From a2f6e85c6d309ac087cb565ce73d5b6a0ede8a7c Mon Sep 17 00:00:00 2001 From: Markus Bullmann Date: Tue, 30 Jan 2018 17:01:09 +0100 Subject: [PATCH] text --- tex/bare_conf.tex | 32 +++++++++++++++++++++++++++++--- 1 file changed, 29 insertions(+), 3 deletions(-) diff --git a/tex/bare_conf.tex b/tex/bare_conf.tex index eea1d72..c0e2b26 100644 --- a/tex/bare_conf.tex +++ b/tex/bare_conf.tex @@ -18,6 +18,9 @@ \newcommand{\dop} [1]{\ensuremath{ \mathop{\mathrm{d}#1} }} \newcommand{\R} {\ensuremath{ \mathbf{R} }} +\newcommand{\expp} [1]{\ensuremath{ \exp \left( #1 \right) }} + +\newcommand{\qq} [1]{``#1''} \begin{document} % @@ -94,20 +97,43 @@ However, its inability to produce a continuous estimate dismisses it for many ap In contrast, the KDE is often the preferred tool because of its ability to produce a continuous estimate and its flexibility. Given $n$ independently observed realizations of the observation set $X=(x_1,\dots,x_n)$, the kernel density estimate $\hat{f}_n$ of the density function $f$ of the underlying distribution is given with \begin{equation} -\label{eq:kede} +\label{eq:kde} \hat{f}_n = \frac{1}{nh} \sum_{i=1}^{n} K \left( \frac{x-X_i}{h} \right) \text{,} %= \frac{1}{n} \sum_{i=1}^{n} K_h(x-x_i) \end{equation} where $K$ is the kernel function and $h\in\R^+$ is an arbitrary smoothing parameter called bandwidth. While any density function can be used as the kernel function $K$ (such that $\int K(u) \dop{u} = 1$), a variety of popular choices of the kernel function $K$ exits. -Commonly the Gaussian kernel is used. +In practice the Gaussian kernel is commonly used: +\begin{equation} +K(u)=\frac{1}{\sqrt{2\pi}} \expp{- \frac{u^2}{2} } +\end{equation} + +\begin{equation} +\hat{f}_n = \frac{1}{nh\sqrt{2\pi}} \sum_{i=1}^{n} \expp{-\frac{(x-X_i)^2}{2h^2}} +\end{equation} -\section{Box Filter} +\section{Moving Average Filter} % Basic box filter formula % Recursive form % Gauss Blur Filter % Repetitive Box filter to approx Gauss % Simple multipass, n/m approach, extended box filter +The moving average filter is a simplistic filter which takes an input function $x$ and produces a second function $y$. +A single output value is computed by taking the average of a number of values symmetrical around a single point in the input. +The number of values in the average can also be seen as the width $w=2r+1$, where $r$ is the \qq{radius} of the filter. +The computation of an output value using a moving average filter of radius $r$ is defined as +\begin{equation} +\label{eq:symMovAvg} +y[i]=\frac{1}{2r+1} \sum_{j=-r}^{r}x[i+j] \text{.} +\end{equation} + +It is well-known that a moving average filter can approximate a Gaussian filter by repetitive recursive computations. + + + +As is known the Gaussian filter is parametrized by its standard deviation $\sigma$. +To approximate a Gaussian filter one needs to express a given $\sigma$ in terms of moving average filters. + \section{Combination}