Workshops on Nonlinear and Nonstationary Signal Processing

信号处理的经典理论是基于模型，这些模型是平稳的、线性的，在许多情况下也是高斯的。 时间序列和信号处理理论的最新进展引起了人们对许多新模型和方法的关注。 其中包括非线性自回归和非线性状态空间模型，具有时变或状态相关系数的状态空间模型作为非平稳和非线性序列的模型，线性非高斯过程带来了高斯过程没有遇到的一些特定问题，从动力系统理论导出的方法，以及许多其他方法。 信号处理在工程、金融、环境等许多领域的应用也有了平行的增长，目前的项目旨在对这一广泛课题的理论和应用进行新的研究。该项目将为美国的研究人员提供资金，以参加在为期六个月的“非线性和非平稳信号处理”项目中举行的一系列研讨会。在艾萨克·牛顿数学科学研究所，剑桥，英国。 该计划的总体主题是汇集统计和信号处理不同领域的研究人员，旨在促进两组之间的研究联系。 在这一总体结构范围内，将组织一些关于具体主题的讲习班。 主题包括贝叶斯方法的信号处理，金融应用，环境应用，动力系统和大型数据集在工业中的分析。 来自美国的参与者将从赠款中获得旅费和生活补助;部分资金将保留给妇女，少数民族和新研究人员。

Richard L SmithDMS-9803794The classical theory of signal processing is based on models which are stationary, linear and in many cases also Gaussian. Recent advances in time series and the theory of signal processing have drawn attention to many new models and methods. Among these are nonlinear autoregressive and nonlinear state-space models, state-space models with time-varying or state-dependent coefficients as models for nonstationary and nonlinear series, linear non-Gaussian processes which pose some specific problems not encountered with Gaussian processes, methods derived from the theory of dynamical systems, and many others. There has been a parallel growth in the applications of signal processing in many areas such as engineering, finance, the environment, etc. The current project aims to develop new research in both the theory and applications of this diverse range of topics.The project will provide funds for US-based researchers to attend a series of workshops taking place within a six-month program on "Nonlinear and Nonstationary Signal Processing" at the Isaac Newton Institute for Mathematical Sciences, Cambridge, England. The overall theme of the program is to bring together researchers in different areas of statistics and signal processing, with the intention of fostering research links between the two groups. Within this overall structure, a number of workshops on specific themes will be organised. The themes include Bayesian approaches to signal processing, financial applications, environmental applications, dynamical systems and the analysis of large data sets in industry. Participants from the USA will receive travel and subsistence support from the grant; some of the money is reserved for women, minorities and new researchers.