I Let E(v! v 0 ) denote the event that v 0 is selected instead of v I The block error probability is the union of such events
|
|
- Lucinda Nelson
- 5 years ago
- Views:
Transcription
1 ED042 Error Conrol Coding Kodningseknik) Chaper 3: Opimal Decoding Mehods, Par ML Decoding Error Proailiy Sepemer 23, 203 ED042 Error Conrol Coding: Chaper 3 20 / 35 Pairwise Error Proailiy Assme ha v 2 C is ransmied and consider ML decoding of r A decoding error occrs if for some v 0 2 C a disance d = d H v,v 0 ) we have pr v 0 ) > pr v) he proailiy ha a code word a disance d is more likely han v is called he pairwise error proailiy p d BSC: r = v + e, e = w H e) errors a posiions where v 6= v 0 p d < d e=d d 2 e d e e e e) d e, d odd For even d he erm for e = d/2 adds wih proailiy /2 Boh cases can e pper onded y he Bhaacharyya parameer B: p d < 2 p d def e e) = B d Union Bond Le Ev! v 0 ) denoe he even ha v 0 is seleced insead of v he lock error proailiy is he nion of sch evens [ P B = P Ev! v 0 ) apple P Ev! v 0 ) v 0 2C v 0 6=v v 0 2C v 0 6=v Using he pairwise error proailiy p d we oain P B apple A d p d where A d denoes he nmer of codewords of weigh d Using he weigh enmeraor fncion AX)=A 0 + A X + A 2 X A X which always incldes he zero codeword, i.e., A 0 = ) we can wrie P B apple AX) X=pd ED042 Error Conrol Coding: Chaper 3 2 / 35 ED042 Error Conrol Coding: Chaper 3 22 / 35
2 Decoding Error Proailiy For he BSC he decoding error proailiy is pper onded y P B < A d 2 p d e e) = AX) p X=B=2 e e) For he AG channel he pairwise error proailiy ecomes r p d = Q 2dR E < exp 0 R E d 0 def = B d he ML decoding error proailiy for AG is hs pper onded y r P B < A d Q 2dR E 0 < AX) X=B=exp R E 0 eigh Enmeraor Examples Repeiion codes: C = {0,0,...,0),,,...,)} ) AX)= + X Reed-Mller codes R, m): = 2 m, K = m +, AX)= +2 m+ 2)X 2m + X heorem Macilliams deniy) he weigh enmeraor AX) of a code can e comped from he weigh enmeraor BX) of is dal code as follows: X AX)=2 K) + X) B + X Example: he weigh enmeraor of a single pariy-check SPC) code can e oained from ha of he repeiion code ED042 Error Conrol Coding: Chaper 3 23 / 35 ED042 Error Conrol Coding: Chaper 3 24 / 35 Error Bonds for Convolional Codes For convolional codes he pah weigh enmeraor )=n + n n w w + cons he nmer of pahs wih weigh w in he sae diagram ha sar and end in he zero sae A decoding error even corresponds o a deor from he correc pah in he rellis, called a rs nsead of he lock error proailiy we are ineresed in he rs error proailiy P rs apple n d p d < ) d=d X=B free wih B = 2 p e e) BSC) or B = exp R E AG) 0 Signal Flow Char he signal flow char can e oained from he sae diagram: 00 /0 0/00 he pah weigh enmeraor ) is hen comped from a se of linear eqaions: z = z z 2 = z + z 2 z 3 = z + z 2 ) )= 2 z 3 = 5 2 = k k+5 ED042 Error Conrol Coding: Chaper 3 25 / 35 ED042 Error Conrol Coding: Chaper 3 26 / 35
3 Recrsive Compaion of ) Example is possile o oain he weigh enmeraor y sccessive redcion of he signal flow char nsead of solving a sysem of eqaions he following elemenary operaions can e sed: 2 = + 2 ) = = + 2 ) ED042 Error Conrol Coding: Chaper Mason s gain formla provides a general sysemaic mehod for finding he ransfer fncion of a linear signal flow char Signal flow chars can e sed in many oher applicaions, e.g., elecrical neworks, aomaic conrol, = + ) = = 27 / 35 ED042 Error Conrol Coding: Chaper 3 28 / 35 MAP and APP Decoding MAP and APP Decoding A maximm a poseriori MAP) decoder delivers a is op he vecor pr ) P) = arg max P r) = arg max = arg max pr ) P) pr) can e implemened wih he Vieri algorihm y incorporaing he a priori proailiies Pi ) ino he ranch meric vales A symol-y-symol MAP decoder ops he esimaed symol i according o i = max Pi r) i 2{0,} An a poseriori proailiy APP) decoder provides sof ops for he op symols i insead of he hard decisions i Li ) = log ED042 Error Conrol Coding: Chaper 3 29 / 35 Pi = 0 r) :i =0 pr ) P) = log Pi = r) :i = pr ) P) signli )) 2 {+, } corresponds o a hard decision, Li ) delivers he reliailiy of he decision ED042 Error Conrol Coding: Chaper 3 30 / 35
4 mplemenaion of APP Decoding A recrsive calclaion in he rellis was proposed y Bahl, Cocke, Jelinek and Raviv BJCR) Consider all pahs ha pass hrogh he ranch s,s ): r < r r > = he proailiy of sch pahs can e facorized as follows = ps 0,s,r) =ps 0,r < ) ps,r s 0 ) pr > s) def = a s 0 ) g s 0,s) s) he Forward-Backward BCJR) Algorihm. Forward recrsion: =,...,L + m a s)= g s 0,s) a s 0 ), a 0 s)= s 0 if s = 0 0 s 6= 0 wih g s 0,s)=pr s 0,s) Ps s 0 )=pr v ) P ) 2. Backward recrsion: = L + m,...,2 s 0 )= s g s 0,s) s), 3. Sof op: =,...,L + m L i) )=log a s 0,s): i) =0 s 0,s): i) = a s)= if s = 0 0 s 6= 0 s 0 ) g s 0,s) s) s 0 ) g s 0,s) s) ED042 Error Conrol Coding: Chaper 3 3 / 35 ED042 Error Conrol Coding: Chaper 3 32 / 35 Log-Domain Formlaion he proailiies a he inp can also e represened as L-vales log-likelihood raios): L a i) = log P i) = 0 P i) =, L ch v j) = log p rj) v j) = 0 p r j) v j) = n case of an AG channel we have L ch v j) = 2 r j) s 2 Definiion he max operaor is defined as max x,y)=loge x + e y )=maxx,y)+log + e x y e can now simplify he compaions in he log-domain: log e loga e logg e log = max log a + log g + log) ED042 Error Conrol Coding: Chaper 3 33 / 35 he Log-Domain BCJR Algorihm Log-APP). Forward recrsion: =,...,L + m a s)=max s 0 g s 0,s)+a s 0 ), a 0 s)= wih g s 0,s)= K i= L a i) /2 i) 2. Backward recrsion: = L + m,...,2 s 0 )=max s 3. Sof op: =,...,L + m L i) )= max + j= g s 0,s)+ s), L+ms)= s 0,s): i) =0 max s 0,s): i) = a a 0 if s = 0 s 6= 0 L ch v j) /2 v j) s 0 )+g s 0,s)+ s) s 0 )+g s 0,s)+ s) ED042 Error Conrol Coding: Chaper 3 34 / 35 0 if s = 0 s 6= 0
5 Max-Log Approximaion he max operaor can e approximaed y max x,y) maxx,y) which neglecs an addiive erm in he range 0 < log + e x y apple log2 = Replacing he max y he max operaor resls in he Max-Log-APP or Max-Log-MAP algorihm he Max-Log-APP is sopimal simpler o implemen: forward and ackward recrsion are similar o Vieri algorihm can e shown ha he Max-Log-APP algorihm is eqivalen o he sof-op Vieri algorihm SOVA) y Hagenaer he opimal Log-APP algorihm can e simlified y approximaing he erm log + e z y piecewise linear fncions or y look-p ales ED042 Error Conrol Coding: Chaper 3 35 / 35
Solutions to the Exam Digital Communications I given on the 11th of June = 111 and g 2. c 2
Soluions o he Exam Digial Communicaions I given on he 11h of June 2007 Quesion 1 (14p) a) (2p) If X and Y are independen Gaussian variables, hen E [ XY ]=0 always. (Answer wih RUE or FALSE) ANSWER: False.
More information4.2 Continuous-Time Systems and Processes Problem Definition Let the state variable representation of a linear system be
4 COVARIANCE ROAGAION 41 Inrodcion Now ha we have compleed or review of linear sysems and random processes, we wan o eamine he performance of linear sysems ecied by random processes he sandard approach
More informationLocalization and Map Making
Localiaion and Map Making My old office DILab a UTK ar of he following noes are from he book robabilisic Roboics by S. Thrn W. Brgard and D. Fo Two Remaining Qesions Where am I? Localiaion Where have I
More informationIntroduction to Bayesian Estimation. McGill COMP 765 Sept 12 th, 2017
Inrodcion o Baesian Esimaion McGill COM 765 Sep 2 h 207 Where am I? or firs core problem Las class: We can model a robo s moions and he world as spaial qaniies These are no perfec and herefore i is p o
More informationDimitri Solomatine. D.P. Solomatine. Data-driven modelling (part 2). 2
Daa-driven modelling. Par. Daa-driven Arificial di Neural modelling. Newors Par Dimiri Solomaine Arificial neural newors D.P. Solomaine. Daa-driven modelling par. 1 Arificial neural newors ANN: main pes
More informationProbabilistic Robotics Sebastian Thrun-- Stanford
robabilisic Roboics Sebasian Thrn-- Sanford Inrodcion robabiliies Baes rle Baes filers robabilisic Roboics Ke idea: Eplici represenaion of ncerain sing he calcls of probabili heor ercepion sae esimaion
More informationChapter 3 Boundary Value Problem
Chaper 3 Boundary Value Problem A boundary value problem (BVP) is a problem, ypically an ODE or a PDE, which has values assigned on he physical boundary of he domain in which he problem is specified. Le
More informationL07. KALMAN FILTERING FOR NON-LINEAR SYSTEMS. NA568 Mobile Robotics: Methods & Algorithms
L07. KALMAN FILTERING FOR NON-LINEAR SYSTEMS NA568 Mobile Roboics: Mehods & Algorihms Today s Topic Quick review on (Linear) Kalman Filer Kalman Filering for Non-Linear Sysems Exended Kalman Filer (EKF)
More informationLecture 20: Riccati Equations and Least Squares Feedback Control
34-5 LINEAR SYSTEMS Lecure : Riccai Equaions and Leas Squares Feedback Conrol 5.6.4 Sae Feedback via Riccai Equaions A recursive approach in generaing he marix-valued funcion W ( ) equaion for i for he
More informationAn introduction to the theory of SDDP algorithm
An inroducion o he heory of SDDP algorihm V. Leclère (ENPC) Augus 1, 2014 V. Leclère Inroducion o SDDP Augus 1, 2014 1 / 21 Inroducion Large scale sochasic problem are hard o solve. Two ways of aacking
More informationMiscellanea Miscellanea
Miscellanea Miscellanea Miscellanea Miscellanea Miscellanea CENRAL EUROPEAN REVIEW OF ECONOMICS & FINANCE Vol., No. (4) pp. -6 bigniew Śleszński USING BORDERED MARICES FOR DURBIN WASON D SAISIC EVALUAION
More informationSpring Ammar Abu-Hudrouss Islamic University Gaza
Chaper 7 Reed-Solomon Code Spring 9 Ammar Abu-Hudrouss Islamic Universiy Gaza ١ Inroducion A Reed Solomon code is a special case of a BCH code in which he lengh of he code is one less han he size of he
More informationDESIGN OF TENSION MEMBERS
CHAPTER Srcral Seel Design LRFD Mehod DESIGN OF TENSION MEMBERS Third Ediion A. J. Clark School of Engineering Deparmen of Civil and Environmenal Engineering Par II Srcral Seel Design and Analysis 4 FALL
More informationGeorey E. Hinton. University oftoronto. Technical Report CRG-TR February 22, Abstract
Parameer Esimaion for Linear Dynamical Sysems Zoubin Ghahramani Georey E. Hinon Deparmen of Compuer Science Universiy oftorono 6 King's College Road Torono, Canada M5S A4 Email: zoubin@cs.orono.edu Technical
More informationUNIVERSITY OF CALIFORNIA College of Engineering Department of Electrical Engineering and Computer Sciences EECS 121 FINAL EXAM
Name: UNIVERSIY OF CALIFORNIA College of Engineering Deparmen of Elecrical Engineering and Compuer Sciences Professor David se EECS 121 FINAL EXAM 21 May 1997, 5:00-8:00 p.m. Please wrie answers on blank
More informationA Mathematical model to Solve Reaction Diffusion Equation using Differential Transformation Method
Inernaional Jornal of Mahemaics Trends and Technology- Volme Isse- A Mahemaical model o Solve Reacion Diffsion Eqaion sing Differenial Transformaion Mehod Rahl Bhadaria # A.K. Singh * D.P Singh # #Deparmen
More informationThe Research of Active Disturbance Rejection Control on Shunt Hybrid Active Power Filter
Available online a www.sciencedirec.com Procedia Engineering 29 (2) 456 46 2 Inernaional Workshop on Informaion and Elecronics Engineering (IWIEE) The Research of Acive Disrbance Rejecion Conrol on Shn
More informationUncertainty & Localization I
Advanced Roboics Uncerain & Localiaion I Moivaion Inrodcion basics represening ncerain Gassian Filers Kalman Filer eended Kalman Filer nscened Kalman Filer Agenda Localiaion Eample For Legged Leage Non-arameric
More informationNMR Spectroscopy: Principles and Applications. Nagarajan Murali 1D - Methods Lecture 5
NMR pecroscop: Principles and Applicaions Nagarajan Murali D - Mehods Lecure 5 D-NMR To full appreciae he workings of D NMR eperimens we need o a leas consider wo coupled spins. omeimes we need o go up
More informationRedundancy Allocation of Partitioned Linear Block Codes
Redndancy Allocaion of Pariioned Linear Block Codes Yongjne Kim and B. V. K. Vijaya Kmar De. of Elecrical & Comer Eng., Daa Sorage Sysems Cener DSSC Carnegie Mellon Universiy Pisbrgh, PA, USA Email: yongjnekim@cm.ed,
More informationINTRODUCTION TO MACHINE LEARNING 3RD EDITION
ETHEM ALPAYDIN The MIT Press, 2014 Lecure Slides for INTRODUCTION TO MACHINE LEARNING 3RD EDITION alpaydin@boun.edu.r hp://www.cmpe.boun.edu.r/~ehem/i2ml3e CHAPTER 2: SUPERVISED LEARNING Learning a Class
More informationCHAPTER 2 Signals And Spectra
CHAPER Signals And Specra Properies of Signals and Noise In communicaion sysems he received waveform is usually caegorized ino he desired par conaining he informaion, and he undesired par. he desired par
More informationSoft Sensor for CO x Content in Tail Gas of PX Oxidation Side Reactions Based on Particle Filters and EM Algorithm
Availale online a www.sciencedirec.com ScienceDirec IERI Procedia 6 ( 24 ) 63 7 23 Inernaional Conference on Fre Sofware Engineering and Mlimedia Engineering Sof Sensor for CO x Conen in ail Gas of PX
More informationComparing Means: t-tests for One Sample & Two Related Samples
Comparing Means: -Tess for One Sample & Two Relaed Samples Using he z-tes: Assumpions -Tess for One Sample & Two Relaed Samples The z-es (of a sample mean agains a populaion mean) is based on he assumpion
More informationd 1 = c 1 b 2 - b 1 c 2 d 2 = c 1 b 3 - b 1 c 3
and d = c b - b c c d = c b - b c c This process is coninued unil he nh row has been compleed. The complee array of coefficiens is riangular. Noe ha in developing he array an enire row may be divided or
More information3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon
3..3 INRODUCION O DYNAMIC OPIMIZAION: DISCREE IME PROBLEMS A. he Hamilonian and Firs-Order Condiions in a Finie ime Horizon Define a new funcion, he Hamilonian funcion, H. H he change in he oal value of
More informationApplied Econometrics GARCH Models - Extensions. Roman Horvath Lecture 2
Applied Economerics GARCH Models - Exensions Roman Horva Lecre Conens GARCH EGARCH, GARCH-M Mlivariae GARCH Sylized facs in finance Unpredicabiliy Volailiy Fa ails Efficien markes Time-varying (rblen vs.
More informationAugmented Reality II - Kalman Filters - Gudrun Klinker May 25, 2004
Augmened Realiy II Kalman Filers Gudrun Klinker May 25, 2004 Ouline Moivaion Discree Kalman Filer Modeled Process Compuing Model Parameers Algorihm Exended Kalman Filer Kalman Filer for Sensor Fusion Lieraure
More informationTwo Popular Bayesian Estimators: Particle and Kalman Filters. McGill COMP 765 Sept 14 th, 2017
Two Popular Bayesian Esimaors: Paricle and Kalman Filers McGill COMP 765 Sep 14 h, 2017 1 1 1, dx x Bel x u x P x z P Recall: Bayes Filers,,,,,,, 1 1 1 1 u z u x P u z u x z P Bayes z = observaion u =
More informationA Comparison Among Homotopy Perturbation Method And The Decomposition Method With The Variational Iteration Method For Dispersive Equation
Inernaional Jornal of Basic & Applied Sciences IJBAS-IJENS Vol:9 No: A Comparison Among Homoopy Perrbaion Mehod And The Decomposiion Mehod Wih The Variaional Ieraion Mehod For Dispersive Eqaion Hasan BULUT*
More informationApplications in Industry (Extended) Kalman Filter. Week Date Lecture Title
hp://elec34.com Applicaions in Indusry (Eended) Kalman Filer 26 School of Informaion echnology and Elecrical Engineering a he Universiy of Queensland Lecure Schedule: Week Dae Lecure ile 29-Feb Inroducion
More informationSpace truss bridge optimization by dynamic programming and linear programming
306 IABSE-JSCE Join Conference on Advances in Bridge Engineering-III, Ags 1-, 015, Dhaka, Bangladesh. ISBN: 978-984-33-9313-5 Amin, Oki, Bhiyan, Ueda (eds.) www.iabse-bd.org Space rss bridge opimizaion
More informationCompatible Versus Regular Well-Posed Linear Systems
Compaible Verss eglar Well-Posed Linear Sysems Olof J. Saffans Deparmen of Mahemaics Åbo Akademi Universiy FIN-25 Åbo, Finland Olof.Saffans@abo.fi hp://www.abo.fi/ saffans/ George Weiss Dep. of Elecr.
More informationNonlinear Network Structures for Optimal Control
Nonlinear Neork Srcres or Opimal Conrol Cheng ao & Frank. eis Advanced Conrols & Sensors Grop Aomaion & Roboics Research Insie (ARRI) he Universiy o eas a Arlingon Slide Neral Neork Solion or Fied-Final
More informationMTH Feburary 2012 Final term PAPER SOLVED TODAY s Paper
MTH401 7 Feburary 01 Final erm PAPER SOLVED TODAY s Paper Toal Quesion: 5 Mcqz: 40 Subjecive quesion: 1 4 q of 5 marks 4 q of 3 marks 4 q of marks Guidelines: Prepare his file as I included all pas papers
More informationMechanical Fatigue and Load-Induced Aging of Loudspeaker Suspension. Wolfgang Klippel,
Mechanical Faigue and Load-Induced Aging of Loudspeaker Suspension Wolfgang Klippel, Insiue of Acousics and Speech Communicaion Dresden Universiy of Technology presened a he ALMA Symposium 2012, Las Vegas
More informationModal identification of structures from roving input data by means of maximum likelihood estimation of the state space model
Modal idenificaion of srucures from roving inpu daa by means of maximum likelihood esimaion of he sae space model J. Cara, J. Juan, E. Alarcón Absrac The usual way o perform a forced vibraion es is o fix
More informationGMM - Generalized Method of Moments
GMM - Generalized Mehod of Momens Conens GMM esimaion, shor inroducion 2 GMM inuiion: Maching momens 2 3 General overview of GMM esimaion. 3 3. Weighing marix...........................................
More informationRobot Motion Model EKF based Localization EKF SLAM Graph SLAM
Robo Moion Model EKF based Localizaion EKF SLAM Graph SLAM General Robo Moion Model Robo sae v r Conrol a ime Sae updae model Noise model of robo conrol Noise model of conrol Robo moion model
More informationLecture 2 October ε-approximation of 2-player zero-sum games
Opimizaion II Winer 009/10 Lecurer: Khaled Elbassioni Lecure Ocober 19 1 ε-approximaion of -player zero-sum games In his lecure we give a randomized ficiious play algorihm for obaining an approximae soluion
More informationMat 267 Engineering Calculus III Updated on 04/30/ x 4y 4z 8x 16y / 4 0. x y z x y. 4x 4y 4z 24x 16y 8z.
Ma 67 Engineering Calcls III Updaed on 04/0/0 r. Firoz Tes solion:. a) Find he cener and radis of he sphere 4 4 4z 8 6 0 z ( ) ( ) z / 4 The cener is a (, -, 0), and radis b) Find he cener and radis of
More informationSpeaker Adaptation Techniques For Continuous Speech Using Medium and Small Adaptation Data Sets. Constantinos Boulis
Speaker Adapaion Techniques For Coninuous Speech Using Medium and Small Adapaion Daa Ses Consaninos Boulis Ouline of he Presenaion Inroducion o he speaker adapaion problem Maximum Likelihood Sochasic Transformaions
More informationArticle from. Predictive Analytics and Futurism. July 2016 Issue 13
Aricle from Predicive Analyics and Fuurism July 6 Issue An Inroducion o Incremenal Learning By Qiang Wu and Dave Snell Machine learning provides useful ools for predicive analyics The ypical machine learning
More informationSTOCHASTIC CONTROL: ALTERNATIVE TOOL IN INSURANCE RISK MANAGEMENT. M. Castillo. School of Actuarial Studies, University of New South Wales, Australia
STOCHASTIC CONTROL: ALTERNATIVE TOOL IN INSURANCE RISK MANAGEMENT M Casillo School of Acarial Sdies, Universiy of New Soh Wales, Asralia Asrac This srvey paper aims o presen recen rends and developmen
More informationLongest Common Prefixes
Longes Common Prefixes The sandard ordering for srings is he lexicographical order. I is induced by an order over he alphabe. We will use he same symbols (,
More informationAn recursive analytical technique to estimate time dependent physical parameters in the presence of noise processes
WHAT IS A KALMAN FILTER An recursive analyical echnique o esimae ime dependen physical parameers in he presence of noise processes Example of a ime and frequency applicaion: Offse beween wo clocks PREDICTORS,
More informationBlock Diagram of a DCS in 411
Informaion source Forma A/D From oher sources Pulse modu. Muliplex Bandpass modu. X M h: channel impulse response m i g i s i Digial inpu Digial oupu iming and synchronizaion Digial baseband/ bandpass
More informationChapter 5 Digital PID control algorithm. Hesheng Wang Department of Automation,SJTU 2016,03
Chaper 5 Digial PID conrol algorihm Hesheng Wang Deparmen of Auomaion,SJTU 216,3 Ouline Absrac Quasi-coninuous PID conrol algorihm Improvemen of sandard PID algorihm Choosing parameer of PID regulaor Brief
More informationA CLASS OF NON-BINARY LDPC CODES
A CLASS OF NON-BINARY LDPC CODES A Thesis by DEEPAK GILRA Submied o he Office of Graduae Sudies of Texas A&M Universiy in parial fulfillmen of he requiremens for he degree of MASTER OF SCIENCE May 23 Major
More informationSrednicki Chapter 20
Srednicki Chaper QFT Problems & Solions. George Ocober 4, Srednicki.. Verify eqaion.7. Using eqaion.7,., and he fac ha m = in his limi, or ask is o evalae his inegral:! x x x dx dx dx x sx + x + x + x
More informationSuboptimal MIMO Detector based on Viterbi Algorithm
Proceedings of he 7h WSEAS Inernaional Conference on ulimedia Sysems & Signal Processing, Hangzhou, China, April 5-7, 007 9 Subopimal IO Deecor based on Vierbi Algorihm Jin Lee and Sin-Chong Park Sysem
More informationPROBLEMS FOR MATH 162 If a problem is starred, all subproblems are due. If only subproblems are starred, only those are due. SLOPES OF TANGENT LINES
PROBLEMS FOR MATH 6 If a problem is sarred, all subproblems are due. If onl subproblems are sarred, onl hose are due. 00. Shor answer quesions. SLOPES OF TANGENT LINES (a) A ball is hrown ino he air. Is
More informationModel Reduction for Dynamical Systems Lecture 6
Oo-von-Guericke Universiä Magdeburg Faculy of Mahemaics Summer erm 07 Model Reducion for Dynamical Sysems ecure 6 v eer enner and ihong Feng Max lanck Insiue for Dynamics of Complex echnical Sysems Compuaional
More information556: MATHEMATICAL STATISTICS I
556: MATHEMATICAL STATISTICS I INEQUALITIES 5.1 Concenraion and Tail Probabiliy Inequaliies Lemma (CHEBYCHEV S LEMMA) c > 0, If X is a random variable, hen for non-negaive funcion h, and P X [h(x) c] E
More informationLAPLACE TRANSFORM AND TRANSFER FUNCTION
CHBE320 LECTURE V LAPLACE TRANSFORM AND TRANSFER FUNCTION Professor Dae Ryook Yang Spring 2018 Dep. of Chemical and Biological Engineering 5-1 Road Map of he Lecure V Laplace Transform and Transfer funcions
More informationMONTE CARLO TRACKING ON THE RIEMANNIAN MANIFOLD OF MULTIVARIATE NORMAL DISTRIBUTIONS. Hichem Snoussi and Cédric Richard
ONTE CARLO TRACKING ON THE RIEANNIAN ANIFOLD OF ULTIVARIATE NORAL DISTRIBUTIONS. Hichem Snoussi and Cédric Richard Charles Delaunay Insiue, FRE CNRS 2848, Universiy of Technology of Troyes, France Email
More informationIn this chapter the model of free motion under gravity is extended to objects projected at an angle. When you have completed it, you should
Cambridge Universiy Press 978--36-60033-7 Cambridge Inernaional AS and A Level Mahemaics: Mechanics Coursebook Excerp More Informaion Chaper The moion of projeciles In his chaper he model of free moion
More informationAnnouncements. Recap: Filtering. Recap: Reasoning Over Time. Example: State Representations for Robot Localization. Particle Filtering
Inroducion o Arificial Inelligence V22.0472-001 Fall 2009 Lecure 18: aricle & Kalman Filering Announcemens Final exam will be a 7pm on Wednesday December 14 h Dae of las class 1.5 hrs long I won ask anyhing
More informationKINEMATICS IN ONE DIMENSION
KINEMATICS IN ONE DIMENSION PREVIEW Kinemaics is he sudy of how hings move how far (disance and displacemen), how fas (speed and velociy), and how fas ha how fas changes (acceleraion). We say ha an objec
More informationFinancial Econometrics Kalman Filter: some applications to Finance University of Evry - Master 2
Financial Economerics Kalman Filer: some applicaions o Finance Universiy of Evry - Maser 2 Eric Bouyé January 27, 2009 Conens 1 Sae-space models 2 2 The Scalar Kalman Filer 2 21 Presenaion 2 22 Summary
More informationPredictive Control of Parabolic PDEs with State and Control Constraints*
Predicive Conrol of Parabolic PDEs wih Sae and Conrol Consrains* Sevan Dbljevic, Nael H. El-Farra, Prashan Mhaskar, and Panagiois D. Chrisofides Deparmen of Chemical Engineering Universiy of California,
More informationHidden Markov Models. Adapted from. Dr Catherine Sweeney-Reed s slides
Hidden Markov Models Adaped from Dr Caherine Sweeney-Reed s slides Summary Inroducion Descripion Cenral in HMM modelling Exensions Demonsraion Specificaion of an HMM Descripion N - number of saes Q = {q
More information!!"#"$%&#'()!"#&'(*%)+,&',-)./0)1-*23)
"#"$%&#'()"#&'(*%)+,&',-)./)1-*) #$%&'()*+,&',-.%,/)*+,-&1*#$)()5*6$+$%*,7&*-'-&1*(,-&*6&,7.$%$+*&%'(*8$&',-,%'-&1*(,-&*6&,79*(&,%: ;..,*&1$&$.$%&'()*1$$.,'&',-9*(&,%)?%*,('&5
More informationDiebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles
Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance
More informationRL Lecture 7: Eligibility Traces. R. S. Sutton and A. G. Barto: Reinforcement Learning: An Introduction 1
RL Lecure 7: Eligibiliy Traces R. S. Suon and A. G. Baro: Reinforcemen Learning: An Inroducion 1 N-sep TD Predicion Idea: Look farher ino he fuure when you do TD backup (1, 2, 3,, n seps) R. S. Suon and
More informationA Primal-Dual Type Algorithm with the O(1/t) Convergence Rate for Large Scale Constrained Convex Programs
PROC. IEEE CONFERENCE ON DECISION AND CONTROL, 06 A Primal-Dual Type Algorihm wih he O(/) Convergence Rae for Large Scale Consrained Convex Programs Hao Yu and Michael J. Neely Absrac This paper considers
More informationOptimal Stochastic Control in Continuous Time with Wiener Processes: General Results and Applications to Optimal Wildlife Management
Iranian Jornal of Operaions Research Vol. 8, No., 017, pp. 58-67 Downloaded from iors.ir a 1:47 +0330 on Wednesday November 14h 018 [ DOI: 10.95/iors.8..58 ] Opimal Sochasic Conrol in Coninos Time wih
More informationT L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB
Elecronic Companion EC.1. Proofs of Technical Lemmas and Theorems LEMMA 1. Le C(RB) be he oal cos incurred by he RB policy. Then we have, T L E[C(RB)] 3 E[Z RB ]. (EC.1) Proof of Lemma 1. Using he marginal
More informationSub Module 2.6. Measurement of transient temperature
Mechanical Measuremens Prof. S.P.Venkaeshan Sub Module 2.6 Measuremen of ransien emperaure Many processes of engineering relevance involve variaions wih respec o ime. The sysem properies like emperaure,
More informationHidden Markov Models
Hidden Markov Models Probabilisic reasoning over ime So far, we ve mosly deal wih episodic environmens Excepions: games wih muliple moves, planning In paricular, he Bayesian neworks we ve seen so far describe
More informationRecursive Least-Squares Fixed-Interval Smoother Using Covariance Information based on Innovation Approach in Linear Continuous Stochastic Systems
8 Froniers in Signal Processing, Vol. 1, No. 1, July 217 hps://dx.doi.org/1.2266/fsp.217.112 Recursive Leas-Squares Fixed-Inerval Smooher Using Covariance Informaion based on Innovaion Approach in Linear
More informationu(x) = e x 2 y + 2 ) Integrate and solve for x (1 + x)y + y = cos x Answer: Divide both sides by 1 + x and solve for y. y = x y + cos x
. 1 Mah 211 Homework #3 February 2, 2001 2.4.3. y + (2/x)y = (cos x)/x 2 Answer: Compare y + (2/x) y = (cos x)/x 2 wih y = a(x)x + f(x)and noe ha a(x) = 2/x. Consequenly, an inegraing facor is found wih
More informationInnova Junior College H2 Mathematics JC2 Preliminary Examinations Paper 2 Solutions 0 (*)
Soluion 3 x 4x3 x 3 x 0 4x3 x 4x3 x 4x3 x 4x3 x x 3x 3 4x3 x Innova Junior College H Mahemaics JC Preliminary Examinaions Paper Soluions 3x 3 4x 3x 0 4x 3 4x 3 0 (*) 0 0 + + + - 3 3 4 3 3 3 3 Hence x or
More informationOn the probabilistic stability of the monomial functional equation
Available online a www.jnsa.com J. Nonlinear Sci. Appl. 6 (013), 51 59 Research Aricle On he probabilisic sabiliy of he monomial funcional equaion Claudia Zaharia Wes Universiy of Timişoara, Deparmen of
More informationA Distributed Multiple-Target Identity Management Algorithm in Sensor Networks
A Disribued Muliple-Targe Ideniy Managemen Algorihm in Sensor Neworks Inseok Hwang, Kaushik Roy, Hamsa Balakrishnan, and Claire Tomlin Dep. of Aeronauics and Asronauics, Sanford Universiy, CA 94305 Dep.
More informationProbabilistic Robotics
Probabilisic Roboics Bayes Filer Implemenaions Gaussian filers Bayes Filer Reminder Predicion bel p u bel d Correcion bel η p z bel Gaussians : ~ π e p N p - Univariae / / : ~ μ μ μ e p Ν p d π Mulivariae
More informationADDITIONAL PROBLEMS (a) Find the Fourier transform of the half-cosine pulse shown in Fig. 2.40(a). Additional Problems 91
ddiional Problems 9 n inverse relaionship exiss beween he ime-domain and freuency-domain descripions of a signal. Whenever an operaion is performed on he waveform of a signal in he ime domain, a corresponding
More informationSTATE-SPACE MODELLING. A mass balance across the tank gives:
B. Lennox and N.F. Thornhill, 9, Sae Space Modelling, IChemE Process Managemen and Conrol Subjec Group Newsleer STE-SPACE MODELLING Inroducion: Over he pas decade or so here has been an ever increasing
More informationResource Allocation in Visible Light Communication Networks NOMA vs. OFDMA Transmission Techniques
Resource Allocaion in Visible Ligh Communicaion Neworks NOMA vs. OFDMA Transmission Techniques Eirini Eleni Tsiropoulou, Iakovos Gialagkolidis, Panagiois Vamvakas, and Symeon Papavassiliou Insiue of Communicaions
More informationTHE DARBOUX TRIHEDRONS OF REGULAR CURVES ON A REGULAR TIME-LIKE SURFACE. Emin Özyilmaz
Mahemaical and Compaional Applicaions, Vol. 9, o., pp. 7-8, 04 THE DARBOUX TRIHEDROS OF REULAR CURVES O A REULAR TIME-LIKE SURFACE Emin Özyilmaz Deparmen of Mahemaics, Facly of Science, Ee Uniersiy, TR-500
More informationPH2130 Mathematical Methods Lab 3. z x
PH130 Mahemaical Mehods Lab 3 This scrip shold keep yo bsy for he ne wo weeks. Yo shold aim o creae a idy and well-srcred Mahemaica Noebook. Do inclde plenifl annoaions o show ha yo know wha yo are doing,
More informationDifferential Equations
Mah 21 (Fall 29) Differenial Equaions Soluion #3 1. Find he paricular soluion of he following differenial equaion by variaion of parameer (a) y + y = csc (b) 2 y + y y = ln, > Soluion: (a) The corresponding
More informationLinear Gaussian State Space Models
Linear Gaussian Sae Space Models Srucural Time Series Models Level and Trend Models Basic Srucural Model (BSM Dynamic Linear Models Sae Space Model Represenaion Level, Trend, and Seasonal Models Time Varying
More informationComputers and Mathematics with Applications
Compers and Mahemaics wih Applicaions 59 (00) 80 809 Conens liss available a ScienceDirec Compers and Mahemaics wih Applicaions jornal homepage: www.elsevier.com/locae/camwa Solving fracional bondary vale
More informationIB Physics Kinematics Worksheet
IB Physics Kinemaics Workshee Wrie full soluions and noes for muliple choice answers. Do no use a calculaor for muliple choice answers. 1. Which of he following is a correc definiion of average acceleraion?
More informationSome Basic Information about M-S-D Systems
Some Basic Informaion abou M-S-D Sysems 1 Inroducion We wan o give some summary of he facs concerning unforced (homogeneous) and forced (non-homogeneous) models for linear oscillaors governed by second-order,
More informationLearning a Class from Examples. Training set X. Class C 1. Class C of a family car. Output: Input representation: x 1 : price, x 2 : engine power
Alpaydin Chaper, Michell Chaper 7 Alpaydin slides are in urquoise. Ehem Alpaydin, copyrigh: The MIT Press, 010. alpaydin@boun.edu.r hp://www.cmpe.boun.edu.r/ ehem/imle All oher slides are based on Michell.
More informationTemporal probability models
Temporal probabiliy models CS194-10 Fall 2011 Lecure 25 CS194-10 Fall 2011 Lecure 25 1 Ouline Hidden variables Inerence: ilering, predicion, smoohing Hidden Markov models Kalman ilers (a brie menion) Dynamic
More informationOnline Appendix to Solution Methods for Models with Rare Disasters
Online Appendix o Soluion Mehods for Models wih Rare Disasers Jesús Fernández-Villaverde and Oren Levinal In his Online Appendix, we presen he Euler condiions of he model, we develop he pricing Calvo block,
More informationSOLVING AN OPTIMAL CONTROL PROBLEM WITH MATLAB
SOLVING AN OPIMAL CONROL PROBLEM WIH MALAB RGeeharamani, SSviha Assisan Proessor, Researh Sholar KG College O Ars and Siene Absra: In his paper, we presens a Ponryagin Priniple or Bolza problem he proedre
More informationOptimal Control and Online Game Solutions Using Ui ADP.
F.L. Lewis, K. Vamvodais Aomaion & Roboics Research Insie (ARRI) he Universiy of exas a Arlingon and Opimal Conrol and Online Game Solions Using Ui ADP ADP Using Op Feedbac Dragna Vrabie Senior Research
More informationIntroduction to Mobile Robotics
Inroducion o Mobile Roboics Bayes Filer Kalman Filer Wolfram Burgard Cyrill Sachniss Giorgio Grisei Maren Bennewiz Chrisian Plagemann Bayes Filer Reminder Predicion bel p u bel d Correcion bel η p z bel
More information, u denotes uxt (,) and u. mean first partial derivatives of u with respect to x and t, respectively. Equation (1.1) can be simply written as
Proceedings of he rd IMT-GT Regional Conference on Mahemaics Saisics and Applicaions Universii Sains Malaysia ANALYSIS ON () + () () = G( ( ) ()) Jessada Tanhanch School of Mahemaics Insie of Science Sranaree
More information4.6 One Dimensional Kinematics and Integration
4.6 One Dimensional Kinemaics and Inegraion When he acceleraion a( of an objec is a non-consan funcion of ime, we would like o deermine he ime dependence of he posiion funcion x( and he x -componen of
More informationAsymptotic Solution of the Anti-Plane Problem for a Two-Dimensional Lattice
Asympoic Solion of he Ani-Plane Problem for a Two-Dimensional Laice N.I. Aleksandrova N.A. Chinakal Insie of Mining, Siberian Branch, Rssian Academy of Sciences, Krasnyi pr. 91, Novosibirsk, 6391 Rssia,
More informationCHAPTER 6: FIRST-ORDER CIRCUITS
EEE5: CI CUI T THEOY CHAPTE 6: FIST-ODE CICUITS 6. Inroducion This chaper considers L and C circuis. Applying he Kirshoff s law o C and L circuis produces differenial equaions. The differenial equaions
More informationdt = C exp (3 ln t 4 ). t 4 W = C exp ( ln(4 t) 3) = C(4 t) 3.
Mah Rahman Exam Review Soluions () Consider he IVP: ( 4)y 3y + 4y = ; y(3) = 0, y (3) =. (a) Please deermine he longes inerval for which he IVP is guaraneed o have a unique soluion. Soluion: The disconinuiies
More informationSimplified Implementation of the MAP Decoder. Shouvik Ganguly. ECE 259B Final Project Presentation
Simplified Implementation of the MAP Decoder Shouvik Ganguly ECE 259B Final Project Presentation Introduction : MAP Decoder û k = arg max i {0,1} Pr[u k = i R N 1 ] LAPPR Λ k = log Pr[u k = 1 R N 1 ] Pr[u
More informationMATH 128A, SUMMER 2009, FINAL EXAM SOLUTION
MATH 28A, SUMME 2009, FINAL EXAM SOLUTION BENJAMIN JOHNSON () (8 poins) [Lagrange Inerpolaion] (a) (4 poins) Le f be a funcion defined a some real numbers x 0,..., x n. Give a defining equaion for he Lagrange
More informationWEEK-3 Recitation PHYS 131. of the projectile s velocity remains constant throughout the motion, since the acceleration a x
WEEK-3 Reciaion PHYS 131 Ch. 3: FOC 1, 3, 4, 6, 14. Problems 9, 37, 41 & 71 and Ch. 4: FOC 1, 3, 5, 8. Problems 3, 5 & 16. Feb 8, 018 Ch. 3: FOC 1, 3, 4, 6, 14. 1. (a) The horizonal componen of he projecile
More information