Bayesian estimation | Stochastic differential equations | Nonlinear filters | Control theory | Linear filters | Signal estimation | Markov models

Generalized filtering

Generalized filtering is a generic Bayesian filtering scheme for nonlinear state-space models. It is based on a variational principle of least action, formulated in generalized coordinates of motion. Note that "generalized coordinates of motion" are related to—but distinct from—generalized coordinates as used in (multibody) dynamical systems analysis. Generalized filtering furnishes posterior densities over hidden states (and parameters) generating observed data using a generalized gradient descent on variational free energy, under the Laplace assumption. Unlike classical (e.g. Kalman-Bucy or particle) filtering, generalized filtering eschews Markovian assumptions about random fluctuations. Furthermore, it operates online, assimilating data to approximate the posterior density over unknown quantities, without the need for a backward pass. Special cases include variational filtering, dynamic expectation maximization and generalized predictive coding. (Wikipedia).

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Introduction to Frequency Selective Filtering

http://AllSignalProcessing.com for free e-book on frequency relationships and more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Separation of signals based on frequency content using lowpass, highpass, bandpass, etc filters. Filter g

From playlist Introduction to Filter Design

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Why Use Kalman Filters? | Understanding Kalman Filters, Part 1

Download our Kalman Filter Virtual Lab to practice linear and extended Kalman filter design of a pendulum system with interactive exercises and animations in MATLAB and Simulink: https://bit.ly/3g5AwyS Discover common uses of Kalman filters by walking through some examples. A Kalman filte

From playlist Understanding Kalman Filters

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Special Topics - The Kalman Filter (1 of 55) What is a Kalman Filter?

Visit http://ilectureonline.com for more math and science lectures! In this video I will explain what is Kalman filter and how is it used. Next video in this series can be seen at: https://youtu.be/tk3OJjKTDnQ

From playlist SPECIAL TOPICS 1 - THE KALMAN FILTER

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Discrete noise filters

I discuss causal and non-causal noise filters: the moving average filter and the exponentially weighted moving average. I show how to do this filtering in Excel and Python

From playlist Discrete

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Frequency domain – tutorial 3: filtering (periodic signals)

In this video, we learn about filtering which enables us to manipulate the frequency content of a signal. A common filtering application is to preserve desired frequencies and reject the unwanted content. The learning objectives are to: 1) review the filtering concept using Fourier series

From playlist Fourier

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Zero-Phase Filtering

http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Noncausal filtering of stored data to obtain zero-phase response using the time-reversal property of the DFT, as implemented by the "filtfilt" comma

From playlist Introduction to Filter Design

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Introduction to Minimum Mean-Squared-Error Filtering

Introduces the basic framework for MMSE filtering and applications to system modeling, equalization, and interference suppression.

From playlist MMSE Filtering

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Special Topics - The Kalman Filter (7 of 55) The Multi-Dimension Model 1

Visit http://ilectureonline.com for more math and science lectures! In this video I will explain the overview of the Kalman filter on a multi dimension model. Next video in this series can be seen at: https://youtu.be/F7vQXNro7pE

From playlist SPECIAL TOPICS 1 - THE KALMAN FILTER

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Introduction to Filter Design HDL Coder

Get a Free Trial: https://goo.gl/C2Y9A5 Get Pricing Info: https://goo.gl/kDvGHt Ready to Buy: https://goo.gl/vsIeA5 Get a brief introduction to Filter Design HDL Coder. For more videos, visit http://www.mathworks.com/products/filterhdl/examples.html

From playlist Code Generation and Verification

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Gabriel Goldberg: The Jackson analysis and the strongest hypotheses

HYBRID EVENT Recorded during the meeting "XVI International Luminy Workshop in Set Theory" the September 13, 2021 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematician

From playlist Logic and Foundations

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Designing Digital Filters with MATLAB

Free MATLAB Trial: https://goo.gl/yXuXnS Request a Quote: https://goo.gl/wNKDSg Contact Us: https://goo.gl/RjJAkE Learn more about MATLAB: https://goo.gl/8QV7ZZ Learn more about Simulink: https://goo.gl/nqnbLe Filters are a fundamental component of digital signal processing. As demonstra

From playlist Perception: MATLAB and Simulink Robotics Arena

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AMMI 2022 Course "Geometric Deep Learning" - Lecture 8 (Groups & Homogeneous spaces) - Taco Cohen

Video recording of the course "Geometric Deep Learning" taught in the African Master in Machine Intelligence in July 2022 by Michael Bronstein (Oxford), Joan Bruna (NYU), Taco Cohen (Qualcomm), and Petar Veličković (DeepMind) Lecture 8: Group convolution • Regular representation • Spheric

From playlist AMMI Geometric Deep Learning Course - Second Edition (2022)

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Lec 17 | MIT RES.6-008 Digital Signal Processing, 1975

Lecture 17: Design of FIR digital filters Instructor: Alan V. Oppenheim View the complete course: http://ocw.mit.edu/RES6-008S11 License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

From playlist MIT RES.6-008 Digital Signal Processing, 1975

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Lec 14 | MIT RES.6-008 Digital Signal Processing, 1975

Lecture 14: Design of IIR digital filters, part 1 Instructor: Alan V. Oppenheim View the complete course: http://ocw.mit.edu/RES6-008S11 License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

From playlist MIT RES.6-008 Digital Signal Processing, 1975

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Band-pass filtering and the filter-Hilbert method

The Hilbert transform produces uninterpretable results on broadband data. You will need to narrow-band filter the signal first. This video shows one method of computing an FIR filter and applying it to EEG data. Together with the Hilbert transform, this gives us the filter-Hilbert method.

From playlist OLD ANTS #4) Time-frequency analysis via other methods

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This is the Kuwahara Filter

30 years ago a man attempted to denoise medical imagery and unknowingly set off a chain reaction of research developments leading to a modern day post processing effect that transforms images into paintings, but how did he do it? Download my GShade shader pack! https://github.com/GarrettG

From playlist Post Processing

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GED for spatial filtering and dimensionality reduction

Generalized eigendecomposition is a powerful method of spatial filtering in order to extract components from the data. You'll learn the theory, motivations, and see a few examples. Also discussed is the dangers of overfitting noise and few ways to avoid it. The video uses files you can do

From playlist OLD ANTS #9) Matrix analysis

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Duality between estimation and control - Sanjoy Mitter

PROGRAM: Data Assimilation Research Program Venue: Centre for Applicable Mathematics-TIFR and Indian Institute of Science Dates: 04 - 23 July, 2011 DESCRIPTION: Data assimilation (DA) is a powerful and versatile method for combining observational data of a system with its dynamical mod

From playlist Data Assimilation Research Program

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reaLD 3D glasses filter with a linear polarising filter

This is for a post on my blog: http://blog.stevemould.com

From playlist Everything in chronological order

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Taylor's theorem | Laplace's method | Kullback–Leibler divergence | Generalized coordinates | Recursive Bayesian estimation | Fundamental lemma of calculus of variations | Tuple | System identification | Dynamic Bayesian network | Autocorrelation | Kalman filter | Linearization | Optimal control | Newton's method in optimization | Entropy (information theory) | Particle filter | Marginal likelihood | Variational Bayesian methods