A Signal Processing Algorithm Based on Parametric Dynamic Programming

Autor:	Oleksandr Pryimak, Olga Krasotkina, Vadim Mottl, Andrey Kopylov
Rok vydání:	2010
Předmět:	Dynamic programming Mathematical optimization Signal processing Reactive programming Optimal substructure Differential dynamic programming Quadratic function Parametric family Mathematics Parametric statistics
Zdroj:	Lecture Notes in Computer Science ISBN: 9783642136801 ICISP
DOI:	10.1007/978-3-642-13681-8_33
Popis:	A new algorithm for low-level signal processing is proposed based on dynamic programming principle. It is shown that it is possible to extend the dynamic programming procedure to the case of continuous variables by introducing the parametric family of Bellman functions, represented as a minimum of a set of quadratic functions. The procedure can take into account a wide range of prior assumptions about the sought-for result, and leads to the effective algorithms of data analysis.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::f598de1a22c5c416ca7872e0f6e92b7c https://doi.org/10.1007/978-3-642-13681-8_33 Zobrazit plný text záznamu