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Hokua – A Wavelet Method For Audio Fingerprinting, Steven S. Lutz
Hokua – A Wavelet Method For Audio Fingerprinting, Steven S. Lutz
Theses and Dissertations
In recent years, multimedia identification has become important as the volume of digital media has dramatically increased. With music files, one method of identification is audio fingerprinting. The underlying method for most algorithms is the Fourier transform. However, due to a lack of temporal resolution, these algorithms rely on the short-time Fourier transform. We propose an audio fingerprinting algorithm that uses a wavelet transform, which has good temporal resolution. In this thesis, we examine the basics of certain topics that are needed in understanding audio fingerprinting techniques. We also look at a brief history of work done in this field. …
The Expectation Of Transition Events On Finite-State Markov Chains, Jeremy Michael West
The Expectation Of Transition Events On Finite-State Markov Chains, Jeremy Michael West
Theses and Dissertations
Markov chains are a fundamental subject of study in mathematical probability and have found wide application in nearly every branch of science. Of particular interest are finite-state Markov chains; the representation of finite-state Markov chains by a transition matrix facilitates detailed analysis by linear algebraic methods. Previous methods of analyzing finite-state Markov chains have emphasized state events. In this thesis we develop the concept of a transition event and define two types of transition events: cumulative events and time-average events. Transition events generalize state events and provide a more flexible framework for analysis. We derive computable, closed-form expressions for the …
Numerical Solutions For Stochastic Differential Equations And Some Examples, Yi Luo
Numerical Solutions For Stochastic Differential Equations And Some Examples, Yi Luo
Theses and Dissertations
In this thesis, I will study the qualitative properties of solutions of stochastic differential equations arising in applications by using the numerical methods. It contains two parts. In the first part, I will first review some of the basic theory of the stochastic calculus and the Ito-Taylor expansion for stochastic differential equations (SDEs). Then I will discuss some numerical schemes that come from the Ito-Taylor expansion including their order of convergence. In the second part, I will use some schemes to solve the stochastic Duffing equation, the stochastic Lorenz equation, the stochastic pendulum equation, and the stochastic equations which model …