Estimation Control And The Discrete Kalman Filter

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Estimation Control And The Discrete Kalman Filter

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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.

Discrete Techniques Of Parameter Estimation

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Author : Jerry M. Mendel
language : en
Publisher:
Release Date : 1973

Discrete Techniques Of Parameter Estimation written by Jerry M. Mendel and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with Mathematics categories.

Equation error formulation of parameter estimation problems; Least-squares parameter estimation; Minimum-variance parameter estimation; Stochastic-gradient parameter estimation; Estimation of time-varying parameters.

Discrete Time Stochastic Systems

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Author : Torsten Söderström
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Discrete Time Stochastic Systems written by Torsten Söderström 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 Mathematics categories.

This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.

Hidden Markov Models

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Author : Robert J Elliott
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-27

Hidden Markov Models written by Robert J Elliott 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 2008-09-27 with Science categories.

As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filter are derived as special cases of the authors’ general results and new expressions for a Kalman smoother are given. The Chapters on the control of Hidden Markov Chains are expanded and clarified. The revised Chapter 4 includes state estimation for discrete time Markov processes and Chapter 12 has a new section on robust control.

Kalman Filtering

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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.

Estimation And Control Of Systems

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Author : Theodore F. Elbert
language : en
Publisher: Van Nostrand Reinhold Company
Release Date : 1984

Estimation And Control Of Systems written by Theodore F. Elbert and has been published by Van Nostrand Reinhold Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Technology & Engineering categories.

Good,No Highlights,No Markup,all pages are intact, Slight Shelfwear,may have the corners slightly dented, may have slight color changes/slightly damaged spine.

Optimal And Robust Estimation

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Author : Frank L. Lewis
language : en
Publisher: CRC Press
Release Date : 2017-12-19

Optimal And Robust Estimation written by Frank L. Lewis and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-19 with Technology & Engineering categories.

More than a decade ago, world-renowned control systems authority Frank L. Lewis introduced what would become a standard textbook on estimation, under the title Optimal Estimation, used in top universities throughout the world. The time has come for a new edition of this classic text, and Lewis enlisted the aid of two accomplished experts to bring the book completely up to date with the estimation methods driving today's high-performance systems. A Classic Revisited Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition reflects new developments in estimation theory and design techniques. As the title suggests, the major feature of this edition is the inclusion of robust methods. Three new chapters cover the robust Kalman filter, H-infinity filtering, and H-infinity filtering of discrete-time systems. Modern Tools for Tomorrow's Engineers This text overflows with examples that highlight practical applications of the theory and concepts. Design algorithms appear conveniently in tables, allowing students quick reference, easy implementation into software, and intuitive comparisons for selecting the best algorithm for a given application. In addition, downloadable MATLAB® code allows students to gain hands-on experience with industry-standard software tools for a wide variety of applications. This cutting-edge and highly interactive text makes teaching, and learning, estimation methods easier and more modern than ever.

Kalman Filtering Theory

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Author : A. V. Balakrishnan
language : en
Publisher:
Release Date : 1987

Kalman Filtering Theory written by A. V. Balakrishnan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Control theory categories.

Kalman Filtering

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Author : Mohinder S. Grewal
language : en
Publisher: Wiley-Interscience
Release Date : 2001-01-16

Kalman Filtering written by Mohinder S. Grewal and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-01-16 with Computers categories.

Disk contains: Demonstation programs and source code in MATLAB for algorithms in text.

Stochastic Models Estimation And Control

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Author : Peter S. Maybeck
language : en
Publisher: Academic Press
Release Date : 1982-08-25

Stochastic Models Estimation And Control written by Peter S. Maybeck and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982-08-25 with Mathematics categories.

This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.