Principles Of Nonlinear Filtering Theory
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Principles Of Nonlinear Filtering Theory
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Author : Stephen S.-T. Yau
language : en
Publisher: Springer Nature
Release Date : 2024-12-17
Principles Of Nonlinear Filtering Theory written by Stephen S.-T. Yau and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-12-17 with Mathematics categories.
This text presents a comprehensive and unified treatment of nonlinear filtering theory, with a strong emphasis on its mathematical underpinnings. It is tailored to meet the needs of a diverse readership, including mathematically inclined engineers and scientists at both graduate and post-graduate levels. What sets this book apart from other treatments of the topic is twofold. Firstly, it offers a complete treatment of filtering theory, providing readers with a thorough understanding of the subject. Secondly, it introduces updated methodologies and applications that are crucial in today’s landscape. These include finite-dimensional filters, the Yau-Yau algorithm, direct methods, and the integration of deep learning with filtering problems. The book will be an invaluable resource for researchers and practitioners for years to come. With a rich historical backdrop dating back to Gauss and Wiener, the exposition delves into the fundamental principles underpinning the estimation of stochastic processes amidst noisy observations—a critical tool in various applied domains such as aircraft navigation, solar mapping, and orbit determination, to name just a few. Substantive exercises and examples given in each chapter provide the reader with opportunities to appreciate applications and ample ways to test their understanding of the topics covered. An especially nice feature for those studying the subject independent of a traditional course setting is the inclusion of solutions to exercises at the end of the book. The book is structured into three cohesive parts, each designed to build the reader's understanding of nonlinear filtering theory. In the first part, foundational concepts from probability theory, stochastic processes, stochastic differential equations, and optimization are introduced, providing readers with the necessary mathematical background. The second part delves into theoretical aspects of filtering theory, covering topics such as the stochastic partial differential equation governing the posterior density function of the state, and the estimation algebra theory of systems with finite-dimensional filters. Moving forward, the third part of the book explores numerical algorithms for solving filtering problems, including the Yau-Yau algorithm, direct methods, classical filtering algorithms like the particle filter, and the intersection of filtering theory with deep learning.
Nonlinear Digital Filters
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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 Digital Filters
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Author : Wing-Kuen Ling
language : en
Publisher: Academic Press
Release Date : 2007
Nonlinear Digital Filters written by Wing-Kuen Ling and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Technology & Engineering categories.
This book provides an easy to understand overview of nonlinear behavior in digital filters, showing how it can be utilized or avoided when operating nonlinear digital filters. It gives techniques for analyzing discrete-time systems with discontinuous linearity, enabling the analysis of other nonlinear discrete-time systems, such as sigma delta modulators, digital phase lock loops and turbo coders. Features: • Uses new methods based on symbolic dynamics, enabling the engineer more easily to operate reliable nonlinear digital filters • Gives practical, 'real-world' applications of nonlinear digital filter • Includes many examples, together with Matlab source code available on an accompanying website Nonlinear Digital Filters: Analysis and Applications is ideal for professional engineers working with signal processing applications, as well as advanced undergraduates and graduates conducting a nonlinear filter analysis project. Companion website at http://books.elsevier.com/9780123725363 · Uses new methods based on symbolic dynamics, enabling the engineer more easily to operate reliable nonlinear digital filters · Gives practical, 'real-world' applications of nonlinear digital filter · Includes many examples, together with Matlab source code available on an accompanying website
Principles Of Adaptive Filters And Self Learning Systems
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Author : Anthony Zaknich
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-04-25
Principles Of Adaptive Filters And Self Learning Systems written by Anthony Zaknich 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 2005-04-25 with Technology & Engineering categories.
Teaches students about classical and nonclassical adaptive systems within one pair of covers Helps tutors with time-saving course plans, ready-made practical assignments and examination guidance The recently developed "practical sub-space adaptive filter" allows the reader to combine any set of classical and/or non-classical adaptive systems to form a powerful technology for solving complex nonlinear problems
Nonlinear Filtering
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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.
Nonlinear Filters
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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
Principles Of Adaptive Filters And Self Learning Systems
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Author : Anthony Zaknich
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-08-19
Principles Of Adaptive Filters And Self Learning Systems written by Anthony Zaknich 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 2005-08-19 with Technology & Engineering categories.
Teaches students about classical and nonclassical adaptive systems within one pair of covers Helps tutors with time-saving course plans, ready-made practical assignments and examination guidance The recently developed "practical sub-space adaptive filter" allows the reader to combine any set of classical and/or non-classical adaptive systems to form a powerful technology for solving complex nonlinear problems
Nonlinear Filters For Image Processing
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Author : Edward R. Dougherty
language : en
Publisher: SPIE Press
Release Date : 1999
Nonlinear Filters For Image Processing written by Edward R. Dougherty and has been published by SPIE Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Computers categories.
This text covers key mathematical principles and algorithms for nonlinear filters used in image processing. Readers will gain an in-depth understanding of the underlying mathematical and filter design methodologies needed to construct and use nonlinear filters in a variety of applications. The 11 chapters explore topics of contemporary interest as well as fundamentals drawn from nonlinear filtering's historical roots in mathematical morphology and digital signal processing. This book examines various filter options and the types of applications for which they are best suited. The presentation is rigorous, yet accessible to engineers with a solid background in mathematics.
Linear And Nonlinear Filtering For Scientists And Engineers
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Author : Nasir Uddin Ahmed
language : en
Publisher: World Scientific
Release Date : 1999-01-22
Linear And Nonlinear Filtering For Scientists And Engineers written by Nasir Uddin Ahmed and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-01-22 with Mathematics categories.
The book combines both rigor and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. Many fundamental results recently discovered by the author are included. Furthermore, many results that have appeared in recent years in the literature are also presented. The most interesting feature of the book is that all the derivations of the linear filter equations given in Chapters 3-11, beginning from the classical Kalman filter presented in Chapters 3 and 5, are based on one basic principle which is fully rigorous but also very intuitive and easily understandable. The second most interesting feature is that the book provides a rigorous theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. The book also provides a strong foundation for theoretical understanding of the subject based on the theory of stochastic differential equations.