Preface |
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xi | |
About the Companion Website |
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xv | |
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1 | (16) |
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1.1 The Scope of the Book |
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2 | (8) |
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3 | (1) |
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1.1.2 Parameter Estimation |
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4 | (1) |
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5 | (2) |
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1.1.4 Relations between the Subjects |
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7 | (3) |
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10 | (2) |
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1.3 The Organization of the Book |
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12 | (2) |
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1.4 Changes from First Edition |
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14 | (1) |
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15 | (2) |
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17 | (26) |
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17 | (1) |
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18 | (4) |
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2.3 PRTools Organization Structure and Implementation |
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22 | (4) |
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2.4 Some Details about PRTools |
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26 | (16) |
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26 | (4) |
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30 | (1) |
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2.4.3 Datafiles Help Information |
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31 | (3) |
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2.4.4 Classifiers and Mappings |
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34 | (2) |
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2.4.5 Mappings Help Information |
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36 | (2) |
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2.4.6 How to Write Your Own Mapping |
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38 | (4) |
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2.5 Selected Bibliography |
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42 | (1) |
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3 Detection and Classification |
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43 | (34) |
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3.1 Bayesian Classification |
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46 | (16) |
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3.1.1 Uniform Cost Function and Minimum Error Rate |
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53 | (3) |
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3.1.2 Normal Distributed Measurements; Linear and Quadratic Classifiers |
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56 | (6) |
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62 | (4) |
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3.2.1 Minimum Error Rate Classification with Reject Option |
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63 | (3) |
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3.3 Detection: The Two-Class Case |
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66 | (8) |
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3.4 Selected Bibliography |
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74 | (3) |
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74 | (3) |
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77 | (38) |
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79 | (15) |
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86 | (1) |
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87 | (1) |
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4.1.3 The Gaussian Case with Linear Sensors |
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88 | (1) |
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4.1.4 Maximum Likelihood Estimation |
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89 | (2) |
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4.1.5 Unbiased Linear MMSE Estimation |
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91 | (3) |
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4.2 Performance Estimators |
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94 | (6) |
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4.2.1 Bias and Covariance |
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95 | (4) |
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4.2.2 The Error Covariance of the Unbiased Linear MMSE Estimator |
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99 | (1) |
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100 | (10) |
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4.3.1 Least Squares Fitting |
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101 | (3) |
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4.3.2 Fitting Using a Robust Error Norm |
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104 | (3) |
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107 | (3) |
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4.4 Overview of the Family of Estimators |
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110 | (1) |
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4.5 Selected Bibliography |
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111 | (4) |
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112 | (3) |
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115 | (92) |
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5.1 A General Framework for Online Estimation |
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117 | (8) |
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117 | (6) |
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5.1.2 Optimal Online Estimation |
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123 | (2) |
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5.2 Infinite Discrete-Time State Variables |
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125 | (22) |
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5.2.1 Optimal Online Estimation in Linear-Gaussian Systems |
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125 | (8) |
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5.2.2 Suboptimal Solutions for Non-linear Systems |
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133 | (14) |
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5.3 Finite Discrete-Time State Variables |
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147 | (16) |
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5.3.1 Hidden Markov Models |
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148 | (4) |
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5.3.2 Online State Estimation |
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152 | (4) |
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5.3.3 Offline State Estimation |
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156 | (7) |
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5.4 Mixed States and the Particle Filter |
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163 | (7) |
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5.4.1 Importance Sampling |
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164 | (2) |
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5.4.2 Resampling by Selection |
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166 | (1) |
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5.4.3 The Condensation Algorithm |
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167 | (3) |
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5.5 Genetic State Estimation |
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170 | (13) |
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5.5.1 The Genetic Algorithm |
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170 | (6) |
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5.5.2 Genetic State Estimation |
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176 | (1) |
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5.5.3 Computational Issues |
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177 | (6) |
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5.6 State Estimation in Practice |
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183 | (18) |
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5.6.1 System Identification |
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185 | (3) |
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5.6.2 Observability, Controllability and Stability |
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188 | (5) |
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5.6.3 Computational Issues |
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193 | (3) |
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196 | (5) |
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5.7 Selected Bibliography |
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201 | (6) |
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204 | (3) |
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207 | (52) |
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208 | (2) |
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210 | (7) |
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6.2.1 Gaussian Distribution, Mean Unknown |
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211 | (1) |
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6.2.2 Gaussian Distribution, Covariance Matrix Unknown |
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212 | (1) |
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6.2.3 Gaussian Distribution, Mean and Covariance Matrix Both Unknown |
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213 | (2) |
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6.2.4 Estimation of the Prior Probabilities |
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215 | (1) |
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6.2.5 Binary Measurements |
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216 | (1) |
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6.3 Non-parametric Learning |
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217 | (28) |
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6.3.1 Parzen Estimation and Histogramming |
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218 | (5) |
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6.3.2 Nearest Neighbour Classification |
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223 | (7) |
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6.3.3 Linear Discriminant Functions |
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230 | (7) |
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6.3.4 The Support Vector Classifier |
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237 | (5) |
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6.3.5 The Feedforward Neural Network |
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242 | (3) |
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6.4 Adaptive Boosting -- Adaboost |
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245 | (4) |
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6.5 Convolutional Neural Networks (CNNs) |
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249 | (3) |
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6.5.1 Convolutional Neural Network Structure |
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249 | (2) |
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6.5.2 Computation and Training of CNNs |
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251 | (1) |
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252 | (5) |
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6.7 Selected Bibliography |
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257 | (2) |
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257 | (2) |
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7 Feature Extraction and Selection |
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259 | (44) |
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7.1 Criteria for Selection and Extraction |
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261 | (11) |
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7.1.1 Interclass/Intraclass Distance |
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262 | (5) |
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7.1.2 Chernoff-Bhattacharyya Distance |
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267 | (3) |
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270 | (2) |
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272 | (16) |
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273 | (2) |
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275 | (3) |
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7.2.3 Several New Methods of Feature Selection |
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278 | (9) |
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7.2.4 Implementation Issues |
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287 | (1) |
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7.3 Linear Feature Extraction |
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288 | (12) |
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7.3.1 Feature Extraction Based on the Bhattacharyya Distance with Gaussian Distributions |
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291 | (5) |
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7.3.2 Feature Extraction Based on Inter/Intra Class Distance |
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296 | (4) |
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300 | (3) |
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300 | (3) |
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303 | (46) |
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304 | (16) |
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8.1.1 Principal Component Analysis |
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304 | (5) |
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8.1.2 Multidimensional Scaling |
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309 | (6) |
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8.1.3 Kernel Principal Component Analysis |
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315 | (5) |
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320 | (25) |
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8.2.1 Hierarchical Clustering |
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323 | (4) |
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327 | (2) |
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8.2.3 Mixture of Gaussians |
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329 | (6) |
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8.2.4 Mixture of probabilistic PCA |
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335 | (1) |
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8.2.5 Self-Organizing Maps |
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336 | (6) |
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8.2.6 Generative Topographic Mapping |
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342 | (3) |
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345 | (4) |
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346 | (3) |
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349 | (58) |
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9.1 Example on Image Classification with PRTools |
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349 | (12) |
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9.1.1 Example on Image Classification |
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349 | (5) |
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9.1.2 Example on Face Classification |
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354 | (3) |
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9.1.3 Example on Silhouette Classification |
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357 | (4) |
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9.2 Boston Housing Classification Problem |
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361 | (11) |
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9.2.1 Dataset Description |
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361 | (2) |
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9.2.2 Simple Classification Methods |
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363 | (2) |
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365 | (2) |
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367 | (1) |
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9.2.5 Complex Classifiers |
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368 | (3) |
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371 | (1) |
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9.3 Time-of-Flight Estimation of an Acoustic Tone Burst |
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372 | (20) |
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9.3.1 Models of the Observed Waveform |
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374 | (2) |
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9.3.2 Heuristic Methods for Determining the ToF |
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376 | (1) |
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377 | (2) |
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379 | (1) |
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9.3.5 ML Estimation Using Covariance Models for the Reflections |
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380 | (5) |
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9.3.6 Optimization and Evaluation |
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385 | (7) |
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9.4 Online Level Estimation in a Hydraulic System |
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392 | (14) |
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9.4.1 Linearized Kalman Filtering |
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394 | (3) |
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9.4.2 Extended Kalman Filtering |
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397 | (1) |
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398 | (5) |
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403 | (3) |
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406 | (1) |
Appendix A Topics Selected from Functional Analysis |
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407 | (14) |
Appendix B Topics Selected from Linear Algebra and Matrix Theory |
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421 | (16) |
Appendix C Probability Theory |
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437 | (16) |
Appendix D Discrete-Time Dynamic Systems |
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453 | (6) |
Index |
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459 | |