Nonlinear Filters
DOWNLOAD
Download Nonlinear Filters PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Nonlinear Filters 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
Nonlinear Filters
DOWNLOAD
Author : Hisashi Tanizaki
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Nonlinear Filters written by Hisashi Tanizaki 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 2013-03-09 with Business & Economics categories.
Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give biased filtering estimates, and therefore several nonlinear and nonnormal filters have been derived from the underlying probability density functions. The density-based nonlinear filters introduced in this book utilize numerical integration, Monte-Carlo integration with importance sampling or rejection sampling and the obtained filtering estimates are asymptotically unbiased and efficient. By Monte-Carlo simulation studies, all the nonlinear filters are compared. Finally, as an empirical application, consumption functions based on the rational expectation model are estimated for the nonlinear filters, where US, UK and Japan economies are compared.
Nonlinear Filters
DOWNLOAD
Author : Hisashi Tanizaki
language : en
Publisher: Springer Science & Business Media
Release Date : 1996-08-16
Nonlinear Filters written by Hisashi Tanizaki 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 1996-08-16 with Business & Economics categories.
Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give biased filtering estimates, and therefore several nonlinear and nonnormal filters have been derived from the underlying probability density functions. The density-based nonlinear filters introduced in this book utilize numerical integration, Monte-Carlo integration with importance sampling or rejection sampling and the obtained filtering estimates are asymptotically unbiased and efficient. By Monte-Carlo simulation studies, all the nonlinear filters are compared. Finally, as an empirical application, consumption functions based on the rational expectation model are estimated for the nonlinear filters, where US, UK and Japan economies are compared.
Nonlinear Digital Filters
DOWNLOAD
Author : Ioannis Pitas
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Nonlinear Digital Filters written by Ioannis Pitas 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 2013-03-14 with Technology & Engineering categories.
The function of a filter is to transform a signal into another one more suit able for a given purpose. As such, filters find applications in telecommunica tions, radar, sonar, remote sensing, geophysical signal processing, image pro cessing, and computer vision. Numerous authors have considered deterministic and statistical approaches for the study of passive, active, digital, multidimen sional, and adaptive filters. Most of the filters considered were linear although the theory of nonlinear filters is developing rapidly, as it is evident by the numerous research papers and a few specialized monographs now available. Our research interests in this area created opportunity for cooperation and co authored publications during the past few years in many nonlinear filter families described in this book. As a result of this cooperation and a visit from John Pitas on a research leave at the University of Toronto in September 1988, the idea for this book was first conceived. The difficulty in writing such a mono graph was that the area seemed fragmented and no general theory was available to encompass the many different kinds of filters presented in the literature. However, the similarities of some families of nonlinear filters and the need for such a monograph providing a broad overview of the whole area made the pro ject worthwhile. The result is the book now in your hands, typeset at the Department of Electrical Engineering of the University of Toronto during the summer of 1989.
Nonlinear Filters
DOWNLOAD
Author : Peyman Setoodeh
language : en
Publisher: John Wiley & Sons
Release Date : 2022-04-12
Nonlinear Filters written by Peyman Setoodeh 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 2022-04-12 with Technology & Engineering categories.
NONLINEAR FILTERS Discover the utility of using deep learning and (deep) reinforcement learning in deriving filtering algorithms with this insightful and powerful new resource Nonlinear Filters: Theory and Applications delivers an insightful view on state and parameter estimation by merging ideas from control theory, statistical signal processing, and machine learning. Taking an algorithmic approach, the book covers both classic and machine learning-based filtering algorithms. Readers of Nonlinear Filters will greatly benefit from the wide spectrum of presented topics including stability, robustness, computability, and algorithmic sufficiency. Readers will also enjoy: Organization that allows the book to act as a stand-alone, self-contained reference A thorough exploration of the notion of observability, nonlinear observers, and the theory of optimal nonlinear filtering that bridges the gap between different science and engineering disciplines A profound account of Bayesian filters including Kalman filter and its variants as well as particle filter A rigorous derivation of the smooth variable structure filter as a predictor-corrector estimator formulated based on a stability theorem, used to confine the estimated states within a neighborhood of their true values A concise tutorial on deep learning and reinforcement learning A detailed presentation of the expectation maximization algorithm and its machine learning-based variants, used for joint state and parameter estimation Guidelines for constructing nonparametric Bayesian models from parametric ones Perfect for researchers, professors, and graduate students in engineering, computer science, applied mathematics, and artificial intelligence, Nonlinear Filters: Theory and Applications will also earn a place in the libraries of those studying or practicing in fields involving pandemic diseases, cybersecurity, information fusion, augmented reality, autonomous driving, urban traffic network, navigation and tracking, robotics, power systems, hybrid technologies, and finance.
Nonlinear Filters
DOWNLOAD
Author : Sueo Sugimoto
language : en
Publisher: Ohmsha, Ltd.
Release Date : 2020-12-10
Nonlinear Filters written by Sueo Sugimoto and has been published by Ohmsha, Ltd. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-10 with Mathematics categories.
This book covers a broad range of filter theories, algorithms, and numerical examples. The representative linear and nonlinear filters such as the Kalman filter, the steady-state Kalman filter, the H infinity filter, the extended Kalman filter, the Gaussian sum filter, the statistically linearized Kalman filter, the unscented Kalman filter, the Gaussian filter, the cubature Kalman filter are first visited. Then, the non-Gaussian filters such as the ensemble Kalman filter and the particle filters based on the sequential Bayesian filter and the sequential importance resampling are described, together with their recent advances. Moreover, the information matrix in the nonlinear filtering, the nonlinear smoother based on the Markov Chain Monte Carlo, the continuous-discrete filters, factorized filters, and nonlinear filters based on stochastic approximation method are detailed. 1 Review of the Kalman Filter and Related Filters 2 Information Matrix in Nonlinear Filtering 3 Extended Kalman Filter and Gaussian Sum Filter 4 Statistically Linearized Kalman Filter 5 The Unscented Kalman Filter 6 General Gaussian Filters and Applications 7 The Ensemble Kalman Filter 8 Particle Filter 9 Nonlinear Smoother with Markov Chain Monte Carlo 10 Continuous-Discrete Filters 11 Factorized Filters 12 Nonlinear Filters Based on Stochastic Approximation Method
Nonlinear Digital Filters
DOWNLOAD
Author : Ioannis Pitas
language : en
Publisher: Springer Science & Business Media
Release Date : 1990-01-31
Nonlinear Digital Filters written by Ioannis Pitas 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 1990-01-31 with Technology & Engineering categories.
To date, no unifying theory has been developed which encompasses nonlinear filters in the same theoretical framework. This book takes strides in that direction by organizing nonlinear filter classes in a concise way and stretching their common properties. Annotation copyrighted by Book News, Inc., Portland, OR
Nonlinear Filtering
DOWNLOAD
Author : Jitendra R. Raol
language : en
Publisher: CRC Press
Release Date : 2017-07-12
Nonlinear Filtering written by Jitendra R. Raol and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-12 with Technology & Engineering categories.
Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A modeling-control-system approach is used when applicable, and detailed practical applications are presented to elucidate the analysis and filtering concepts. MATLAB routines are included, and examples from a wide range of engineering applications - including aerospace, automated manufacturing, robotics, and advanced control systems - are referenced throughout the text.
Fundamentals Of Nonlinear Digital Filtering
DOWNLOAD
Author : Jaakko Astola
language : en
Publisher: CRC Press
Release Date : 1997-05-21
Fundamentals Of Nonlinear Digital Filtering written by Jaakko Astola and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-05-21 with Technology & Engineering categories.
Fundamentals of Nonlinear Digital Filtering is the first book of its kind, presenting and evaluating current methods and applications in nonlinear digital filtering. Written for professors, researchers, and application engineers, as well as for serious students of signal processing, this is the only book available that functions as both a reference handbook and a textbook. Solid introductory material, balanced coverage of theoretical and practical aspects, and dozens of examples provide you with a self-contained, comprehensive information source on nonlinear filtering and its applications.
Nonlinear Image Processing
DOWNLOAD
Author : Giovanni Sicuranza
language : en
Publisher: Academic Press
Release Date : 2001
Nonlinear Image Processing written by Giovanni Sicuranza and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Computers categories.
This state-of-the-art book deals with the most important aspects of non-linear imaging challenges. The need for engineering and mathematical methods is essential for defining non-linear effects involved in such areas as computer vision, optical imaging, computer pattern recognition, and industrial automation challenges.
Complex Valued Nonlinear Adaptive Filters
DOWNLOAD
Author : Danilo P. Mandic
language : en
Publisher: John Wiley & Sons
Release Date : 2009-04-20
Complex Valued Nonlinear Adaptive Filters written by Danilo P. Mandic 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 2009-04-20 with Science categories.
This book was written in response to the growing demand for a text that provides a unified treatment of linear and nonlinear complex valued adaptive filters, and methods for the processing of general complex signals (circular and noncircular). It brings together adaptive filtering algorithms for feedforward (transversal) and feedback architectures and the recent developments in the statistics of complex variable, under the powerful frameworks of CR (Wirtinger) calculus and augmented complex statistics. This offers a number of theoretical performance gains, which is illustrated on both stochastic gradient algorithms, such as the augmented complex least mean square (ACLMS), and those based on Kalman filters. This work is supported by a number of simulations using synthetic and real world data, including the noncircular and intermittent radar and wind signals.