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In this article, we present an overview of methods for sequential simulation from posterior distributions.
These methods are of particular interest in Bayesian filtering for discrete time dynamic models
that are typically nonlinear and non-Gaussian. A general importance sampling framework is developed
that unifies many of the methods which have been proposed over the last few decades in several
different Scientific disciplines. Novel extensions to the existing methods are also proposed.We showin
particular how to incorporate local linearisation methods similar to those which have previously been
employed in the deterministic filtering literature these lead to very effective importance distributions.
Furthermore we describe a method which uses Rao-Blackwellisation in order to take advantage of
the analytic structure present in some important classes of state-space models. In a final section we
develop algorithms for prediction, smoothing and evaluation of the likelihood in dynamic models.
標簽:
sequential
simulation
posterior
overview
上傳時間:
2015-12-31
上傳用戶:225588
-
This manual describes Freescale’s IEEE™ 802.15.4 Standard compliant MAC/PHY software. The Freescale 802.15.4 MAC/PHY software is designed for use with the Freescale MC1319x and MC1320x, family of short range, low power, 2.4 GHz Industrial, Scientific, and Medical (ISM) band transceivers, designed for use with the HCS08 Family of MCUs. The MAC/PHY software also works with the MC1321x family of short range, low power, 2.4 GHz ISM band transceivers that incorporate a low power 2.4 GHz radio frequency transceiver and an 8-bit microcontroller into a single LGA package.
Throughout this manual, the term transceiver refers to either the MC1319x, MC1320x, or the internal counterpart inside the MC1321x System in a Package (SiP).
標簽:
Freescale
describes
compliant
Standard
上傳時間:
2016-04-17
上傳用戶:caiiicc
-
cordic methods describe essentially the same algorithm that with suitably chosen inputs can be used to calculate a whole range of Scientific functions including sin, cos, tan, arctan, arcsin, arccos, sinh, cosh, tanh, arctanh, log, exp, square root and even multiply and divide.
the method dates back to volder [1959], and due to its versatility and compactness, it made possible the microcoding of the hp35 pocket Scientific calculator in 1972.
here is some code to illustrate the techniques. ive split the methods into three parts linear, circular and hyperbolic. in the hp35 microcode these would be unified into one function (for space reasons). because the linear mode can perform multiply and divide, you only need add/subtract and shift to complete the implementation.
you can select in the code whether to do the multiples and divides also by cordic means. other multiplies and divides are all powers of 2 (these dont count). to eliminate these too, would involve ieee hackery.
標簽:
essentially
algorithm
describe
suitably
上傳時間:
2017-03-02
上傳用戶:litianchu
-
This distribution contains source code for a simple object tracking
program using particle filtering. You need to have the OpenCV Library
and the GNU Scientific Library (GSL) installed to compile and use the
programs. See the below two links:
標簽:
distribution
contains
filterin
particle
上傳時間:
2017-04-08
上傳用戶:talenthn
-
For a programming language, Fortran has been around a long time. It was one
of the first widely used 鈥渉igh-level鈥?languages, as well as the first
programming language to be standardized. It is still the premier language for
Scientific and engineering computing applications.
The purpose of this handbook is to describe the latest version of this language,
Fortran 90. This chapter gives some history of the development and
standardization of Fortran and describes the notation used to specify the
syntax of Fortran 90.
標簽:
programming
language
Fortran
around
上傳時間:
2014-01-04
上傳用戶:6546544
-
During the past four years, most of our research activities have been focused on image but also video
and 3-D objects processing for security applications (watermarking and biometrics) and communications
(talking heads, interfaces), with a special emphasis on facial images. More about our work can be found
at http://www.eurecom.fr/~image.
Our research activities are conducted with the backing of several industrials, in particular France
Telecom Research and STMicroelectronics.
For the past few years, we have had a regular Scientific collaboration on Fractal Image Coding,
Watermarking and Biometrics with the University of California, Santa Barbara (UCSB), in particular with
Prof. K. Ros
標簽:
activities
research
focused
During
上傳時間:
2014-11-26
上傳用戶:123啊
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Finally, after a great deal of effort and hard work, you have obtained
the results you were trying to get for such a long time. You may be
so busy (and tired) that you don’t even realize that you have indeed
achieved a certain measure of success. Perhaps it will take a fewmore
months before you can present your work at a conference or submit it
to a Scientific journal.
標簽:
you
obtained
Finally
results
上傳時間:
2014-09-10
上傳用戶:Avoid98
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TPMath is a library of Scientific programs written in Pascal. Available in several versions according to the compiler, it is proposed as an alternative to the famous Numerical Recipes, for which the Pascal version is no longer developed, or to the Borland Numerical Methods Toolbox which is no longer available.
標簽:
delphi
math
上傳時間:
2015-03-06
上傳用戶:y_flin
-
Computational models are commonly used in engineering design and Scientific discovery activities for simulating
complex physical systems in disciplines such as fluid mechanics, structural dynamics, heat transfer, nonlinear
structural mechanics, shock physics, and many others. These simulators can be an enormous aid to engineers who
want to develop an understanding and/or predictive capability for complex behaviors typically observed in the
corresponding physical systems. Simulators often serve as virtual prototypes, where a set of predefined system
parameters, such as size or location dimensions and material properties, are adjusted to improve the performance
of a system, as defined by one or more system performance objectives. Such optimization or tuning of the
virtual prototype requires executing the simulator, evaluating performance objective(s), and adjusting the system
parameters in an iterative, automated, and directed way. System performance objectives can be formulated, for
example, to minimize weight, cost, or defects; to limit a critical temperature, stress, or vibration response; or
to maximize performance, reliability, throughput, agility, or design robustness. In addition, one would often
like to design computer experiments, run parameter studies, or perform uncertainty quantification (UQ). These
approaches reveal how system performance changes as a design or uncertain input variable changes. Sampling
methods are often used in uncertainty quantification to calculate a distribution on system performance measures,
and to understand which uncertain inputs contribute most to the variance of the outputs.
A primary goal for Dakota development is to provide engineers and other disciplinary scientists with a systematic
and rapid means to obtain improved or optimal designs or understand sensitivity or uncertainty using simulationbased
models. These capabilities generally lead to improved designs and system performance in earlier design
stages, alleviating dependence on physical prototypes and testing, shortening design cycles, and reducing product
development costs. In addition to providing this practical environment for answering system performance questions,
the Dakota toolkit provides an extensible platform for the research and rapid prototyping of customized
methods and meta-algorithms
標簽:
Optimization and Uncertainty Quantification
上傳時間:
2016-04-08
上傳用戶:huhu123456
-
Numerical recipes_ the art of Scientific computing-Cambridge University Press (2007)
標簽:
computing-Cambridge
University
Scientific
Numerical
recipes
Press
2007
art
the
of
上傳時間:
2016-05-04
上傳用戶:tingyc