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Nonlinear Filters
book

Nonlinear Filters

by Peyman Setoodeh, Saeid Habibi, Simon Haykin
April 2022
Intermediate to advanced content levelIntermediate to advanced
304 pages
8h 12m
English
Wiley
Content preview from Nonlinear Filters

1Introduction

1.1 State of a Dynamic System

In many branches of science and engineering, deriving a probabilistic model for sequential data plays a key role. System theory provides guidelines for studying the underlying dynamics of sequential data (time series). In describing a dynamic system, the notion of state is a key concept [1]:

According to the principle of causality, any dynamic system may be described from the state perspective. Deploying a state‐transition model allows for determining the future state of a system, bold x Subscript k Baseline element-of double-struck upper R Superscript n Super Subscript x, at any time instant k greater-than-or-equal-to k 0, given its initial state, bold x Subscript k 0, at time instant as well as the inputs to the system, , for . The output of the system, ...

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Publisher Resources

ISBN: 9781118835814Purchase Link