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Kalman filtering-smoothing is a fundamental tool in statistical time series analysis: it implements the optimal Bayesian filter in the linear-Gaussian setting, and serves as a key step in the inference algorithms for a wide variety of nonlinear and non-Gaussian models. However, using this kind of filter in small embedded systems is not a good choice due to the computational intensive maths. For that reason there are several variations of the original Kalman filter which may…

Backpropagation is one of the several ways in which an artificial neural network (ANN) can be trained. It is a supervised training scheme, which means, it learns from labeled training data. In simple terms, BackProp is like “learning from mistakes. “The supervisor corrects the ANN whenever it makes mistakes.” Initially, all the edge weights are randomly assigned. For every input in the training dataset, the ANN is activated, and its output is observed. This output…

In linear algebra, functional analysis, and related areas of mathematics, a norm (l-norms) is a function that assigns a strictly positive length or size to each vector in a vector space—save for the zero vector, which is assigned a length of zero. A seminorm, on the other hand, is allowed to assign zero length to some non-zero vectors (in addition to the zero vector). L1-Norm loss function is known as least absolute deviations (LAD). $latex…

In a previous post we saw the differences between K-means and K-NN. Here is step by step on how to compute K-nearest neighbors KNN algorithm. Determine parameter K = number of nearest neighbors Calculate the distance between the query-instance and all the training samples Sort the distance and determine nearest neighbors based on the K-th minimum distance Gather the category of the nearest neighbors Use simple majority of the category of nearest neighbors as the prediction…

In short, the algorithms are trying to accomplish different goals. K-nearest neighbor is a subset of supervised learning classification (or regression) algorithms (it takes a bunch of labeled points and uses them to learn how to label other points). It is supervised because you are trying to classify a point based on the known classification of other points. In contrast, K-means is a subset of unsupervised learning clustering algorithms (it takes a bunch of unlabeled…

1. What is ICA ? Independent Component Analysis is a technique of separating signals from their linear mixes. We could assume two signals $ x_1(t) $ and $ x_2(t) $ that are a linear combination of two signals source $ s_1(t) $ and $ s_2(t) $, the relationships of $ x_n $ and $ s_n $ are shown in the following system of linear equations where $ a_{11} $, $ a_{12} $, $ a_{21} $ and…

Perceptron is one of the simplest forms of a neural network model. The following code snippet is a simple version of such a neural network using Matlab. Before using it please read some background information at wikipedia : https://en.wikipedia.org/wiki/Perceptron

Image separation of mixed and overlapped images is a frequent problem in computer vision (image processing). The following Matlab source code is a demonstration of image separation using FastICA algorithm based on kurtosis.

PCA is a way of identifying patterns in data, and expressing the data in such a way as to highlight their similarities and differences. Below are the steps of the algorithm:

Step 1 – Initialize the dataset, 6 vectors of 32 sample data

Step 2 – Subtract the mean from each of the data dimensions. The mean subtracted is the average across each dimension. [math]Y= X – (O * Mean(X)) [/math], where [math]O…