- Title Information
- Title
- New Methods in Theory & Applications of Nonlinear Filtering
- Name:
Personal
- Name Part
- Papanicolaou, Andrew L
- Role
- Role Term:
Text
- creator
- Origin Information
- Copyright Date
- 2010
- Physical Description
- Extent
- xvi, 120 p.
- digitalOrigin
- born digital
- Note
- Thesis (Ph.D. -- Brown University (2010)
- Name:
Personal
- Name Part
- Rozovsky, Boris
- Role
- Role Term:
Text
- Director
- Name:
Personal
- Name Part
- Dafermos, Constantine
- Role
- Role Term:
Text
- Reader
- Name:
Personal
- Name Part
- Karniadakis, George
- Role
- Role Term:
Text
- Reader
- Name:
Corporate
- Name Part
- Brown University. Applied Mathematics
- Role
- Role Term:
Text
- sponsor
- Genre (aat)
- theses
- Abstract
- Hidden Markov models are used in countless signal processing problems, and the associated nonlinear filtering algorithms are used to obtain posterior distributions for the hidden states. One reason why posterior distributions are so important is because they are used to compute estimates which are optimal given a history of observed data. However, it is often the case that implementation of these algorithms is near impossible because of the curse-of-dimensionality which results from testing every possible hypothesis. This thesis explores new applications of nonlinear filtering and addresses several issues in algorithm implementation.
- Subject
- Topic
- filtering
- Subject (FAST)
(authorityURI="http://id.worldcat.org/fast", valueURI="http://id.worldcat.org/fast/1743251")
- Topic
- Hidden Markov models
- Record Information
- Record Content Source (marcorg)
- RPB
- Record Creation Date
(encoding="iso8601")
- 20111003
- Language
- Language Term:
Code (ISO639-2B)
- eng
- Language Term:
Text
- English
- Identifier:
DOI
- 10.7301/Z06M353P
- Access Condition:
rights statement
(href="http://rightsstatements.org/vocab/InC/1.0/")
- In Copyright
- Access Condition:
restriction on access
- Collection is open for research.
- Type of Resource (primo)
- dissertations