The Geometry Of Filtering
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The Geometry of Filtering
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 Special Relativity - a Concise Course
Author: Norbert Dragon
language: en
Publisher: Springer Science & Business Media
Release Date: 2012-08-01
In this concise primer it is shown that, with simple diagrams, the phenomena of time dilatation, length contraction and Lorentz transformations can be deduced from the fact that in a vacuum one cannot distinguish physically straight and uniform motion from rest, and that the speed of light does not depend on the speed of either the source or the observer. The text proceeds to derive the important results of relativistic physics and to resolve its apparent paradoxes. A short introduction into the covariant formulation of electrodynamics is also given. This publication addresses, in particular, students of physics and mathematics in their final undergraduate year.
Multiresolution Signal and Geometry Processing: Filter Banks, Wavelets, and Subdivision (Version: 2013-09-26)
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.