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Model-Based Processing
book

Model-Based Processing

by James V. Candy
March 2019
Intermediate to advanced content levelIntermediate to advanced
544 pages
15h 44m
English
Wiley
Content preview from Model-Based Processing

Index

  • a
  • a posteriori density  230
  • a posteriori particle  192
  • a posteriori probability  114, 115
  • accelerometer  297, 372
  • adaptive innovations processor  214
  • adaptive processor  214, 228
  • Akaike information criterion  50, 355, 363
  • all‐pole  67, 95
  • all‐pole model  48
  • all‐pole spectral density  49
  • all‐zero  67
  • AM modulator  182
  • annealing  192
  • antidiagonal  237
  • antidiagonal identity matrix  358
  • approximate Gauss–Markov process model  106
  • approximate Gaussian  149
  • approximate Kalman filtering  151
  • AR  48
  • AR model  49
  • area‐under‐curve  433
  • ARMAX  91
  • ARMAX model  90, 92, 94
  • array  439
  • array measurements  222
  • array theory  224
  • artificial dynamics  191
  • augmented data matrix  353
  • augmented instrumental variable  336
  • augmented state  441
  • augmented state equation  442
  • augmented state vector  198, 224, 444
  • augmented state‐space  442
  • autocorrelation function  55
  • autocorrelation matrix  59
  • autocovariance  39
  • Autoregressive  43
  • autoregressive method  60
  • Autoregressive model with exogeneous input  44
  • autoregressive moving average  44, 51
  • autoregressive‐moving average model with exogenous inputs  43
  • average information  358, 473
  • average log‐likelihood  359, 360
  • average mutual information  474
  • average periodogram method  47, 60
  • average spectrum  47
  • b
  • backsubstitution  350
  • backward shift operator  43, 49
  • balanced deterministic realization  282
  • balanced realization  239–241, 275, 305
  • balanced stochastic realization  338, 350
  • batch  205
  • Bayes' approach  116
  • Bayes' rule  188, 204, 206
  • Bayes' ...
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Publisher Resources

ISBN: 9781119457763Purchase book