174 resultados para Discrete Gaussian Sampling
Resumo:
An exact expression for the calculation of gaussian path integrals involving non-local potentials is given. Its utility is demonstrated by using it to evaluate a path integral arising in the study of an electron gas in a random potential.
Resumo:
This paper considers the applicability of the least mean fourth (LM F) power gradient adaptation criteria with 'advantage' for signals associated with gaussian noise, the associated noise power estimate not being known. The proposed method, as an adaptive spectral estimator, is found to provide superior performance than the least mean square (LMS) adaptation for the same (or even lower) speed of convergence for signals having sufficiently high signal-to-gaussian noise ratio. The results include comparison of the performance of the LMS-tapped delay line, LMF-tapped delay line, LMS-lattice and LMF-lattice algorithms, with the Burg's block data method as reference. The signals, like sinusoids with noise and stochastic signals like EEG, are considered in this study.
Resumo:
Gaussian processes (GPs) are promising Bayesian methods for classification and regression problems. Design of a GP classifier and making predictions using it is, however, computationally demanding, especially when the training set size is large. Sparse GP classifiers are known to overcome this limitation. In this letter, we propose and study a validation-based method for sparse GP classifier design. The proposed method uses a negative log predictive (NLP) loss measure, which is easy to compute for GP models. We use this measure for both basis vector selection and hyperparameter adaptation. The experimental results on several real-world benchmark data sets show better orcomparable generalization performance over existing methods.
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The Gaussian probability closure technique is applied to study the random response of multidegree of freedom stochastically time varying systems under non-Gaussian excitations. Under the assumption that the response, the coefficient and the excitation processes are jointly Gaussian, deterministic equations are derived for the first two response moments. It is further shown that this technique leads to the best Gaussian estimate in a minimum mean square error sense. An example problem is solved which demonstrates the capability of this technique for handling non-linearity, stochastic system parameters and amplitude limited responses in a unified manner. Numerical results obtained through the Gaussian closure technique compare well with the exact solutions.
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This paper presents a new algorithm for the step-size change of instantaneous adaptive delta modulator. The present strategy is such that the step-size at any sampling instant can increase or decrease by either of the two constant factors or can remain the same, depending upon the combination of three or four most recent output bits. The quantizer has been simulated on a digital computer, and its performance compared with other quantizers. The figure of merit used is the SNR with gaussian signals as the input. The results indicate that the new design can give an improved SNR over a wider dynamic range and fast response to step inputs, as compared to the earlier systems.
Resumo:
Gaussian-beam-type solutions to the Maxwell equations are constructed by using results from relativistic front analysis, and the propagation characteristics of these beams are analyzed. The rays of geometrical optics are shown to be the trajectories of energy flow, as given by the Poynting vector. The longitudinal components of the field vectors in the direction of the beam axis, though small, are shown to be essential for a consistent description.
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Anisotropic Gaussian Schell-model (AGSM) fields and their transformation by first-order optical systems (FOS’s) forming Sp(4,R) are studied using the generalized pencils of rays. The fact that Sp(4,R), rather than the larger group SL(4,R), is the relevant group is emphasized. A convenient geometrical picture wherein AGSM fields and FOS’s are represented, respectively, by antisymmetric second-rank tensors and de Sitter transformations in a (3+2)-dimensional space is developed. These fields are shown to separate into two qualitatively different families of orbits and the invariants over each orbit, two in number, are worked out. We also develop another geometrical picture in a (2+1)-dimensional Minkowski space suitable for the description of the action of axially symmetric FOS’s on AGSM fields, and the invariants, now seven in number, are derived. Interesting limiting cases forming coherent and quasihomogeneous fields are analyzed.
Resumo:
State and parameter estimations of non-linear dynamical systems, based on incomplete and noisy measurements, are considered using Monte Carlo simulations. Given the measurements. the proposed method obtains the marginalized posterior distribution of an appropriately chosen (ideally small) subset of the state vector using a particle filter. Samples (particles) of the marginalized states are then used to construct a family of conditionally linearized system of equations and thus obtain the posterior distribution of the states using a bank of Kalman filters. Discrete process equations for the marginalized states are derived through truncated Ito-Taylor expansions. Increased analyticity and reduced dispersion of weights computed over a smaller sample space of marginalized states are the key features of the filter that help achieve smaller sample variance of the estimates. Numerical illustrations are provided for state/parameter estimations of a Duffing oscillator and a 3-DOF non-linear oscillator. Performance of the filter in parameter estimation is also assessed using measurements obtained through experiments on simple models in the laboratory. Despite an added computational cost, the results verify that the proposed filter generally produces estimates with lower sample variance over the standard sequential importance sampling (SIS) filter.
Resumo:
In this paper we address the problem of transmission of correlated sources over a fading multiple access channel (MAC). We provide sufficient conditions for transmission with given distortions. Next these conditions are specialized to a Gaussian MAC (GMAC). Transmission schemes for discrete and Gaussian sources over a fading GMAC are considered. Various power allocation strategies are also compared.
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The application of Gaussian Quadrature (GQ) procedures to the evaluation of i—E curves in linear sweep voltammetry is advocated. It is shown that a high degree of precision is achieved with these methods and the values obtained through GQ are in good agreement with (and even better than) the values reported in literature by Nicholson-Shain, for example. Another welcome feature with GQ is its ability to be interpreted as an elegant, efficient analytic approximation scheme too. A comparison of the values obtained by this approach and by a recent scheme based on series approximation proposed by Oldham is made and excellent agreement is shown to exist.
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A simple instrument that can provide a sequence of timed pulses for first initiating a transient process and then enabling sampling and recording periodically during the course of the transient event is described. The time delay between the first of these sampling pulses and the start of the transient event is adjustable. This sequence generator has additional features that make it ideal for use in acquiring the waveforms when a storage oscilloscope is used as the recording device. For avoiding the clutter caused by many waveforms being recorded at the same place on an oscilloscope screen such features as displacements of waveforms in the X and Y directions and trace blanking at places where the waveform is not required, have been incorporated. This sequence generator has been employed to acquire a sequence of Raman scattered radiation signals from an adiabatically expanding saturated vapour probed by a flashlamp-pumped dye laser.
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Using analysis-by-synthesis (AbS) approach, we develop a soft decision based switched vector quantization (VQ) method for high quality and low complexity coding of wideband speech line spectral frequency (LSF) parameters. For each switching region, a low complexity transform domain split VQ (TrSVQ) is designed. The overall rate-distortion (R/D) performance optimality of new switched quantizer is addressed in the Gaussian mixture model (GMM) based parametric framework. In the AbS approach, the reduction of quantization complexity is achieved through the use of nearest neighbor (NN) TrSVQs and splitting the transform domain vector into higher number of subvectors. Compared to the current LSF quantization methods, the new method is shown to provide competitive or better trade-off between R/D performance and complexity.
Resumo:
In many instances we find it advantageous to display a quantum optical density matrix as a generalized statistical ensemble of coherent wave fields. The weight functions involved in these constructions turn out to belong to a family of distributions, not always smooth functions. In this paper we investigate this question anew and show how it is related to the problem of expanding an arbitrary state in terms of an overcomplete subfamily of the overcomplete set of coherent states. This provides a relatively transparent derivation of the optical equivalence theorem. An interesting by-product is the discovery of a new class of discrete diagonal representations.
Resumo:
This paper deals with the interpretation of the discrete-time optimal control problem as a scattering process in a discrete medium. We treat the discrete optimal linear regulator, constrained end-point and servo and tracking problems, providing a unified approach to these problems. This approach results in an easy derivation of the desired results as well as several new ones.
Resumo:
A non-dimensional parameter descriptive of the plowing nature of surfaces is proposed for the case of sliding between a soft and a relatively hard metallic pair. From a set of potential parameters which can be descriptive of the phenomenon, dimensionless groups are formulated and the influence of each one of them is analyzed. A non-dimensional parameter involving the root-mean square deviation (R-q) and the centroidal frequency (F-mean) deducted from the power-spectrum is found to have a high degree of correlation (as high as 0.93) with the coefficient of friction obtained in sliding experiments under lubricated condition.