Estimation and filtering of hidden semi Markov models, event based filters and stochastic control.
隐半马尔可夫模型的估计和过滤、基于事件的过滤器和随机控制。
基本信息
- 批准号:RGPIN-2015-06084
- 负责人:
- 金额:$ 2.19万
- 依托单位:
- 依托单位国家:加拿大
- 项目类别:Discovery Grants Program - Individual
- 财政年份:2017
- 资助国家:加拿大
- 起止时间:2017-01-01 至 2018-12-31
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
The central objective of the work will be the derivation of new algorithms for signal processing, in particular the estimation of information hidden in noisy signals. This will build on previous contributions by the applicant. Three directions will be pursued. The first will develop new estimation algorithms for hidden semi Markov models, extending our previous work on hidden Markov models. The second will consider event based filtering problems when the observed process is received only when the hidden signal changes by more than a specified amount or when the signal process crosses certain levels. The third will discuss the optimal control of a noisily observed Markov chain using backward stochastic differential equations.
这项工作的中心目标是推导出信号处理的新算法,特别是估计隐藏在嘈杂信号中的信息。这将建立在申请人以前的捐款基础上。将朝着三个方向努力。第一个将开发新的估计算法的隐半马尔可夫模型,扩展我们以前的工作隐马尔可夫模型。第二个将考虑基于事件的过滤问题时,所观察到的过程中,只有当隐藏的信号变化超过一个指定的量,或当信号过程跨越一定的水平。第三章讨论了基于倒向随机微分方程的噪声观测马尔可夫链的最优控制问题。
项目成果
期刊论文数量(0)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
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Elliott, Robert其他文献
Psychometrics of the Personal Questionnaire: A Client-Generated Outcome Measure
- DOI:
10.1037/pas0000174 - 发表时间:
2016-03-01 - 期刊:
- 影响因子:3.6
- 作者:
Elliott, Robert;Wagner, John;Cafe, Maria J. - 通讯作者:
Cafe, Maria J.
Psychotherapy change process research: Realizing the promise
- DOI:
10.1080/10503300903470743 - 发表时间:
2010-01-01 - 期刊:
- 影响因子:3.9
- 作者:
Elliott, Robert - 通讯作者:
Elliott, Robert
Deconstructing therapy outcome measurement with Rasch analysis of a measure of general clinical distress: The Symptom Checklist-90-Revised
- DOI:
10.1037/1040-3590.18.4.359 - 发表时间:
2006-12-01 - 期刊:
- 影响因子:3.6
- 作者:
Elliott, Robert;Fox, Christine M.;Zhang, Xi - 通讯作者:
Zhang, Xi
The effects of recent terrorist attacks on risk and return in commodity markets
- DOI:
10.1016/j.eneco.2018.10.025 - 发表时间:
2019-01-01 - 期刊:
- 影响因子:12.8
- 作者:
Ramiah, Vikash;Wallace, Damien;Elliott, Robert - 通讯作者:
Elliott, Robert
Do tubers contain function? Resection of epileptogenic foci in perirolandic cortex in children with tuberous sclerosis complex
- DOI:
10.1111/j.1528-1167.2009.02493.x - 发表时间:
2010-07-01 - 期刊:
- 影响因子:5.6
- 作者:
Moshel, Yaron A.;Elliott, Robert;Weiner, Howard L. - 通讯作者:
Weiner, Howard L.
Elliott, Robert的其他文献
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{{ truncateString('Elliott, Robert', 18)}}的其他基金
Estimation and filtering of hidden semi Markov models, event based filters and stochastic control.
隐半马尔可夫模型的估计和过滤、基于事件的过滤器和随机控制。
- 批准号:
RGPIN-2015-06084 - 财政年份:2021
- 资助金额:
$ 2.19万 - 项目类别:
Discovery Grants Program - Individual
Estimation and filtering of hidden semi Markov models, event based filters and stochastic control.
隐半马尔可夫模型的估计和过滤、基于事件的过滤器和随机控制。
- 批准号:
RGPIN-2015-06084 - 财政年份:2018
- 资助金额:
$ 2.19万 - 项目类别:
Discovery Grants Program - Individual
Estimation and filtering of hidden semi Markov models, event based filters and stochastic control.
隐半马尔可夫模型的估计和过滤、基于事件的过滤器和随机控制。
- 批准号:
RGPIN-2015-06084 - 财政年份:2016
- 资助金额:
$ 2.19万 - 项目类别:
Discovery Grants Program - Individual
Estimation and filtering of hidden semi Markov models, event based filters and stochastic control.
隐半马尔可夫模型的估计和过滤、基于事件的过滤器和随机控制。
- 批准号:
RGPIN-2015-06084 - 财政年份:2015
- 资助金额:
$ 2.19万 - 项目类别:
Discovery Grants Program - Individual
Efficient resource allocation algorithms for coordinated heterogeneous multiple-input multiple-output boradband cellular networks with perfect and imperfect channel knowledge
具有完美和不完美信道知识的协调异构多输入多输出宽带蜂窝网络的高效资源分配算法
- 批准号:
432591-2012 - 财政年份:2014
- 资助金额:
$ 2.19万 - 项目类别:
Industrial R&D Fellowships (IRDF)
Hidden semi Markov models; stochastic control.
隐半马尔可夫模型;
- 批准号:
RGPIN-2014-04416 - 财政年份:2014
- 资助金额:
$ 2.19万 - 项目类别:
Discovery Grants Program - Individual
Non linear filters and hidden Markov models
非线性滤波器和隐马尔可夫模型
- 批准号:
7964-2009 - 财政年份:2013
- 资助金额:
$ 2.19万 - 项目类别:
Discovery Grants Program - Individual
Efficient resource allocation algorithms for coordinated heterogeneous multiple-input multiple-output boradband cellular networks with perfect and imperfect channel knowledge
具有完美和不完美信道知识的协调异构多输入多输出宽带蜂窝网络的高效资源分配算法
- 批准号:
432591-2012 - 财政年份:2013
- 资助金额:
$ 2.19万 - 项目类别:
Industrial R&D Fellowships (IRDF)
Efficient resource allocation algorithms for coordinated heterogeneous multiple-input multiple-output boradband cellular networks with perfect and imperfect channel knowledge
具有完美和不完美信道知识的协调异构多输入多输出宽带蜂窝网络的高效资源分配算法
- 批准号:
432591-2012 - 财政年份:2012
- 资助金额:
$ 2.19万 - 项目类别:
Industrial R&D Fellowships (IRDF)
Non linear filters and hidden Markov models
非线性滤波器和隐马尔可夫模型
- 批准号:
7964-2009 - 财政年份:2012
- 资助金额:
$ 2.19万 - 项目类别:
Discovery Grants Program - Individual
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