Estimation Control And The Discrete Kalman Filter
DOWNLOAD
Download Estimation Control And The Discrete Kalman Filter PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Estimation Control And The Discrete Kalman Filter book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Estimation Control And The Discrete Kalman Filter
DOWNLOAD
Author : Donald E. Catlin
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Estimation Control And The Discrete Kalman Filter written by Donald E. Catlin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Technology & Engineering categories.
In 1960, R. E. Kalman published his celebrated paper on recursive min imum variance estimation in dynamical systems [14]. This paper, which introduced an algorithm that has since been known as the discrete Kalman filter, produced a virtual revolution in the field of systems engineering. Today, Kalman filters are used in such diverse areas as navigation, guid ance, oil drilling, water and air quality, and geodetic surveys. In addition, Kalman's work led to a multitude of books and papers on minimum vari ance estimation in dynamical systems, including one by Kalman and Bucy on continuous time systems [15]. Most of this work was done outside of the mathematics and statistics communities and, in the spirit of true academic parochialism, was, with a few notable exceptions, ignored by them. This text is my effort toward closing that chasm. For mathematics students, the Kalman filtering theorem is a beautiful illustration of functional analysis in action; Hilbert spaces being used to solve an extremely important problem in applied mathematics. For statistics students, the Kalman filter is a vivid example of Bayesian statistics in action. The present text grew out of a series of graduate courses given by me in the past decade. Most of these courses were given at the University of Mas sachusetts at Amherst.
Introduction And Implementations Of The Kalman Filter
DOWNLOAD
Author : Felix Govaers
language : en
Publisher: BoD – Books on Demand
Release Date : 2019-05-22
Introduction And Implementations Of The Kalman Filter written by Felix Govaers and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-22 with Computers categories.
Sensor data fusion is the process of combining error-prone, heterogeneous, incomplete, and ambiguous data to gather a higher level of situational awareness. In principle, all living creatures are fusing information from their complementary senses to coordinate their actions and to detect and localize danger. In sensor data fusion, this process is transferred to electronic systems, which rely on some "awareness" of what is happening in certain areas of interest. By means of probability theory and statistics, it is possible to model the relationship between the state space and the sensor data. The number of ingredients of the resulting Kalman filter is limited, but its applications are not.
Kalman Filtering
DOWNLOAD
Author : Mohinder S. Grewal
language : en
Publisher: John Wiley & Sons
Release Date : 2015-02-02
Kalman Filtering written by Mohinder S. Grewal and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-02-02 with Technology & Engineering categories.
The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.
Approximate Kalman Filtering
DOWNLOAD
Author : Guanrong Chen
language : en
Publisher: World Scientific
Release Date : 1993-08-30
Approximate Kalman Filtering written by Guanrong Chen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-08-30 with Technology & Engineering categories.
Kalman filtering algorithm gives optimal (linear, unbiased and minimum error-variance) estimates of the unknown state vectors of a linear dynamic-observation system, under the regular conditions such as perfect data information; complete noise statistics; exact linear modeling; ideal well-conditioned matrices in computation and strictly centralized filtering.In practice, however, one or more of the aforementioned conditions may not be satisfied, so that the standard Kalman filtering algorithm cannot be directly used, and hence “approximate Kalman filtering” becomes necessary. In the last decade, a great deal of attention has been focused on modifying and/or extending the standard Kalman filtering technique to handle such irregular cases. It has been realized that approximate Kalman filtering is even more important and useful in applications.This book is a collection of several tutorial and survey articles summarizing recent contributions to the field, along the line of approximate Kalman filtering with emphasis on both its theoretical and practical aspects.
Kalman Filtering
DOWNLOAD
Author : Charles K. Chui
language : en
Publisher: Springer Science & Business Media
Release Date : 2009
Kalman Filtering written by Charles K. Chui and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Business & Economics categories.
This book presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method and an indirect method.
Optimal Estimation Of Dynamic Systems Second Edition
DOWNLOAD
Author : John L. Crassidis
language : en
Publisher: CRC Press
Release Date : 2011-10-26
Optimal Estimation Of Dynamic Systems Second Edition written by John L. Crassidis and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-26 with Mathematics categories.
Optimal Estimation of Dynamic Systems, Second Edition highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems. Accessible to engineering students, applied mathematicians, and practicing engineers, the text presents the central concepts and methods of optimal estimation theory and applies the methods to problems with varying degrees of analytical and numerical difficulty. Different approaches are often compared to show their absolute and relative utility. The authors also offer prototype algorithms to stimulate the development and proper use of efficient computer programs. MATLAB® codes for the examples are available on the book’s website. New to the Second Edition With more than 100 pages of new material, this reorganized edition expands upon the best-selling original to include comprehensive developments and updates. It incorporates new theoretical results, an entirely new chapter on advanced sequential state estimation, and additional examples and exercises. An ideal self-study guide for practicing engineers as well as senior undergraduate and beginning graduate students, the book introduces the fundamentals of estimation and helps newcomers to understand the relationships between the estimation and modeling of dynamical systems. It also illustrates the application of the theory to real-world situations, such as spacecraft attitude determination, GPS navigation, orbit determination, and aircraft tracking.
Kalman Filter
DOWNLOAD
Author : Víctor M. Moreno
language : en
Publisher: BoD – Books on Demand
Release Date : 2009-04-01
Kalman Filter written by Víctor M. Moreno and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-01 with Computers categories.
The aim of this book is to provide an overview of recent developments in Kalman filter theory and their applications in engineering and scientific fields. The book is divided into 24 chapters and organized in five blocks corresponding to recent advances in Kalman filtering theory, applications in medical and biological sciences, tracking and positioning systems, electrical engineering and, finally, industrial processes and communication networks.
Optimal Estimation Of Dynamic Systems
DOWNLOAD
Author : John L. Crassidis
language : en
Publisher: CRC Press
Release Date : 2004-04-27
Optimal Estimation Of Dynamic Systems written by John L. Crassidis and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-04-27 with Mathematics categories.
Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals receiv
Advanced Kalman Filtering Least Squares And Modeling
DOWNLOAD
Author : Bruce P. Gibbs
language : en
Publisher: John Wiley & Sons
Release Date : 2011-03-29
Advanced Kalman Filtering Least Squares And Modeling written by Bruce P. Gibbs and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-29 with Technology & Engineering categories.
This book is intended primarily as a handbook for engineers who must design practical systems. Its primary goal is to discuss model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions. Since it is sometimes difficult to a priori determine the best model structure, use of exploratory data analysis to define model structure is discussed. Methods for deciding on the “best” model are also presented. A second goal is to present little known extensions of least squares estimation or Kalman filtering that provide guidance on model structure and parameters, or make the estimator more robust to changes in real-world behavior. A third goal is discussion of implementation issues that make the estimator more accurate or efficient, or that make it flexible so that model alternatives can be easily compared. The fourth goal is to provide the designer/analyst with guidance in evaluating estimator performance and in determining/correcting problems. The final goal is to provide a subroutine library that simplifies implementation, and flexible general purpose high-level drivers that allow both easy analysis of alternative models and access to extensions of the basic filtering. Supplemental materials and up-to-date errata are downloadable at http://booksupport.wiley.com.
Optimal Filtering
DOWNLOAD
Author : Brian D. O. Anderson
language : en
Publisher: Courier Corporation
Release Date : 2012-05-23
Optimal Filtering written by Brian D. O. Anderson and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-23 with Science categories.
Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.