Workshops on Nonlinear and Nonstationary Signal Processing

理查德·L史密斯DMS-9803794信号处理的经典理论是基于平稳的、线性的，在许多情况下也是高斯的模型。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新方法的关注。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，提出一些特定问题的线性非高斯过程，从动力系统理论推导出来的方法，以及许多其他方法。信号处理在工程、金融、环境等多个领域的应用出现了平行增长。目前的项目旨在发展这一不同主题的理论和应用方面的新研究。该项目将为美国的研究人员提供资金，让他们参加在英国剑桥艾萨克·牛顿数学科学研究所为期六个月的“非线性和非平稳信号处理”项目中举行的一系列研讨会。该计划的总体主题是将不同统计和信号处理领域的研究人员聚集在一起，目的是促进两个小组之间的研究联系。在这一总体结构内，将举办一些关于特定主题的讲习班。这些主题包括信号处理的贝叶斯方法、金融应用、环境应用、动力系统和工业中的大型数据集分析。来自美国的参与者将从这笔赠款中获得旅行和生活支持；部分资金将保留给妇女、少数民族和新的研究人员。

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.