数字信号处理Lec5.pdf

鏁板瓧淇″彿澶勭悊II 涓浗绉戝闄㈠ぇ瀛 鐢靛瓙鐢垫皵涓庨€氫俊瀛﹂櫌 鍐€杩炶惀 JILIANYING@GMAIL.COM 绗竴娆′綔涓 飦 璇煶淇″彿澶勭悊 飦 浠跨収鍙傝€冭蒋浠讹紝瀹炵幇涓ょ鐗规晥 飦 鎶ュ憡2椤碉紝 飦 鍙傝€冩枃鐚?绡 飦 绋嬪簭甯︽敞閲 飦 2浜轰竴缁 鏈爞璇捐 飦 闅忔満淇″彿鐨勫畾涔夈€佽〃绀恒€佸垎鏋 飦 澶嶄範涓€鐐规鐜 飦 闅忔満淇″彿鐨勮捣婧 飦 涓嶇‘瀹氭€х殑瀛樺湪 飦 闅忔満淇″彿鐨勮〃绀 飦 鎵€鏈夊彲鑳界殑淇″彿鏍锋湰鐨勯泦鍚 飦 闅忔満淇″彿鐨勫垎鏋 飦 姒傜巼鍒嗗竷 飦 缁熻閲忥細鍧囧€硷紝鑷浉鍏 姒傜巼澶嶄範 飦 涓嶇‘瀹氭€?Uncertainty) 飦 Ignorance of some factors 飦 Inexact observations(noisy signal) 飦 Non-determinism(vague definition, random events) 飦 搴斿涓嶇‘瀹氭€х殑鏁板鐞嗚 飦 Probability theory 飦 Dempster-Shafer 飦 Fuzzy logic 姒傜巼澶嶄範 飦 姒傜巼鐨勫畾涔 飦 Subjective 飦 Belief of Tendency 飦 Objective 飦 Frequency( easier to understand or to explain things) 飦 Mathematics 飦 Assigns a numerical degree of belief between 0 and 1 to events 姒傜巼澶嶄範 飦 姒傜巼鏄畾涔夊湪闅忔満瀹為獙鐨勫熀纭€涓婄殑 飦 Outcomes of experiment or the future 飦 Events 锛歋et of outcomes 飦 They must satisfy 飦 饊亙(饊€? = 饊仴鈭堭€€葛€亾(饊仴) 飦 This is the starting point of any further theorem 姒傜巼澶嶄範 飦 Random Variable 飦 Is it probability Or it is value of something 飦 random variable is a variable whose value is subject to variations due to chance 飦 a random variable conceptually does not have a single, fixed value; it can take on a set of possible different values, each with an associated probability. 飦 A random variables possible values might represent 飦 the possible outcomes of a yet-to-be-performed experiment, or the possible outcomes of a past experiment whose already-existing value is uncertain 飦 They may also conceptually represent either the results of an objectively random process 飦 or the subjective randomness that results from incomplete knowledge of a quantity. 姒傜巼澶嶄範 飦 Discrete