root/library/doc/html/formula.repository @ 661

Revision 661, 6.7 kB (checked in by smidl, 15 years ago)

doc

Line 
1\form#0:$f(x)$
2\form#1:$x$
3\form#2:$ f( x | y) $
4\form#3:$ x $
5\form#4:$ y $
6\form#5:$ u_t $
7\form#6:$ y_t $
8\form#7:$ d_t=[y_t,u_t, \ldots ]$
9\form#8:\[ f(\theta_t | d_1,\ldots,d_t) = \frac{f(y_t|\theta_t,\cdot) f(\theta_t|d_1,\ldots,d_{t-1})}{f(y_t|d_1,\ldots,d_{t-1})} \]
10\form#9:$y_t$
11\form#10:$ c_t $
12\form#11:\[ f(\theta_t | c_t, d_1,\ldots,d_t) \propto f(y_t,\theta_t|c_t,\cdot, d_1,\ldots,d_{t-1}) \]
13\form#12:$x=$
14\form#13:$ f_x()$
15\form#14:$ [x_1 , x_2 , \ldots \ $
16\form#15:$ f_x(rv)$
17\form#16:$x \sim epdf(rv|cond)$
18\form#17:$[Up_{t-1},Up_{t-2}, \ldots]$
19\form#18:$ t $
20\form#19:$ t+1 $
21\form#20:$ f(d_{t+1} |d_{t}, \ldots d_{0}) $
22\form#21:$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $
23\form#22:$t$
24\form#23:$[y_{t} y_{t-1} ...]$
25\form#24:$[y_t, u_t, y_{t-1 }, u_{t-1}, \ldots]$
26\form#25:$ f(x_t|x_{t-1}) $
27\form#26:$ f(d_t|x_t) $
28\form#27:\[ L(y,u) = (y-y_{req})'Q_y (y-y_{req}) + (u-u_{req})' Q_u (u-u_{req}) \]
29\form#28:\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]
30\form#29:$[\theta r]$
31\form#30:$\psi=\psi(y_{1:t},u_{1:t})$
32\form#31:$u_t$
33\form#32:$e_t$
34\form#33:\[ e_t \sim \mathcal{N}(0,1). \]
35\form#34:\[ f(\theta| d_1 \ldots d_t , \phi_t) \]
36\form#35:$\theta,r$
37\form#36:$ dt = [y_t psi_t] $
38\form#37:\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]
39\form#38:\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]
40\form#39:\[ x_{t+1} = Ax_t + B u_t + R^{1/2} e_t, y_t=Cx_t+Du_t + R^{1/2}w_t, \]
41\form#40:\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' & P_{t|t-1}^{0.5}CA'\\ & Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} & KA'\\ & P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]
42\form#41:\[ f(y_t|\psi_t, \Theta) = \sum_{i=1}^{n} w_i f(y_t|\psi_t, \theta_i) \]
43\form#42:$\psi$
44\form#43:$w=[w_1,\ldots,w_n]$
45\form#44:$\theta_i$
46\form#45:$\Theta$
47\form#46:$\Theta = [\theta_1,\ldots,\theta_n,w]$
48\form#47:$A=Ch' Ch$
49\form#48:$Ch$
50\form#49:$f(x) = a$
51\form#50:$f(x) = Ax+B$
52\form#51:$f(x,u)$
53\form#52:$f(x,u) = Ax+Bu$
54\form#53:$f(x0,u0)$
55\form#54:$A=\frac{d}{dx}f(x,u)|_{x0,u0}$
56\form#55:$u$
57\form#56:$A=\frac{d}{du}f(x,u)|_{x0,u0}$
58\form#57:\[M = L'DL\]
59\form#58:$L$
60\form#59:$D$
61\form#60:$V = V + w v v'$
62\form#61:$C$
63\form#62:$V = C*V*C'$
64\form#63:$V = C'*V*C$
65\form#64:$V$
66\form#65:$x= v'*V*v$
67\form#66:$x= v'*inv(V)*v$
68\form#67:$U$
69\form#68:$A'D0 A$
70\form#69:$L'DL$
71\form#70:$A'*diag(D)*A = self.L'*diag(self.D)*self.L$
72\form#71:\[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \]
73\form#72:$ f(rvc) = \int f(rv,rvc) d\ rv $
74\form#73:\[ f(x) = \sum_{i=1}^{n} w_{i} f_i(x), \quad \sum_{i=1}^n w_i = 1. \]
75\form#74:$f_i(x)$
76\form#75:$p$
77\form#76:$p\times$
78\form#77:$n$
79\form#78:\[ f(x|\beta) = \frac{\Gamma[\gamma]}{\prod_{i=1}^{n}\Gamma(\beta_i)} \prod_{i=1}^{n}x_i^{\beta_i-1} \]
80\form#79:$\gamma=\sum_i \beta_i$
81\form#80:\[ \beta = rvc / k + \beta_c \]
82\form#81:$ \beta_c $
83\form#82:\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]
84\form#83:$\beta$
85\form#84:\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]
86\form#85:$ \mu=A*\mbox{rvc}+\mu_0 $
87\form#86:$\mu$
88\form#87:$k$
89\form#88:$\alpha=k$
90\form#89:$\beta=k/\mu$
91\form#90:$\mu/\sqrt(k)$
92\form#91:$ \mu $
93\form#92:$ k $
94\form#93:$ \alpha=\mu/k^2+2 $
95\form#94:$ \beta=\mu(\alpha-1)$
96\form#95:$ \mu/\sqrt(k)$
97\form#96:$l$
98\form#97:\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]
99\form#98:$ \log(x)\sim \mathcal{N}(\mu,\sigma^2) $
100\form#99:\[ x \sim \frac{1}{x\sigma\sqrt{2\pi}}\exp{-\frac{1}{2\sigma^2}(\log(x)-\mu)} \]
101\form#100:$\mathcal{I}$
102\form#101:\[ f(rv) = N(\mu, R) \]
103\form#102:$\theta$
104\form#103:\[ f(rv) = GiW(V,\nu) \]
105\form#104:\[ f(rv|rvc) = Di(rvc*k) \]
106\form#105:$\alpha$
107\form#106:\[ f(rv|rvc) = \Gamma(\alpha, \beta) \]
108\form#107:\[ f(rv) = U(low,high) \]
109\form#108:\[ f(rv|rvc) = N(A*rvc+const, R) \]
110\form#109:\[ f(rv|rvc) = N( g(rvc), R) \]
111\form#110:$ \Lambda $
112\form#111:$ R $
113\form#112:$ R_e $
114\form#113:\[ f(rv|rvc) = \Gamma(k, k/rvc) \]
115\form#114:\[ f(rv|rvc) = i\Gamma(k, k/(rvc^l \circ ref^{(1-l)}) \]
116\form#115:\[ f(rv|rvc) = log\mathcal{N}( \log(rvc)-0.5\log(k^2+1), k I) \]
117\form#116:$ \Psi $
118\form#117:$ \nu $
119\form#118:$ \nu-p-1 $
120\form#119:$w$
121\form#120:$x^{(i)}, i=1..n$
122\form#121:\[ f(x_i|y_i), i=1..n \]
123\form#122:$ \cup [x_i,y_i] $
124\form#123:\[ f(z_i|y_i,x_i) f(x_i|y_i) f(y_i) i=1..n \]
125\form#124:$ z_i $
126\form#125:$ y_i={}, z_i={}, \forall i $
127\form#126:$ f(z_i|x_i,y_i) $
128\form#127:$ f(D) $
129\form#128:\[ f(a,b,c) = f(a|b,c) f(b) f(c) \]
130\form#129:$ f(a|b,c) $
131\form#130:$ f(b) $
132\form#131:$ f(c) $
133\form#132:$ _t $
134\form#133:$ f(a)$
135\form#134:$ a $
136\form#135:$ x_{t-2} $
137\form#136:$ [a_{t-1}, b_{t+1}] $
138\form#137:$ f(a) $
139\form#138:$ f(x_t |d_1 \ldots d_t)$
140\form#139:$ d $
141\form#140:\[ f(a) = \mathcal{U}(-1,1) \]
142\form#141:\[ f(y_t|y_{t-3},u_{t-1}) = \mathcal{N}( a y_{t-3} + b u_{t-1}, r) \]
143\form#142:$ a,b $
144\form#143:$ r $
145\form#144:$ y_{t-3}$
146\form#145:$ u_{t-1}$
147\form#146:$ u $
148\form#147:$ f(y_{t}|y_{t-3},u_{t-1})$
149\form#148:\[ f(u_t) = \mathcal{N}(0, r_u) \]
150\form#149:$ r_u $
151\form#150:\[ f(y_{t},u_{t}|y_{t-3},u_{t-1}) = f(y_{t}|y_{t-3},u_{t-1})f(u_{t}) \]
152\form#151:$ f(a|b)$
153\form#152:$ f(u_t)$
154\form#153:$ f(u_t| \{\})$
155\form#154:$ [d_1, d_2, \ldots d_t] $
156\form#155:\[ f(x_t|d_1\ldots d_t) \propto f(d_t|x_t,d_1\ldots d_{t-1}) f(x_t| d_1\ldots d_{t-1}) \]
157\form#156:$ d_t $
158\form#157:$ f(d_t|d_1\ldots d_{t-1})$
159\form#158:\[ f(d_{t+1}| d_1 \ldots d_{t}), \]
160\form#159:\[ f(x_t|d_1\ldots d_t)=f(x_{1,t}|x_{2,t},d_1\ldots d_t)f(x_{2,t}|d_1\ldots d_t) \]
161\form#160:$ x_{1,t}$
162\form#161:$ x_{2,t}$
163\form#162:$ \phi $
164\form#163:$ [\theta_t, r_t, \phi_t]$
165\form#164:\[ f(\theta_t, r_t, \phi_t) = f(\theta_t, r_t| \phi_t) f(\phi_t) \]
166\form#165:$ \phi_t $
167\form#166:$[\phi, 1-\phi]$
168\form#167:\[ f(\phi_t|\phi_{t-1}) = Di (\phi_{t-1}/k + \beta_c) \]
169\form#168:\begin{eqnarray} x_t &= &A x_{t-1} + B u_{t} + v_t,\\ y_t &= &C x_{t} + D u_{t} + w_t, \end{eqnarray}
170\form#169:$ x_t $
171\form#170:$ A, B, C, D$
172\form#171:$v_t, w_t$
173\form#172:$Q, R$
174\form#173:\begin{eqnarray} x_t &= &g( x_{t-1}, u_{t}) + v_t,\\ y_t &= &h( x_{t} , u_{t}) + w_t, \end{eqnarray}
175\form#174:$ g(), h() $
176\form#175:\[ y_t = \theta' \psi_t + \rho e_t \]
177\form#176:$[\theta,\rho]$
178\form#177:$\psi_t$
179\form#178:$\mathcal{N}(0,1)$
180\form#179:\[ V_t = \sum_{i=0}^{n} \left[\begin{array}{c}y_{t}\\ \psi_{t}\end{array}\right] \begin{array}{c} [y_{t}',\,\psi_{t}']\\ \\\end{array} \]
181\form#180:\[ \nu_t = \sum_{i=0}^{n} 1 \]
182\form#181:$ \theta_t , r_t $
183\form#182:\[ V_t = \phi V_{t-1} + \left[\begin{array}{c}y_{t}\\ \psi_{t}\end{array}\right] \begin{array}{c} [y_{t}',\,\psi_{t}']\\ \\\end{array} +(1-\phi) V_0 \]
184\form#183:\[ \nu_t = \phi \nu_{t-1} + 1 + (1-\phi) \nu_0 \]
185\form#184:$ \phi \in [0,1]$
186\form#185:\[ \mathrm{win_length} = \frac{1}{1-\phi}\]
187\form#186:$ \phi=0.9 $
188\form#187:$ V_0 , \nu_0 $
189\form#188:$ V_t , \nu_t $
190\form#189:$ \phi<1 $
191\form#190:$ [ rv_{0}, rv_{-1},\ldots rv_{max_delay}]$
Note: See TracBrowser for help on using the browser.