comp slides dk

7/31/2019 Comp Slides Dk

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http://find/http://goback/


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http://goforward/http://find/


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= ( , ..., ) + ( , ..., ) ,


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{ } { , , ..., }{ }

==

( ( , ..., ) + ( , ..., ) ) + ,

= = = = , ...,
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= =

{ }
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= =

{ }
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= =

{ }
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= ( , ..., ) = ( , ..., ),

,

= ( + , ..., )[ , ]
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, , + , ,...+ , + ,...

+ , + , ...

= ( , ..., ), = ( , ..., ),...

= ( , ..., ), [ , ] = , ,...

= ( , ..., )
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window 1

window 2

window 3

window 4

window 2*

window 1*

time


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location 2

location 1

s c a

l e 1

s c a

l e 2

W[ t1,n]

W[ t1+2k,n]

W[ t1+k,n]

(mu,sigma )? decision 1


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( , )

R


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( , ) = { ( ) : ; } , R

( , ) = { ( ), ( )}.


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( , ) = { ( ) : ; } , R

4 obs

3 obs

2 obs

3 obs


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( , ) =

( ( ), ( )) , R

= { , ..., }

= { , ..., }

( , ) ={( ( ), ( )) , { }}
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= , , ...,

() < ()
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= , , ...,

() < ()
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(, ) R [ , ) Y = { , ..., }

((, ), Y ) ==

# : ( , ) ( ) ( ) , >

= # { : = }, = ,

( )/ , ( ) = ( ( )) = ( )/ ( ) ( ) = ( )


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(, ) R [ , )R

(, , ) = ( , ) { : ( )+ (( ) ) }.

, , ...,
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(, )

/
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,

= ( ,

; ,

), ( ) ,

( )

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,

,

,
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,

= ( ,

; ,

), ( ) ,

( )

+ = , , = , ,...

,

,

,
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( ) , ( ) ,( ), ..., ( )

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( ) , ( ) ,

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, ( ) , )(

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( ) , ( ) ,( ), ..., ( )

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( ) , ( ) ,

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(,

, ( ) , )(

,, ( ) , )

, = , ..., , = , ,...


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,, = , ..., , = , ,...

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= = . = . = .

= = . = . = .

+ = = = =
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= = . = . = .

= = . = . = .

+ = = = =
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%
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( ( )) ( ( ))
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( ( )) ( ( ))


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( ( )) ( ( ))


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