld rucure f Unvere, and mpule elemenary neracve dcree acn mdelng
More informationTHE PREDICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS
THE PREICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS INTROUCTION The wo dmensonal paral dfferenal equaons of second order can be used for he smulaon of compeve envronmen n busness The arcle presens he
More information10.7 Temperature-dependent Viscoelastic Materials
Secin.7.7 Temperaure-dependen Viscelasic Maerials Many maerials, fr example plymeric maerials, have a respnse which is srngly emperaure-dependen. Temperaure effecs can be incrpraed in he hery discussed
More informationFX-IR Hybrids Modeling
FX-IR Hybr Moeln Yauum Oajma Mubh UFJ Secure Dervave Reearch Dep. Reearch & Developmen Dvon Senor Manaer oajma-yauum@c.mu.jp Oaka Unvery Workhop December 5 h preenaon repreen he vew o he auhor an oe no
More informationAverage Small-Signal Modelling of the Power Stage of Power Factor Correctors with a Fast Output- Voltage Feedback Loop
erage SmallSgnal dellng f he wer Sage f wer Facr rrecr wh a Fa Oupu lage Feedbac p Jaer Sebaán, Deg. amar, ara aría Hernand, guel dríguez and rur Fernández Unerdad de Oed. rup de Sema Elecrónc de lmenacón
More informationConsider processes where state transitions are time independent, i.e., System of distinct states,
Dgal Speech Processng Lecure 0 he Hdden Marov Model (HMM) Lecure Oulne heory of Marov Models dscree Marov processes hdden Marov processes Soluons o he hree Basc Problems of HMM s compuaon of observaon
More informationOrdinary Differential Equations in Neuroscience with Matlab examples. Aim 1- Gain understanding of how to set up and solve ODE s
Ordnary Dfferenal Equaons n Neuroscence wh Malab eamples. Am - Gan undersandng of how o se up and solve ODE s Am Undersand how o se up an solve a smple eample of he Hebb rule n D Our goal a end of class
More informationIntroduction to Congestion Games
Algorihmic Game Theory, Summer 2017 Inroducion o Congeion Game Lecure 1 (5 page) Inrucor: Thoma Keelheim In hi lecure, we ge o know congeion game, which will be our running example for many concep in game
More informationEfficient Built-In Self-Test Techniques for Sequential Fault Testing of Iterative Logic Arrays
Prceedngs f he 6h WSES Inernanal Cnference n ppled Infrmacs and Cmmuncans, Elunda, Greece, ugus 8-0, 006 (pp53-57) Effcen Bul-In Self-Tes Technques fr Sequenal Faul Tesng f Ierave Lgc rrays SHYUE-KUNG
More informationEnergy Storage Devices
Energy Srage Deces Objece f ecure Descrbe The cnsrucn f an nducr Hw energy s sred n an nducr The elecrcal prperes f an nducr Relanshp beween lage, curren, and nducance; pwer; and energy Equalen nducance
More informationCHAPTER 10: LINEAR DISCRIMINATION
CHAPER : LINEAR DISCRIMINAION Dscrmnan-based Classfcaon 3 In classfcaon h K classes (C,C,, C k ) We defned dscrmnan funcon g j (), j=,,,k hen gven an es eample, e chose (predced) s class label as C f g
More informationLecture 4 ( ) Some points of vertical motion: Here we assumed t 0 =0 and the y axis to be vertical.
Sme pins f erical min: Here we assumed and he y axis be erical. ( ) y g g y y y y g dwnwards 9.8 m/s g Lecure 4 Accelerain The aerage accelerain is defined by he change f elciy wih ime: a ; In analgy,
More informationOn One Analytic Method of. Constructing Program Controls
Appled Mahemacal Scences, Vol. 9, 05, no. 8, 409-407 HIKARI Ld, www.m-hkar.com hp://dx.do.org/0.988/ams.05.54349 On One Analyc Mehod of Consrucng Program Conrols A. N. Kvko, S. V. Chsyakov and Yu. E. Balyna
More informationCS344: Introduction to Artificial Intelligence
C344: Iroduco o Arfcal Iellgece Puhpa Bhaacharyya CE Dep. IIT Bombay Lecure 3 3 32 33: Forward ad bacward; Baum elch 9 h ad 2 March ad 2 d Aprl 203 Lecure 27 28 29 were o EM; dae 2 h March o 8 h March
More informationHidden Markov Models
11-755 Machne Learnng for Sgnal Processng Hdden Markov Models Class 15. 12 Oc 2010 1 Admnsrva HW2 due Tuesday Is everyone on he projecs page? Where are your projec proposals? 2 Recap: Wha s an HMM Probablsc
More informationChapter 5 Signal-Space Analysis
Chaper 5 Sgnal-Space Analy Sgnal pace analy provde a mahemacally elegan and hghly nghful ool for he udy of daa ranmon. 5. Inroducon o Sacal model for a genec dgal communcaon yem n eage ource: A pror probable
More informationAn introduction to Support Vector Machine
An nroducon o Suppor Vecor Machne 報告者 : 黃立德 References: Smon Haykn, "Neural Neworks: a comprehensve foundaon, second edon, 999, Chaper 2,6 Nello Chrsann, John Shawe-Tayer, An Inroducon o Suppor Vecor Machnes,
More informationMechanics Physics 151
Mechancs Physcs 5 Lecure 0 Canoncal Transformaons (Chaper 9) Wha We Dd Las Tme Hamlon s Prncple n he Hamlonan formalsm Dervaon was smple δi δ Addonal end-pon consrans pq H( q, p, ) d 0 δ q ( ) δq ( ) δ
More informationA New Structure of Buck-Boost Z-Source Converter Based on Z-H Converter
Jurnal f Operan and Auman n wer Engneerng l. 4, N., ec., ages: 7-3 hp://jape.uma.ac.r A New rucure f Buck-Bs Z-urce nverer Based n Z-H nverer E. Babae*,. Ahmadzadeh Faculy f Elecrcal and mpuer Engneerng,
More informationMultiple Regressions and Correlation Analysis
Mulple Regreon and Correlaon Analy Chaper 4 McGraw-Hll/Irwn Copyrgh 2 y The McGraw-Hll Compane, Inc. All rgh reerved. GOALS. Decre he relaonhp eween everal ndependen varale and a dependen varale ung mulple
More informationMulti-Modal User Interaction Fall 2008
Mul-Modal User Ineracon Fall 2008 Lecure 2: Speech recognon I Zheng-Hua an Deparmen of Elecronc Sysems Aalborg Unversy Denmark z@es.aau.dk Mul-Modal User Ineracon II Zheng-Hua an 2008 ar I: Inroducon Inroducon
More informationVolatility Interpolation
Volaly Inerpolaon Prelmnary Verson March 00 Jesper Andreasen and Bran Huge Danse Mares, Copenhagen wan.daddy@danseban.com brno@danseban.com Elecronc copy avalable a: hp://ssrn.com/absrac=69497 Inro Local
More informationA. Inventory model. Why are we interested in it? What do we really study in such cases.
Some general yem model.. Inenory model. Why are we nereed n? Wha do we really udy n uch cae. General raegy of machng wo dmlar procee, ay, machng a fa proce wh a low one. We need an nenory or a buffer or
More informationLecture 18: The Laplace Transform (See Sections and 14.7 in Boas)
Lecure 8: The Lalace Transform (See Secons 88- and 47 n Boas) Recall ha our bg-cure goal s he analyss of he dfferenal equaon, ax bx cx F, where we emloy varous exansons for he drvng funcon F deendng on
More informationGAMS Handout 2. Utah State University. Ethan Yang
Uah ae Universiy DigialCmmns@UU All ECAIC Maerials ECAIC Repsiry 2017 GAM Handu 2 Ehan Yang yey217@lehigh.edu Fllw his and addiinal wrs a: hps://digialcmmns.usu.edu/ecsaic_all Par f he Civil Engineering
More informationAdvanced Machine Learning & Perception
Advanced Machne Learnng & Percepon Insrucor: Tony Jebara SVM Feaure & Kernel Selecon SVM Eensons Feaure Selecon (Flerng and Wrappng) SVM Feaure Selecon SVM Kernel Selecon SVM Eensons Classfcaon Feaure/Kernel
More informationMatrix reconstruction with the local max norm
Marx reconrucon wh he local max norm Rna oygel Deparmen of Sac Sanford Unvery rnafb@anfordedu Nahan Srebro Toyoa Technologcal Inue a Chcago na@cedu Rulan Salakhudnov Dep of Sac and Dep of Compuer Scence
More informationLinear Response Theory: The connection between QFT and experiments
Phys540.nb 39 3 Lnear Response Theory: The connecon beween QFT and expermens 3.1. Basc conceps and deas Q: ow do we measure he conducvy of a meal? A: we frs nroduce a weak elecrc feld E, and hen measure
More informationLet s treat the problem of the response of a system to an applied external force. Again,
Page 33 QUANTUM LNEAR RESPONSE FUNCTON Le s rea he problem of he response of a sysem o an appled exernal force. Agan, H() H f () A H + V () Exernal agen acng on nernal varable Hamlonan for equlbrum sysem
More information(V 1. (T i. )- FrC p. ))= 0 = FrC p (T 1. (T 1s. )+ UA(T os. (T is
. Yu are repnible fr a reacr in which an exhermic liqui-phae reacin ccur. The fee mu be preheae he hrehl acivain emperaure f he caaly, bu he pruc ream mu be cle. T reuce uiliy c, yu are cniering inalling
More informationWiH Wei He
Sysem Idenfcaon of onlnear Sae-Space Space Baery odels WH We He wehe@calce.umd.edu Advsor: Dr. Chaochao Chen Deparmen of echancal Engneerng Unversy of aryland, College Par 1 Unversy of aryland Bacground
More informationKinematics Review Outline
Kinemaics Review Ouline 1.1.0 Vecrs and Scalars 1.1 One Dimensinal Kinemaics Vecrs have magniude and direcin lacemen; velciy; accelerain sign indicaes direcin + is nrh; eas; up; he righ - is suh; wes;
More informationLet s start from a first-order low pass filter we already discussed.
EEE0 Netrk Analy II Dr. harle Km Nte09: Actve Flter ---Part. gher-order Actve Flter The rt-rder lter d nt harply dvde the pa band and the tp band. One apprach t btan a harper trantn beteen the pa band
More informationUNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION
INTERNATIONAL TRADE T. J. KEHOE UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 27 EXAMINATION Please answer wo of he hree quesons. You can consul class noes, workng papers, and arcles whle you are workng on he
More informationDC-DC Switch-Mode Converters
- Swich-Mde nverers - cnverers are used : egulaed swich-mde pwer supplies, nrmally wih HF elecrical isla Mr drives, nrmally wihu an isla ransfrmer We will lk a he w basic dc-dc cnverer plgies: Sep-dwn
More informationIntroduction. If there are no physical guides, the motion is said to be unconstrained. Example 2. - Airplane, rocket
Kinemaic f Paricle Chaper Inrducin Kinemaic: i he branch f dynamic which decribe he min f bdie wihu reference he frce ha eiher caue he min r are generaed a a reul f he min. Kinemaic i fen referred a he
More informationEP2200 Queuing theory and teletraffic systems. 3rd lecture Markov chains Birth-death process - Poisson process. Viktoria Fodor KTH EES
EP Queung heory and eleraffc sysems 3rd lecure Marov chans Brh-deah rocess - Posson rocess Vora Fodor KTH EES Oulne for oday Marov rocesses Connuous-me Marov-chans Grah and marx reresenaon Transen and
More informationDigital Speech Processing Lecture 20. The Hidden Markov Model (HMM)
Dgal Speech Processng Lecure 20 The Hdden Markov Model (HMM) Lecure Oulne Theory of Markov Models dscree Markov processes hdden Markov processes Soluons o he Three Basc Problems of HMM s compuaon of observaon
More informationFall 2010 Graduate Course on Dynamic Learning
Fall 200 Graduae Course on Dynamc Learnng Chaper 4: Parcle Flers Sepember 27, 200 Byoung-Tak Zhang School of Compuer Scence and Engneerng & Cognve Scence and Bran Scence Programs Seoul aonal Unversy hp://b.snu.ac.kr/~bzhang/
More informationRobustness Experiments with Two Variance Components
Naonal Insue of Sandards and Technology (NIST) Informaon Technology Laboraory (ITL) Sascal Engneerng Dvson (SED) Robusness Expermens wh Two Varance Componens by Ana Ivelsse Avlés avles@ns.gov Conference
More informationSpeech, NLP and the Web
peech NL ad he Web uhpak Bhaacharyya CE Dep. IIT Bombay Lecure 38: Uuperved learg HMM CFG; Baum Welch lecure 37 wa o cogve NL by Abh Mhra Baum Welch uhpak Bhaacharyya roblem HMM arg emac ar of peech Taggg
More informationLecture 6: Learning for Control (Generalised Linear Regression)
Lecure 6: Learnng for Conrol (Generalsed Lnear Regresson) Conens: Lnear Mehods for Regresson Leas Squares, Gauss Markov heorem Recursve Leas Squares Lecure 6: RLSC - Prof. Sehu Vjayakumar Lnear Regresson
More informationDepartment of Economics University of Toronto
Deparmen of Economcs Unversy of Torono ECO408F M.A. Economercs Lecure Noes on Heeroskedascy Heeroskedascy o Ths lecure nvolves lookng a modfcaons we need o make o deal wh he regresson model when some of
More informationV.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS
R&RATA # Vol.) 8, March FURTHER AALYSIS OF COFIDECE ITERVALS FOR LARGE CLIET/SERVER COMPUTER ETWORKS Vyacheslav Abramov School of Mahemacal Scences, Monash Unversy, Buldng 8, Level 4, Clayon Campus, Wellngon
More informationThe Buck Resonant Converter
EE646 Pwer Elecrnics Chaper 6 ecure Dr. Sam Abdel-Rahman The Buck Resnan Cnverer Replacg he swich by he resnan-ype swich, ba a quasi-resnan PWM buck cnverer can be shwn ha here are fur mdes f pera under
More informationHidden Markov Models Following a lecture by Andrew W. Moore Carnegie Mellon University
Hdden Markov Models Followng a lecure by Andrew W. Moore Carnege Mellon Unversy www.cs.cmu.edu/~awm/uorals A Markov Sysem Has N saes, called s, s 2.. s N s 2 There are dscree meseps, 0,, s s 3 N 3 0 Hdden
More informationNotes on Inductance and Circuit Transients Joe Wolfe, Physics UNSW. Circuits with R and C. τ = RC = time constant
Nes n Inducance and cu Tansens Je Wlfe, Physcs UNSW cus wh and - Wha happens when yu clse he swch? (clse swch a 0) - uen flws ff capac, s d Acss capac: Acss ess: c d s d d ln + cns. 0, ln cns. ln ln ln
More information10.5 Linear Viscoelasticity and the Laplace Transform
Scn.5.5 Lnar Vclacy and h Lalac ranfrm h Lalac ranfrm vry uful n cnrucng and analyng lnar vclac mdl..5. h Lalac ranfrm h frmula fr h Lalac ranfrm f h drvav f a funcn : L f f L f f f f f c..5. whr h ranfrm
More information10. A.C CIRCUITS. Theoretically current grows to maximum value after infinite time. But practically it grows to maximum after 5τ. Decay of current :
. A. IUITS Synopss : GOWTH OF UNT IN IUIT : d. When swch S s closed a =; = d. A me, curren = e 3. The consan / has dmensons of me and s called he nducve me consan ( τ ) of he crcu. 4. = τ; =.63, n one
More informationPower Decoupling Method for Isolated DC to Single-phase AC Converter using Matrix Converter
Pwer Decuplng Mehd fr Islaed DC Sngle-phase AC Cnverer usng Marx Cnverer Hrk Takahash, Nagsa Takaka, Raul Rber Rdrguez Guerrez and Jun-ch Ih Dep. f Elecrcal Engneerng Nagaka Unversy f Technlgy Nagaka,
More informationof Manchester The University COMP14112 Hidden Markov Models
COMP42 Lecure 8 Hidden Markov Model he Univeriy of Mancheer he Univeriy of Mancheer Hidden Markov Model a b2 0. 0. SAR 0.9 0.9 SOP b 0. a2 0. Imagine he and 2 are hidden o he daa roduced i a equence of
More informationMASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 15 10/30/2013. Ito integral for simple processes
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.65/15.7J Fall 13 Lecure 15 1/3/13 I inegral fr simple prcesses Cnen. 1. Simple prcesses. I ismery. Firs 3 seps in cnsrucing I inegral fr general prcesses 1 I inegral
More informationLecture 2 M/G/1 queues. M/G/1-queue
Lecure M/G/ queues M/G/-queue Posson arrval process Arbrary servce me dsrbuon Sngle server To deermne he sae of he sysem a me, we mus now The number of cusomers n he sysems N() Tme ha he cusomer currenly
More informationARISING INFORMATION REGULARITIES IN AN OBSERVER
ARISING INFORMATION REGULARITIES IN AN OBSERVER Vladr S. Lerner, USA, lernerv@gal.c Th nfran apprach develp Wheeler cncep f B a Oberver-Parcpar leadng fral decrpn f nfran prce fr prbablc bervan, eergng
More informationMechanics Physics 151
Mechancs Physcs 5 Lecure 9 Hamlonan Equaons of Moon (Chaper 8) Wha We Dd Las Tme Consruced Hamlonan formalsm H ( q, p, ) = q p L( q, q, ) H p = q H q = p H = L Equvalen o Lagrangan formalsm Smpler, bu
More informationComb Filters. Comb Filters
The smple flers dscussed so far are characered eher by a sngle passband and/or a sngle sopband There are applcaons where flers wh mulple passbands and sopbands are requred Thecomb fler s an example of
More informationJohn Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany
Herarchcal Markov Normal Mxure models wh Applcaons o Fnancal Asse Reurns Appendx: Proofs of Theorems and Condonal Poseror Dsrbuons John Geweke a and Gann Amsano b a Deparmens of Economcs and Sascs, Unversy
More informationComparison Of Single Stage And Two Stage Stage Grid-tie Inverters
Unvery f Cenral Flrda Elecrnc hee and Deran Maer he Open Acce Cmparn Of Sngle Sage And w Sage Sage Grd-e nverer 007 Keh Manfeld Unvery f Cenral Flrda Fnd mlar wrk a: hp://ar.lbrary.ucf.edu/ed Unvery f
More informationLecture VI Regression
Lecure VI Regresson (Lnear Mehods for Regresson) Conens: Lnear Mehods for Regresson Leas Squares, Gauss Markov heorem Recursve Leas Squares Lecure VI: MLSC - Dr. Sehu Vjayakumar Lnear Regresson Model M
More informationMechanics Physics 151
Mechancs Physcs 5 Lecure 9 Hamlonan Equaons of Moon (Chaper 8) Wha We Dd Las Tme Consruced Hamlonan formalsm Hqp (,,) = qp Lqq (,,) H p = q H q = p H L = Equvalen o Lagrangan formalsm Smpler, bu wce as
More informationPRINCE SULTAN UNIVERSITY Department of Mathematical Sciences Final Examination Second Semester (072) STAT 271.
PRINCE SULTAN UNIVERSITY Deparmen f Mahemaical Sciences Final Examinain Secnd Semeser 007 008 (07) STAT 7 Suden Name Suden Number Secin Number Teacher Name Aendance Number Time allwed is ½ hurs. Wrie dwn
More information