Joint System Identification for Point Processes and Time-series

点过程和时间序列的联合系统识别

• 批准号: DP0986536
• 负责人: Prof Victor Solo
• 金额: $ 19.04万
• 依托单位: The University of New South Wales
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2009
• 资助国家: 澳大利亚
• 起止时间: 2009-01-01 至 2013-06-30
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0986536
• 关键词: Joint; System; Identification; Point; Processes

In various application areas such as neurophysiology, earthquake modeling, price spikes in electricity markets, the data of interest are point processes (aka sequences of events) or combinations of point processes and analog signals. To understand the underlying subject of interest we need to be able to extract the maximum information from these observation sequences. The current tools for doing this are very limited. This research program will develop the complex signal processing and system methodology needed to create a suitable tool set.

在各种应用领域，如神经生理学，地震建模，电力市场的价格尖峰，感兴趣的数据是点过程（又名事件序列）或点过程和模拟信号的组合。为了理解感兴趣的潜在主题，我们需要能够从这些观察序列中提取最大的信息。目前用于这样做的工具非常有限。该研究计划将开发创建合适的工具集所需的复杂信号处理和系统方法。