| EPSRC Reference: |
GR/N00951/01 |
| Title: |
DYNAMIC SEQUENTIAL SIMULATION METHODOLOGY WITH APPLICATION TO AUDIO, SPEECH AND COMMUNICATIONS |
| Principal Investigator: |
FitzGerald, Professor W |
| Other Investigators: |
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| Project Partners: |
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| Department: |
Engineering |
| Organisation: |
University of Cambridge |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 July 1999 |
Ends: |
30 June 2002 |
Value (£): |
172,954
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| EPSRC Research Topic Classifications: |
| Digital Signal Processing |
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| EPSRC Industrial Sector Classifications: |
| Communications |
No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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The central project focus is sequential statistical analysis of dynamic models arising in various signal processing applicatins. We will develop concepts and new methods for sequential updating/revision of posterior and predictive conferences using stochastic simulation methods. Our motivations lie in the needs for fast and accurate methods of sequential data processing and analysis in areas including speech processing and mobile communications. Realistsic dynamic models involve complex, Time-varying parameter stochastic structures often with non-linear and non-gaussian components, and are typically not amenable to analysis without resort to numerical approximations. The gold standard for numerical approximati in bayesian analysis is via methods of stochastic simulation, including importance sampling, iterative methods Markov chain Monte Carlo, Or MCMC), and adaptive variants. the application of such methods to batch processing in dynamic models is quite well-developed, but their extension and development in sequential contexts is a relatively new and open area posing very significant research challenges.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.cam.ac.uk |