Stochastic Systems And State Estimation

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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.

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.

Control And State Estimation For Dynamical Network Systems With Complex Samplings

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Author : Bo Shen
language : en
Publisher: CRC Press
Release Date : 2022-09-14

Control And State Estimation For Dynamical Network Systems With Complex Samplings written by Bo Shen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-09-14 with Technology & Engineering categories.

This book focuses on the control and state estimation problems for dynamical network systems with complex samplings subject to various network-induced phenomena. It includes a series of control and state estimation problems tackled under the passive sampling fashion. Further, it explains the effects from the active sampling fashion, i.e., event-based sampling is examined on the control/estimation performance, and novel design technologies are proposed for controllers/estimators. Simulation results are provided for better understanding of the proposed control/filtering methods. By drawing on a variety of theories and methodologies such as Lyapunov function, linear matrix inequalities, and Kalman theory, sufficient conditions are derived for guaranteeing the existence of the desired controllers and estimators, which are parameterized according to certain matrix inequalities or recursive matrix equations. Covers recent advances of control and state estimation for dynamical network systems with complex samplings from the engineering perspective Systematically introduces the complex sampling concept, methods, and application for the control and state estimation Presents unified framework for control and state estimation problems of dynamical network systems with complex samplings Exploits a set of the latest techniques such as linear matrix inequality approach, Vandermonde matrix approach, and trace derivation approach Explains event-triggered multi-rate fusion estimator, resilient distributed sampled-data estimator with predetermined specifications This book is aimed at researchers, professionals, and graduate students in control engineering and signal processing.

Applied State Estimation And Association

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Author : Chaw-Bing Chang
language : en
Publisher: MIT Press
Release Date : 2023-08-15

Applied State Estimation And Association written by Chaw-Bing Chang and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-15 with Technology & Engineering categories.

A rigorous introduction to the theory and applications of state estimation and association, an important area in aerospace, electronics, and defense industries. Applied state estimation and association is an important area for practicing engineers in aerospace, electronics, and defense industries, used in such tasks as signal processing, tracking, and navigation. This book offers a rigorous introduction to both theory and application of state estimation and association. It takes a unified approach to problem formulation and solution development that helps students and junior engineers build a sound theoretical foundation for their work and develop skills and tools for practical applications. Chapters 1 through 6 focus on solving the problem of estimation with a single sensor observing a single object, and cover such topics as parameter estimation, state estimation for linear and nonlinear systems, and multiple model estimation algorithms. Chapters 7 through 10 expand the discussion to consider multiple sensors and multiple objects. The book can be used in a first-year graduate course in control or system engineering or as a reference for professionals. Each chapter ends with problems that will help readers to develop derivation skills that can be applied to new problems and to build computer models that offer a useful set of tools for problem solving. Readers must be familiar with state-variable representation of systems and basic probability theory including random and stochastic processes.

Control And Dynamic Systems V57 Multidisciplinary Engineering Systems Design And Optimization Techniques And Their Application

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Author : C.T. Leonides
language : en
Publisher: Academic Press
Release Date : 2012-12-02

Control And Dynamic Systems V57 Multidisciplinary Engineering Systems Design And Optimization Techniques And Their Application written by C.T. Leonides and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-02 with Technology & Engineering categories.

Control and Dynamic Systems: Advances in Theory and Applications, Volume 57: Multidisciplinary Engineering Systems: Design and Optimization Techniques and their Application deals with techniques used in the design and optimization of future engineering systems. Comprised of 11 chapters, this book covers techniques for improving product design quality in multidisciplinary systems. These techniques include decomposition techniques for synthesis process; optimization for aircraft systems; actuator and sensor placement; and robust techniques in system design and control process. Students, research workers, and practising engineers will find this book invaluable.

Estimation And Control Of Large Scale Networked Systems

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Author : Tong Zhou
language : en
Publisher: Butterworth-Heinemann
Release Date : 2018-06-13

Estimation And Control Of Large Scale Networked Systems written by Tong Zhou and has been published by Butterworth-Heinemann this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-13 with Technology & Engineering categories.

Estimation and Control of Large Scale Networked Systems is the first book that systematically summarizes results on large-scale networked systems. In addition, the book also summarizes the most recent results on structure identification of a networked system, attack identification and prevention. Readers will find the necessary mathematical knowledge for studying large-scale networked systems, as well as a systematic description of the current status of this field, the features of these systems, difficulties in dealing with state estimation and controller design, and major achievements. Numerical examples in chapters provide strong application backgrounds and/or are abstracted from actual engineering problems, such as gene regulation networks and electricity power systems. This book is an ideal resource for researchers in the field of systems and control engineering. - Provides necessary mathematical knowledge for studying large scale networked systems - Introduces new features for filter and control design of networked control systems - Summarizes the most recent results on structural identification of a networked system, attack identification and prevention

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.

Optimal And Robust State Estimation

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Author : Yuriy S. Shmaliy
language : en
Publisher: John Wiley & Sons
Release Date : 2022-07-20

Optimal And Robust State Estimation written by Yuriy S. Shmaliy 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 2022-07-20 with Technology & Engineering categories.

A unified and systematic theoretical framework for solving problems related to finite impulse response (FIR) estimate Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches is a comprehensive investigation into batch state estimators and recursive forms. The work begins by introducing the reader to the state estimation approach and provides a brief historical overview. Next, the work discusses the specific properties of finite impulse response (FIR) state estimators. Further chapters give the basics of probability and stochastic processes, discuss the available linear and nonlinear state estimators, deal with optimal FIR filtering, and consider a limited memory batch and recursive algorithms. Other topics covered include solving the q-lag FIR smoothing problem, introducing the receding horizon (RH) FIR state estimation approach, and developing the theory of FIR state estimation under disturbances. The book closes by discussing the theory of FIR state estimation for uncertain systems and providing several applications where the FIR state estimators are used effectively. Key concepts covered in the work include: A holistic overview of the state estimation approach, which arose from the need to know the internal state of a real system, given that the input and output are both known Optimal, optimal unbiased, maximum likelihood, and unbiased and robust finite impulse response (FIR) structures FIR state estimation approach along with the infinite impulse response (IIR) and Kalman approaches Cost functions and the most critical properties of FIR and IIR state estimates Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches was written for professionals in the fields of microwave engineering, system engineering, and robotics who wish to move towards solving finite impulse response (FIR) estimate issues in both theoretical and practical applications. Graduate and senior undergraduate students with coursework dealing with state estimation will also be able to use the book to gain a valuable foundation of knowledge and become more adept in their chosen fields of study.

Handbook Of Dynamic Data Driven Applications Systems

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Author : Erik Blasch
language : en
Publisher: Springer
Release Date : 2018-11-13

Handbook Of Dynamic Data Driven Applications Systems written by Erik Blasch and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-13 with Computers categories.

The Handbook of Dynamic Data Driven Applications Systems establishes an authoritative reference of DDDAS, pioneered by Dr. Darema and the co-authors for researchers and practitioners developing DDDAS technologies. Beginning with general concepts and history of the paradigm, the text provides 32 chapters by leading experts in10 application areas to enable an accurate understanding, analysis, and control of complex systems; be they natural, engineered, or societal: Earth and Space Data Assimilation Aircraft Systems Processing Structures Health Monitoring Biological Data Assessment Object and Activity Tracking Embedded Control and Coordination Energy-Aware Optimization Image and Video Computing Security and Policy Coding Systems Design The authors explain how DDDAS unifies the computational and instrumentation aspects of an application system, extends the notion of Smart Computing to span from the high-end to the real-time data acquisition and control, and manages Big Data exploitation with high-dimensional model coordination.

Handbook Of Dynamic Data Driven Applications Systems

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Author : Erik P. Blasch
language : en
Publisher: Springer Nature
Release Date : 2022-05-11

Handbook Of Dynamic Data Driven Applications Systems written by Erik P. Blasch and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-05-11 with Computers categories.

The Handbook of Dynamic Data Driven Applications Systems establishes an authoritative reference of DDDAS, pioneered by Dr. Darema and the co-authors for researchers and practitioners developing DDDAS technologies. Beginning with general concepts and history of the paradigm, the text provides 32 chapters by leading experts in ten application areas to enable an accurate understanding, analysis, and control of complex systems; be they natural, engineered, or societal: The authors explain how DDDAS unifies the computational and instrumentation aspects of an application system, extends the notion of Smart Computing to span from the high-end to the real-time data acquisition and control, and manages Big Data exploitation with high-dimensional model coordination. The Dynamically Data Driven Applications Systems (DDDAS) paradigm inspired research regarding the prediction of severe storms. Specifically, the DDDAS concept allows atmospheric observing systems, computer forecast models, and cyberinfrastructure to dynamically configure themselves in optimal ways in direct response to current or anticipated weather conditions. In so doing, all resources are used in an optimal manner to maximize the quality and timeliness of information they provide. Kelvin Droegemeier, Regents’ Professor of Meteorology at the University of Oklahoma; former Director of the White House Office of Science and Technology Policy We may well be entering the golden age of data science, as society in general has come to appreciate the possibilities for organizational strategies that harness massive streams of data. The challenges and opportunities are even greater when the data or the underlying system are dynamic - and DDDAS is the time-tested paradigm for realizing this potential. Sangtae Kim, Distinguished Professor of Mechanical Engineering and Distinguished Professor of Chemical Engineering at Purdue University