Filter theory

Similarities between Wiener and LMS

The Least mean squares filter solution converges to the Wiener filter solution, assuming that the unknown system is LTI and the noise is stationary. Both filters can be used to identify the impulse response of an unknown system, knowing only the original input signal and the output of the unknown system. By relaxing the error criterion to reduce current sample error instead of minimizing the total error over all of n, the LMS algorithm can be derived from the Wiener filter. (Wikipedia).

Video thumbnail

Gravitation (3 of 17) Mass vs Weight, An Explanation

Explains the difference between mass and weight. Very important. No they are not the same thing. Mass is a measure of the amount "stuff" something is made of, the amount of atoms for example. Weight is a measure of the force of attraction between two object that have mass. Of course mass

From playlist Gravitation: Orbital Velocity, Orbital Period, Potential Energy, Kinetic Energy, Mass and Weight

Video thumbnail

What is the difference between Special and General Relativity?

Subscribe to our YouTube Channel for all the latest from World Science U. Visit our Website: http://www.worldscienceu.com/ Like us on Facebook: https://www.facebook.com/worldscienceu Follow us on Twitter: https://twitter.com/worldscienceu

From playlist Science Unplugged: General Relativity

Video thumbnail

Large deviations for the Wiener Sausage by Frank den Hollander

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

Video thumbnail

Large deviations for the Wiener Sausage (Lecture 2) by Frank den Hollander

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

Video thumbnail

What are special and general relativity?

More viewer questions, this time dealing with relativity and constants. More videos at http://www.sixtysymbols.com/

From playlist Gravity

Video thumbnail

What are Connected Graphs? | Graph Theory

What is a connected graph in graph theory? That is the subject of today's math lesson! A connected graph is a graph in which every pair of vertices is connected, which means there exists a path in the graph with those vertices as endpoints. We can think of it this way: if, by traveling acr

From playlist Graph Theory

Video thumbnail

Financial Option Theory with Mathematica -- Basics of SDEs and Option Pricing

This is my first session of my Financial Option Theory with Mathematica track. I provide an introduction to financial options, develop the relevant SDEs (stochastic differential equations), and then apply them to stock price processes and the pricing of (European) options. You can downloa

From playlist Financial Options Theory with Mathematica

Video thumbnail

The dynamics of systems coupled to propagating (...) - H. Nurdin - PRACQSYS 2018 - CEB T2 2018

Hendra Nurdin (School of Electrical Engineering and Telecommunications, UNSW Australia, Sydney, Australia) / 05.07.2018 The dynamics of systems coupled to propagating fields in non-Gaussian states This talk will give an overview of techniques developed in recent years for deriving dynami

From playlist 2018 - T2 - Measurement and Control of Quantum Systems: Theory and Experiments

Video thumbnail

What is the difference between Special Relativity and General Relativity?

Our series "A Moment of Science with Brian Greene" starts up with a brief visual explanation of the difference between Special Relativity and General Relativity. Subscribe to our YouTube Channel for all the latest from WSF. Visit our Website: http://www.worldsciencefestival.com/ Like us

From playlist Mathematics

Video thumbnail

What is Reductionism?

There are two different types of reductionism. One is called methodological reductionism, the other one theory reductionism. Methodological reductionism is about the properties of the real world. It’s about taking things apart into smaller things and finding that the smaller things determ

From playlist Philosophy of Science

Video thumbnail

Financial Option Theory with Mathematica -- Volatility, and direct solution of PDEs

This is my third session of my track about Financial Option Theory with Mathematica. I first develop two methods to compute historical volatility of a stock. Next I do the same for an estimate of the historical appreciation rate. I then come to the very important topic of the implied volat

From playlist Financial Options Theory with Mathematica

Video thumbnail

What is a reduction dilation

👉 Learn about dilations. Dilation is the transformation of a shape by a scale factor to produce an image that is similar to the original shape but is different in size from the original shape. A dilation that creates a larger image is called an enlargement or a stretch while a dilation tha

From playlist Transformations

Video thumbnail

EEVblog #354 - CityRail PA Amp Teardown

Forum Topic: http://www.eevblog.com/forum/blog-specific/eevblog-354-cityrail-pa-amp-teardown Teardown Tuesday. What's inside an Sydney CityRail Train PA Amplifier. And an extensive tutorial on the design of the power amplifier system from the designer himself, Doug Ford: http://www.dfad.co

From playlist Electronics Teardowns

Video thumbnail

Matthieu Kowalski: Time-frequency frames and applications to audio analysis - Part 2

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b

From playlist Analysis and its Applications

Video thumbnail

61 - Properties of similar matrices

Algebra 1M - international Course no. 104016 Dr. Aviv Censor Technion - International school of engineering

From playlist Algebra 1M

Video thumbnail

Lec 16 | MIT 18.085 Computational Science and Engineering I

Dynamic estimation: Kalman filter and square root filter A more recent version of this course is available at: http://ocw.mit.edu/18-085f08 License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

From playlist MIT 18.085 Computational Science & Engineering I, Fall 2007

Video thumbnail

Momentum (1 of 16) An Explanation

This video gives a complete explanation of momentum. It also includes an example momentum problem. Momentum is a quantity of matter arising from its mass and velocity. The momentum of an object is directly proportional to its mass and velocity. Momentum is a vector quantity. Impulse is th

From playlist Momentum, Impulse, Inelastic and Elastic Collisions

Video thumbnail

On the numerical integration of the Lorenz-96 model... - Grudzien - Workshop 2 - CEB T3 2019

Grudzien (U Nevada in Reno, USA) / 13.11.2019 On the numerical integration of the Lorenz-96 model, with scalar additive noise, for benchmark twin experiments ---------------------------------- Vous pouvez nous rejoindre sur les réseaux sociaux pour suivre nos actualités. Facebook

From playlist 2019 - T3 - The Mathematics of Climate and the Environment

Related pages

Least mean squares filter | Stationary process | Gradient | Cross-correlation | Wiener filter