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Stochastic Process

Stochastic Process

Stochastic Process. Formal definition A Stochastic Process is a family of random variables {X(t) | t ? T } defined on a probability space, indexed by the parameter t, where t varies over an index set T You are supposed to associated T with time Examples

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1.45k views • 93 slides
Simulation

Simulation

Simulation. Where real stuff starts. ToC. What, transience, stationarity How, discrete event, recurrence Accuracy of output Monte Carlo Random Number Generators How to sample. 1 What is a simulation ?. An experiment in computer Important differences Simulated vs real time

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743 views • 57 slides
Generalizations of Poisson Process

Generalizations of Poisson Process

Generalizations of Poisson Process . (1). i.e., P k (h ) is independent of n as well as t. This process can be generalized by considering ? no more a constant but a function of n or t or both. The generalized process is again Markovian in nature. . Generalizations of Poisson Process .

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382 views • 20 slides
Generalizations of Poisson Process

Generalizations of Poisson Process

Generalizations of Poisson Process . (1). i.e., P k (h ) is independent of n as well as t. This process can be generalized by considering ? no more a constant but a function of n or t or both. The generalized process is again Markovian in nature. . Generalizations of Poisson Process .

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323 views • 20 slides
Bayesian Filtering for Location Estimation

Bayesian Filtering for Location Estimation

Bayesian Filtering for Location Estimation. Authors: Dieter Fox, Jeffrey Hightower, Lin Liao, Dirk Schulz, Gaetano Borriello -- PERVASIVE computing 2003. Outline. Motivation Bayes filters Implement Bayes filters Kalman filter Multi-hypothesis tracking Grid-based approaches

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191 views • 17 slides

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