The Geometry of Filtering

The Geometry of Filtering PDF

Author: K. David Elworthy

Publisher: Springer Science & Business Media

Published: 2010-11-27

Total Pages: 179

ISBN-13: 303460176X

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Filtering is the science of nding the law of a process given a partial observation of it. The main objects we study here are di usion processes. These are naturally associated with second-order linear di erential operators which are semi-elliptic and so introduce a possibly degenerate Riemannian structure on the state space. In fact, much of what we discuss is simply about two such operators intertwined by a smooth map, the \projection from the state space to the observations space", and does not involve any stochastic analysis. From the point of view of stochastic processes, our purpose is to present and to study the underlying geometric structure which allows us to perform the ltering in a Markovian framework with the resulting conditional law being that of a Markov process which is time inhomogeneous in general. This geometry is determined by the symbol of the operator on the state space which projects to a symbol on the observation space. The projectible symbol induces a (possibly non-linear and partially de ned) connection which lifts the observation process to the state space and gives a decomposition of the operator on the state space and of the noise. As is standard we can recover the classical ltering theory in which the observations are not usually Markovian by application of the Girsanov- Maruyama-Cameron-Martin Theorem. This structure we have is examined in relation to a number of geometrical topics.

The Geometry of Uncertainty

The Geometry of Uncertainty PDF

Author: Fabio Cuzzolin

Publisher: Springer Nature

Published: 2020-12-17

Total Pages: 850

ISBN-13: 3030631532

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The principal aim of this book is to introduce to the widest possible audience an original view of belief calculus and uncertainty theory. In this geometric approach to uncertainty, uncertainty measures can be seen as points of a suitably complex geometric space, and manipulated in that space, for example, combined or conditioned. In the chapters in Part I, Theories of Uncertainty, the author offers an extensive recapitulation of the state of the art in the mathematics of uncertainty. This part of the book contains the most comprehensive summary to date of the whole of belief theory, with Chap. 4 outlining for the first time, and in a logical order, all the steps of the reasoning chain associated with modelling uncertainty using belief functions, in an attempt to provide a self-contained manual for the working scientist. In addition, the book proposes in Chap. 5 what is possibly the most detailed compendium available of all theories of uncertainty. Part II, The Geometry of Uncertainty, is the core of this book, as it introduces the author’s own geometric approach to uncertainty theory, starting with the geometry of belief functions: Chap. 7 studies the geometry of the space of belief functions, or belief space, both in terms of a simplex and in terms of its recursive bundle structure; Chap. 8 extends the analysis to Dempster’s rule of combination, introducing the notion of a conditional subspace and outlining a simple geometric construction for Dempster’s sum; Chap. 9 delves into the combinatorial properties of plausibility and commonality functions, as equivalent representations of the evidence carried by a belief function; then Chap. 10 starts extending the applicability of the geometric approach to other uncertainty measures, focusing in particular on possibility measures (consonant belief functions) and the related notion of a consistent belief function. The chapters in Part III, Geometric Interplays, are concerned with the interplay of uncertainty measures of different kinds, and the geometry of their relationship, with a particular focus on the approximation problem. Part IV, Geometric Reasoning, examines the application of the geometric approach to the various elements of the reasoning chain illustrated in Chap. 4, in particular conditioning and decision making. Part V concludes the book by outlining a future, complete statistical theory of random sets, future extensions of the geometric approach, and identifying high-impact applications to climate change, machine learning and artificial intelligence. The book is suitable for researchers in artificial intelligence, statistics, and applied science engaged with theories of uncertainty. The book is supported with the most comprehensive bibliography on belief and uncertainty theory.

Multiresolution Signal and Geometry Processing: Filter Banks, Wavelets, and Subdivision (Version: 2013-09-26)

Multiresolution Signal and Geometry Processing: Filter Banks, Wavelets, and Subdivision (Version: 2013-09-26) PDF

Author: Michael D. Adams

Publisher: Michael Adams

Published: 2013-09-26

Total Pages: 580

ISBN-13: 1550585088

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This book is intended for use in the teaching of graduate and senior undergraduate courses on multiresolution signal and geometry processing in the engineering and related disciplines. It has been used for several years for teaching purposes in the Department of Electrical and Computer Engineering at the University of Victoria and has been well received by students. This book provides a comprehensive introduction to multiresolution signal and geometry processing, with a focus on both theory and applications. The book has two main components, corresponding to multiresolution processing in the contexts of: 1) signal processing and 2) geometry processing. The signal-processing component of the book studies one-dimensional and multi-dimensional multirate systems, considering multirate structures such as sampling-rate converters, filter banks, and transmultiplexers. A particularly strong emphasis is placed on filter banks. Univariate and multivariate wavelet systems are examined, with the biorthogonal and orthonormal cases both being considered. The relationship between filter banks and wavelet systems is established. Several applications of filter banks and wavelets in signal processing are covered, including signal coding, image compression, and noise reduction. For readers interested in image compression, a detailed overview of the JPEG-2000 standard is also provided. Some other applications of multirate systems are considered, such as transmultiplexers for communication systems (e.g., multicarrier modulation). The geometry-processing component of the book studies subdivision surfaces and subdivision wavelets. Some mathematical background relating to geometry processing is provided, including topics such as homogeneous coordinate transformations, manifolds, surface representations, and polygon meshes. Several subdivision schemes are examined in detail, including the Loop, Kobbelt sqrt(3), and Catmull-Clark methods. The application of subdivision surfaces in computer graphics is considered. A detailed introduction to functional analysis is provided, for those who would like a deeper understanding of the mathematics underlying wavelets and filter banks. For those who are interested in software applications of the material covered in the book, appendices are included that introduce the CGAL and OpenGL libraries. Also, an appendix on the SPL library (which was developed for use with this book) is included. Throughout the book, many worked-through examples are provided. Problem sets are also provided for each major topic covered.

On the Geometry of Diffusion Operators and Stochastic Flows

On the Geometry of Diffusion Operators and Stochastic Flows PDF

Author: K.D. Elworthy

Publisher: Springer

Published: 2007-01-05

Total Pages: 121

ISBN-13: 3540470220

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Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (sub)-Riemannian structure. This is systematically described, together with its invariants, and then exploited to discuss qualitative properties of stochastic flows, and analysis on path spaces of compact manifolds with diffusion measures. This should be useful to stochastic analysts, especially those with interests in stochastic flows, infinite dimensional analysis, or geometric analysis, and also to researchers in sub-Riemannian geometry. A basic background in differential geometry is assumed, but the construction of the connections is very direct and itself gives an intuitive and concrete introduction. Knowledge of stochastic analysis is also assumed for later chapters.

An Introduction to Stochastic Filtering Theory

An Introduction to Stochastic Filtering Theory PDF

Author: Jie Xiong

Publisher: Oxford University Press

Published: 2008-04-17

Total Pages: 285

ISBN-13: 0199219702

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Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance.As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still in its infancy, the study of singular filteringmodels has yielded exciting results.In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability.

Water, Wastewater, and Sludge Filtration

Water, Wastewater, and Sludge Filtration PDF

Author: C. Visvanathan

Publisher: CRC Press

Published: 2020-07-24

Total Pages: 296

ISBN-13: 1000098915

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A comprehensive and up-to-date account of filtration in solid-liquid separation processes, with a sharp focus on the influence of pro-cess variables on performance and specific applications is pre-sented in this volume. With contribu-tions from researchers with significant industrial experi-ence, as well as by senior academics, this publication fea-tures a deep bed filtration overview with informa-tion on mathematical modeling and application in wastewater treat-ment. Pre-treatment filtration techniques such as cartridge filters, pre-coat filters and micro screening are included. Membrane filtration processes to remove dis-solved and suspended solids for the recovery of valuable ma-terials and the provision of high quality water are covered. Sludge de-watering methods such as centrifuga-tion, and vacuum and pressure filtration are described. Application status data, tables, figures and diagrams are also included. This volume is of special interest to practicing engineers and technolo-gists dealing with treatment problems requiring filtration solu-tions and to graduate students in environmental engineering.

Stochastic Analysis 2010

Stochastic Analysis 2010 PDF

Author: Dan Crisan

Publisher: Springer Science & Business Media

Published: 2010-11-26

Total Pages: 303

ISBN-13: 3642153585

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Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume “Stochastic Analysis 2010” provides a sample of the current research in the different branches of the subject. It includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009.

Implicit Filtering

Implicit Filtering PDF

Author: C. T. Kelley

Publisher: SIAM

Published: 2011-09-29

Total Pages: 171

ISBN-13: 1611971896

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A description of the implicit filtering algorithm, its convergence theory and a new MATLAB® implementation.