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New Bayesian approach helps you solve tough problems in signal processing with ease Signal processing is based on this fundamental concept—the extraction of critical information from noisy, uncertain data. Most techniques rely on underlying Gaussian assumptions for a solution, but what happens when these assumptions are erroneous? Bayesian techniques circumvent this limitation by offering a completely different approach that can easily incorporate non-Gaussian and nonlinear processes along with all of the usual methods currently available. This text enables readers to fully exploit the many advantages of the "Bayesian approach" to model-based signal processing. It clearly demonstrates the features of this powerful approach compared to the pure statistical methods found in other texts. Readers will discover how easily and effectively the Bayesian approach, coupled with the hierarchy of physics-based models developed throughout, can be applied to signal processing problems that previously seemed unsolvable. Bayesian Signal Processing features the latest generation of processors (particle filters) that have been enabled by the advent of high-speed/high-throughput computers. The Bayesian approach is uniformly developed in this book's algorithms, examples, applications, and case studies. Throughout this book, the emphasis is on nonlinear/non-Gaussian problems; however, some classical techniques (e.g. Kalman filters, unscented Kalman filters, Gaussian sums, grid-based filters, et al) are included to enable readers familiar with those methods to draw parallels between the two approaches. Special features include: Unified Bayesian treatment starting from the basics (Bayes's rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation techniques (sequential Monte Carlo sampling) Incorporates "classical" Kalman filtering for linear, linearized, and nonlinear systems; "modern" unscented Kalman filters; and the "next-generation" Bayesian particle filters Examples illustrate how theory can be applied directly to a variety of processing problems Case studies demonstrate how the Bayesian approach solves real-world problems in practice MATLAB notes at the end of each chapter help readers solve complex problems using readily available software commands and point out software packages available Problem sets test readers' knowledge and help them put their new skills into practice The basic Bayesian approach is emphasized throughout this text in order to enable the processor to rethink the approach to formulating and solving signal processing problems from the Bayesian perspective. This text brings readers from the classical methods of model-based signal processing to the next generation of processors that will clearly dominate the future of signal processing for years to come. With its many illustrations demonstrating the applicability of the Bayesian approach to real-world problems in signal processing, this text is essential for all students, scientists, and engineers who investigate and apply signal processing to their everyday problems.
Product Details :
Genre |
: Science |
Author |
: James V. Candy |
Publisher |
: John Wiley & Sons |
Release |
: 2011-09-20 |
File |
: 404 Pages |
ISBN-13 |
: 9781118210543 |
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BOOK EXCERPT:
Presents the Bayesian approach to statistical signal processing for a variety of useful model sets This book aims to give readers a unified Bayesian treatment starting from the basics (Baye’s rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation model-based techniques (sequential Monte Carlo sampling). This next edition incorporates a new chapter on “Sequential Bayesian Detection,” a new section on “Ensemble Kalman Filters” as well as an expansion of Case Studies that detail Bayesian solutions for a variety of applications. These studies illustrate Bayesian approaches to real-world problems incorporating detailed particle filter designs, adaptive particle filters and sequential Bayesian detectors. In addition to these major developments a variety of sections are expanded to “fill-in-the gaps” of the first edition. Here metrics for particle filter (PF) designs with emphasis on classical “sanity testing” lead to ensemble techniques as a basic requirement for performance analysis. The expansion of information theory metrics and their application to PF designs is fully developed and applied. These expansions of the book have been updated to provide a more cohesive discussion of Bayesian processing with examples and applications enabling the comprehension of alternative approaches to solving estimation/detection problems. The second edition of Bayesian Signal Processing features: “Classical” Kalman filtering for linear, linearized, and nonlinear systems; “modern” unscented and ensemble Kalman filters: and the “next-generation” Bayesian particle filters Sequential Bayesian detection techniques incorporating model-based schemes for a variety of real-world problems Practical Bayesian processor designs including comprehensive methods of performance analysis ranging from simple sanity testing and ensemble techniques to sophisticated information metrics New case studies on adaptive particle filtering and sequential Bayesian detection are covered detailing more Bayesian approaches to applied problem solving MATLAB® notes at the end of each chapter help readers solve complex problems using readily available software commands and point out other software packages available Problem sets included to test readers’ knowledge and help them put their new skills into practice Bayesian Signal Processing, Second Edition is written for all students, scientists, and engineers who investigate and apply signal processing to their everyday problems.
Product Details :
Genre |
: Technology & Engineering |
Author |
: James V. Candy |
Publisher |
: John Wiley & Sons |
Release |
: 2016-06-20 |
File |
: 712 Pages |
ISBN-13 |
: 9781119125488 |
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BOOK EXCERPT:
Treating VB approximation in signal processing, this monograph is for academic and industrial research groups in signal processing, data analysis, machine learning and identification. It reviews distributional approximation, showing that tractable algorithms for parametric model identification can be generated in off-line and on-line contexts.
Product Details :
Genre |
: Technology & Engineering |
Author |
: Václav Šmídl |
Publisher |
: Springer Science & Business Media |
Release |
: 2006-03-30 |
File |
: 241 Pages |
ISBN-13 |
: 9783540288206 |
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Product Details :
Genre |
: Signal processing |
Author |
: |
Publisher |
: |
Release |
: 2003 |
File |
: 718 Pages |
ISBN-13 |
: UIUC:30112061452105 |
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Product Details :
Genre |
: Integrated circuits |
Author |
: |
Publisher |
: |
Release |
: 2007 |
File |
: 528 Pages |
ISBN-13 |
: STANFORD:36105131886470 |
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Product Details :
Genre |
: Electro-acoustics |
Author |
: |
Publisher |
: |
Release |
: 1997 |
File |
: 798 Pages |
ISBN-13 |
: UCSD:31822023759491 |
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BOOK EXCERPT:
Noise is a perpetual problem for communications engineers, who strive to find new ways to improve the signal-to-noise ratio in communications systems. This edition provides a coherent and structured presentation of the theory and applications of statistical signal processing and noise reduction methods.
Product Details :
Genre |
: Science |
Author |
: Saeed V. Vaseghi |
Publisher |
: John Wiley & Sons |
Release |
: 2006-01-11 |
File |
: 486 Pages |
ISBN-13 |
: STANFORD:36105120973636 |
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BOOK EXCERPT:
Product Details :
Genre |
: Electro-acoustics |
Author |
: |
Publisher |
: |
Release |
: 1997 |
File |
: 944 Pages |
ISBN-13 |
: UCSD:31822023759434 |
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Product Details :
Genre |
: Electro-acoustics |
Author |
: Signal processing society |
Publisher |
: |
Release |
: 1999 |
File |
: 726 Pages |
ISBN-13 |
: 0780350413 |
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Product Details :
Genre |
: Image processing |
Author |
: |
Publisher |
: |
Release |
: 1993 |
File |
: 326 Pages |
ISBN-13 |
: UOM:39015033117998 |