State Estimation For Nonlinear Continuous Discrete Stochastic Systems

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State Estimation For Nonlinear Continuous Discrete Stochastic Systems

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Author : Gennady Yu. Kulikov
language : en
Publisher: Springer Nature
Release Date : 2024-09-06

State Estimation For Nonlinear Continuous Discrete Stochastic Systems written by Gennady Yu. Kulikov and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-09-06 with Technology & Engineering categories.

This book addresses the problem of accurate state estimation in nonlinear continuous-time stochastic models with additive noise and discrete measurements. Its main focus is on numerical aspects of computation of the expectation and covariance in Kalman-like filters rather than on statistical properties determining a model of the system state. Nevertheless, it provides the sound theoretical background and covers all contemporary state estimation techniques beginning at the celebrated Kalman filter, including its versions extended to nonlinear stochastic models, and till the most advanced universal Gaussian filters with deterministically sampled mean and covariance. In particular, the authors demonstrate that, when applying such filtering procedures to stochastic models with strong nonlinearities, the use of adaptive ordinary differential equation solvers with automatic local and global error control facilities allows the discretization error—and consequently the state estimation error—to be reduced considerably. For achieving that, the variable-stepsize methods with automatic error regulation and stepsize selection mechanisms are applied to treating moment differential equations arisen. The implemented discretization error reduction makes the self-adaptive nonlinear Gaussian filtering algorithms more suitable for application and leads to the novel notion of accurate state estimation. The book also discusses accurate state estimation in mathematical models with sparse measurements. Of special interest in this regard, it provides a means for treating stiff stochastic systems, which often encountered in applied science and engineering, being exemplified by the Van der Pol oscillator in electrical engineering and the Oregonator model of chemical kinetics. Square-root implementations of all Kalman-like filters considered and explored in this book for state estimation in Ill-conditioned continuous–discrete stochastic systems attract the authors’ particular attention. This book covers both theoretical and applied aspects of numerical integration methods, including the concepts of approximation, convergence, stiffness as well as of local and global errors, suitably for applied scientists and engineers. Such methods serve as a basis for the development of accurate continuous–discrete extended, unscented, cubature and many other Kalman filtering algorithms, including the universal Gaussian methods with deterministically sampled expectation and covariance as well as their mixed-type versions. The state estimation procedures in this book are presented in the fashion of complete pseudo-codes, which are ready for implementation and use in MATLAB® or in any other computation platform. These are examined numerically and shown to outperform traditional variants of the Kalman-like filters in practical prediction/filtering tasks, including state estimations of stiff and/or ill-conditioned continuous–discrete nonlinear stochastic systems.

Advanced And Intelligent Computations In Diagnosis And Control

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Author : Zdzisław Kowalczuk
language : en
Publisher: Springer
Release Date : 2015-09-01

Advanced And Intelligent Computations In Diagnosis And Control written by Zdzisław Kowalczuk and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-01 with Technology & Engineering categories.

This book is devoted to the demands of research and industrial centers for diagnostics, monitoring and decision making systems that result from the increasing complexity of automation and systems, the need to ensure the highest level of reliability and safety, and continuing research and the development of innovative approaches to fault diagnosis. The contributions combine domains of engineering knowledge for diagnosis, including detection, isolation, localization, identification, reconfiguration and fault-tolerant control. The book is divided into six parts: (I) Fault Detection and Isolation; (II) Estimation and Identification; (III) Robust and Fault Tolerant Control; (IV) Industrial and Medical Diagnostics; (V) Artificial Intelligence; (VI) Expert and Computer Systems.

Fundamentals Of Stochastic Signals Systems And Estimation Theory With Worked Examples

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Author : Branko Kovačević
language : en
Publisher:
Release Date : 2008

Fundamentals Of Stochastic Signals Systems And Estimation Theory With Worked Examples written by Branko Kovačević and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Estimation theory categories.

Proceedings Of The 11th International Conference On Modelling Identification And Control Icmic2019

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Author : Rui Wang
language : en
Publisher: Springer Nature
Release Date : 2019-12-03

Proceedings Of The 11th International Conference On Modelling Identification And Control Icmic2019 written by Rui Wang and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-12-03 with Technology & Engineering categories.

This book includes original, peer-reviewed research papers from the 11th International Conference on Modelling, Identification and Control (ICMIC2019), held in Tianjin, China on July 13-15, 2019. The topics covered include but are not limited to: System Identification, Linear/Nonlinear Control Systems, Data-driven Modelling and Control, Process Modelling and Process Control, Fault Diagnosis and Reliable Control, Intelligent Systems, and Machine Learning and Artificial Intelligence.The papers showcased here share the latest findings on methodologies, algorithms and applications in modelling, identification, and control, integrated with Artificial Intelligence (AI), making the book a valuable asset for researchers, engineers, and university students alike.

Optimal State Estimation For Process Monitoring Fault Diagnosis And Control

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Author : Ch. Venkateswarlu
language : en
Publisher: Elsevier
Release Date : 2022-01-31

Optimal State Estimation For Process Monitoring Fault Diagnosis And Control written by Ch. Venkateswarlu and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-31 with Technology & Engineering categories.

Optimal State Estimation for Process Monitoring, Fault Diagnosis and Control presents various mechanistic model based state estimators and data-driven model based state estimators with a special emphasis on their development and applications to process monitoring, fault diagnosis and control. The design and analysis of different state estimators are highlighted with a number of applications and case studies concerning to various real chemical and biochemical processes. The book starts with the introduction of basic concepts, extending to classical methods and successively leading to advances in this field. Design and implementation of various classical and advanced state estimation methods to solve a wide variety of problems makes this book immensely useful for the audience working in different disciplines in academics, research and industry in areas concerning to process monitoring, fault diagnosis, control and related disciplines. - Describes various classical and advanced versions of mechanistic model based state estimation algorithms - Describes various data-driven model based state estimation techniques - Highlights a number of real applications of mechanistic model based and data-driven model based state estimators/soft sensors - Beneficial to those associated with process monitoring, fault diagnosis, online optimization, control and related areas

Estimation With Applications To Tracking And Navigation

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Author : Yaakov Bar-Shalom
language : en
Publisher: John Wiley & Sons
Release Date : 2004-03-22

Estimation With Applications To Tracking And Navigation written by Yaakov Bar-Shalom 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 2004-03-22 with Technology & Engineering categories.

Expert coverage of the design and implementation of state estimation algorithms for tracking and navigation Estimation with Applications to Tracking and Navigation treats the estimation of various quantities from inherently inaccurate remote observations. It explains state estimator design using a balanced combination of linear systems, probability, and statistics. The authors provide a review of the necessary background mathematical techniques and offer an overview of the basic concepts in estimation. They then provide detailed treatments of all the major issues in estimation with a focus on applying these techniques to real systems. Other features include: * Problems that apply theoretical material to real-world applications * In-depth coverage of the Interacting Multiple Model (IMM) estimator * Companion DynaEst(TM) software for MATLAB(TM) implementation of Kalman filters and IMM estimators * Design guidelines for tracking filters Suitable for graduate engineering students and engineers working in remote sensors and tracking, Estimation with Applications to Tracking and Navigation provides expert coverage of this important area.

Stochastic Systems And State Estimation

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Author : Terrence P. McGarty
language : en
Publisher: Wiley-Interscience
Release Date : 1974

Stochastic Systems And State Estimation written by Terrence P. McGarty and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with Mathematics categories.

Stochastic Control

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Author : N.K. Sinha
language : en
Publisher: Elsevier
Release Date : 2014-05-23

Stochastic Control written by N.K. Sinha and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-23 with Technology & Engineering categories.

Stochastic control, the control of random processes, has become increasingly more important to the systems analyst and engineer. The Second IFAC Symposium on Stochastic Control represents current thinking on all aspects of stochastic control, both theoretical and practical, and as such represents a further advance in the understanding of such systems.

State Estimation And Fault Diagnosis Under Imperfect Measurements

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Author : Yang Liu
language : en
Publisher: CRC Press
Release Date : 2022-08-31

State Estimation And Fault Diagnosis Under Imperfect Measurements written by Yang Liu and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-08-31 with Technology & Engineering categories.

The objective of this book is to present the up-to-date research developments and novel methodologies on state estimation and fault diagnosis (FD) techniques for a class of complex systems subject to closed-loop control, nonlinearities, and stochastic phenomena. It covers state estimation design methodologies and FD unit design methodologies including framework of optimal filter and FD unit design, robust filter and FD unit design, stability, and performance analysis for the considered systems subject to various kinds of complex factors. Features: Reviews latest research results on the state estimation and fault diagnosis issues. Presents comprehensive framework constituted for systems under imperfect measurements. Includes quantitative performance analyses to solve problems in practical situations. Provides simulation examples extracted from practical engineering scenarios. Discusses proper and novel techniques such as the Carleman approximation and completing the square method is employed to solve the mathematical problems. This book aims at Graduate students, Professionals and Researchers in Control Science and Application, Stochastic Process, Fault Diagnosis, and Instrumentation and Measurement.

11th International Symposium On Process Systems Engineering Pse2012

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Author :
language : en
Publisher: Elsevier
Release Date : 2012-12-31

11th International Symposium On Process Systems Engineering Pse2012 written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-31 with Science categories.

While the PSE community continues its focus on understanding, synthesizing, modeling, designing, simulating, analyzing, diagnosing, operating, controlling, managing, and optimizing a host of chemical and related industries using the systems approach, the boundaries of PSE research have expanded considerably over the years. While early PSE research was largely concerned with individual units and plants, the current research spans wide ranges of scales in size (molecules to processing units to plants to global multinational enterprises to global supply chain networks; biological cells to ecological webs) and time (instantaneous molecular interactions to months of plant operation to years of strategic planning). The changes and challenges brought about by increasing globalization and the the common global issues of energy, sustainability, and environment provide the motivation for the theme of PSE2012: Process Systems Engineering and Decision Support for the Flat World. Each theme includes an invited chapter based on the plenary presentation by an eminent academic or industrial researcher Reports on the state-of-the-art advances in the various fields of process systems engineering Addresses common global problems and the research being done to solve them