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Introduction to the Statistics of Poisson Processes and Applications

Posted By: AvaxGenius
Introduction to the Statistics of Poisson Processes and Applications

Introduction to the Statistics of Poisson Processes and Applications by Yury A. Kutoyants
English | PDF EPUB (True) | 2023 | 683 Pages | ISBN : 3031370538 | 78.3 MB

This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous disciplines, including astronomy, biology, ecology, geology, seismology, medicine, physics, statistical mechanics, economics, image processing, forestry, telecommunications, insurance and finance, reliability, queuing theory, wireless networks, and localisation of sources.

Bayesian Real-Time System Identification: From Centralized to Distributed Approach

Posted By: AvaxGenius
Bayesian Real-Time System Identification: From Centralized to Distributed Approach

Bayesian Real-Time System Identification: From Centralized to Distributed Approach by Ke Huang , Ka-Veng Yuen
English | PDF,EPUB | 2023 | 286 Pages | ISBN : 9819905923 | 90.6 MB

This book introduces some recent developments in Bayesian real-time system identification. It contains two different perspectives on data processing for system identification, namely centralized and distributed. A centralized Bayesian identification framework is presented to address challenging problems of real-time parameter estimation, which covers outlier detection, system, and noise parameters tracking. Besides, real-time Bayesian model class selection is introduced to tackle model misspecification problem. On the other hand, a distributed Bayesian identification framework is presented to handle asynchronous data and multiple outlier corrupted data. This book provides sufficient background to follow Bayesian methods for solving real-time system identification problems in civil and other engineering disciplines. The illustrative examples allow the readers to quickly understand the algorithms and associated applications. This book is intended for graduate students and researchers in civil and mechanical engineering. Practitioners can also find useful reference guide for solving engineering problems.

Data Assimilation Fundamentals: A Unified Formulation of the State and Parameter Estimation Problem

Posted By: AvaxGenius
Data Assimilation Fundamentals: A Unified Formulation of the State and Parameter Estimation Problem

Data Assimilation Fundamentals: A Unified Formulation of the State and Parameter Estimation Problem by Geir Evensen
English | PDF,EPUB | 2022 | 251 Pages | ISBN : 3030967085 | 55.7 MB

This textbook's significant contribution is the unified derivation of data-assimilation techniques from a common fundamental and optimal starting point, namely Bayes' theorem. Unique for this book is the "top-down" derivation of the assimilation methods. It starts from Bayes theorem and gradually introduces the assumptions and approximations needed to arrive at today's popular data-assimilation methods.

Dynamic Systems Models: New Methods of Parameter and State Estimation

Posted By: AvaxGenius
Dynamic Systems Models: New Methods of Parameter and State Estimation

Dynamic Systems Models: New Methods of Parameter and State Estimation by Josif A. Boguslavskiy
English | PDF,EPUB(Repost) | 2016 | 219 Pages | ISBN : 3319040359 | 5.5 MB

This monograph is an exposition of a novel method for solving inverse problems, a method of parameter estimation for time series data collected from simulations of real experiments. These time series might be generated by measuring the dynamics of aircraft in flight, by the function of a hidden Markov model used in bioinformatics or speech recognition or when analyzing the dynamics of asset pricing provided by the nonlinear models of financial mathematics.