summary of this course huanhuan chen. outline basics about signal & systems bayesian inference...
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Summary of This Course
Huanhuan Chen
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Outline Basics about Signal & Systems Bayesian inference
PCVM Hidden Markov Model Kalman filter Extended Kalman filter Particle filter Bayesian Networks Nonlinear Dynamic Systems
Echo State Networks
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Signal & System Time Domain
Signal properties
Frequency Domain Fourier transform Z-transform Laplace transform
System State space model
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Machine learning & Bayesians
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Sparse Bayesian Learning
What’s Bayesian?Why Bayesian?How to use Bayesian?
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Kalman filtering : Recursive update of state
Kalman filtering algorithm: repeat… Time update:
from Xt|t, compute a priori distrubution Xt+1|t
Measurement update: from Xt+1|t (and given yt+1), compute a
posteriori distribution Xt+1|t+1
X0 X1 X2 X3 X4 X5
Y1 Y2 Y3 Y4 Y5
…
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Particle filter
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Bayesian Networks
Inference Structure Learning
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Echo State Networks