Optimal State Estimation

Kalman, H Infinity, and Nonlinear Approaches

Author: Dan Simon

Publisher: John Wiley & Sons

ISBN: 0470045337

Category: Technology & Engineering

Page: 552

View: 9732

A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering. While there are other textbooks that treat state estimation, this one offers special features and a unique perspective and pedagogical approach that speed learning: * Straightforward, bottom-up approach begins with basic concepts and then builds step by step to more advanced topics for a clear understanding of state estimation * Simple examples and problems that require only paper and pen to solve lead to an intuitive understanding of how theory works in practice * MATLAB(r)-based source code that corresponds to examples in the book, available on the author's Web site, enables readers to recreate results and experiment with other simulation setups and parameters Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering. Problems at the end of each chapter include both written exercises and computer exercises. Written exercises focus on improving the reader's understanding of theory and key concepts, whereas computer exercises help readers apply theory to problems similar to ones they are likely to encounter in industry. With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory. It also serves as a reference for engineers and science professionals across a wide array of industries.
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Optimal State Estimation

Kalman, H Infinity, and Nonlinear Approaches

Author: Dan Simon

Publisher: Wiley-Interscience

ISBN: 0470045337

Category: Technology & Engineering

Page: 558

View: 6013

A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering. While there are other textbooks that treat state estimation, this one offers special features and a unique perspective and pedagogical approach that speed learning: * Straightforward, bottom-up approach begins with basic concepts and then builds step by step to more advanced topics for a clear understanding of state estimation * Simple examples and problems that require only paper and pen to solve lead to an intuitive understanding of how theory works in practice * MATLAB(r)-based source code that corresponds to examples in the book, available on the author's Web site, enables readers to recreate results and experiment with other simulation setups and parameters Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering. Problems at the end of each chapter include both written exercises and computer exercises. Written exercises focus on improving the reader's understanding of theory and key concepts, whereas computer exercises help readers apply theory to problems similar to ones they are likely to encounter in industry. With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory. It also serves as a reference for engineers and science professionals across a wide array of industries.
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Stochastic Processes and Filtering Theory

Author: Andrew H. Jazwinski

Publisher: Courier Corporation

ISBN: 0486318192

Category: Science

Page: 400

View: 592

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.
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Optimal Filtering

Author: Brian D. O. Anderson,John B. Moore

Publisher: Courier Corporation

ISBN: 0486136892

Category: Science

Page: 368

View: 3912

Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.
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Beyond the Kalman Filter: Particle Filters for Tracking Applications

Author: Branko Ristic ,Sanjeev Arulampalam,Neil Gordon

Publisher: Artech House

ISBN: 9781580538510

Category: Technology & Engineering

Page: 299

View: 3446

For most tracking applications the Kalman filter is reliable and efficient, but it is limited to a relatively restricted class of linear Gaussian problems. To solve problems beyond this restricted class, particle filters are proving to be dependable methods for stochastic dynamic estimation. Packed with 867 equations, this cutting-edge book introduces the latest advances in particle filter theory, discusses their relevance to defense surveillance systems, and examines defense-related applications of particle filters to nonlinear and non-Gaussian problems. With this hands-on guide, you can develop more accurate and reliable nonlinear filter designs and more precisely predict the performance of these designs. You can also apply particle filters to tracking a ballistic object, detection and tracking of stealthy targets, tracking through the blind Doppler zone, bi-static radar tracking, passive ranging (bearings-only tracking) of maneuvering targets, range-only tracking, terrain-aided tracking of ground vehicles, and group and extended object tracking.
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Optimal and Robust Estimation

With an Introduction to Stochastic Control Theory, Second Edition

Author: Frank L. Lewis,Lihua Xie,Dan Popa

Publisher: CRC Press

ISBN: 1420008293

Category: Technology & Engineering

Page: 552

View: 4754

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.
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Estimation with Applications to Tracking and Navigation

Theory Algorithms and Software

Author: Yaakov Bar-Shalom,X. Rong Li,Thiagalingam Kirubarajan

Publisher: John Wiley & Sons

ISBN: 0471465216

Category: Technology & Engineering

Page: 584

View: 5566

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.
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Applied Optimal Control

Optimization, Estimation and Control

Author: A. E. Bryson

Publisher: Routledge

ISBN: 1351465910

Category: Technology & Engineering

Page: 496

View: 7945

This best-selling text focuses on the analysis and design of complicated dynamics systems. CHOICE called it ""a high-level, concise book that could well be used as a reference by engineers, applied mathematicians, and undergraduates. The format is good, the presentation clear, the diagrams instructive, the examples and problems helpful...References and a multiple-choice examination are included.
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Applied Optimal Estimation

Author: Arthur Gelb

Publisher: MIT Press

ISBN: 9780262570480

Category: Computers

Page: 374

View: 5245

This is the first book on the optimal estimation that places its major emphasis on practical applications, treating the subject more from an engineering than a mathematical orientation. Even so, theoretical and mathematical concepts are introduced and developed sufficiently to make the book a self-contained source of instruction for readers without prior knowledge of the basic principles of the field. The work is the product of the technical staff of the The Analytic Sciences Corporation (TASC), an organization whose success has resulted largely from its applications of optimal estimation techniques to a wide variety of real situations involving large-scale systemsArthur Gelb writes in the Foreword that "It is our intent throughout to provide a simple and interesting picture of the central issues underlying modern estimation theory and practice. Heuristic, rather than theoretically elegant, arguments are used extensively, with emphasis on physical insights and key questions of practical importance."Numerous illustrative examples, many based on actual applications, have been interspersed throughout the text to lead the student to a concrete understanding of the theoretical material. The inclusion of problems with "built-in" answers at the end of each of the nine chapters further enhances the self-study potential of the text.After a brief historical prelude, the book introduces the mathematics underlying random process theory and state-space characterization of linear dynamic systems. The theory and practice of optimal estimation is them presented, including filtering, smoothing, and prediction. Both linear and non-linear systems, and continuous- and discrete-time cases, are covered in considerable detail. New results are described concerning the application of covariance analysis to non-linear systems and the connection between observers and optimal estimators. The final chapters treat such practical and often pivotal issues as suboptimal structure, and computer loading considerations.This book is an outgrowth of a course given by TASC at a number of US Government facilities. Virtually all of the members of the TASC technical staff have, at one time and in one way or another, contributed to the material contained in the work
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Matrix Methods in the Design Analysis of Mechanisms and Multibody Systems

Author: John J. Uicker,Pradip N. Sheth,Bahram Ravani

Publisher: Cambridge University Press

ISBN: 0521761093

Category: Computers

Page: 326

View: 8034

This is an integrated approach to kinematic and dynamic analysis. The matrix techniques presented are general and applicable to two- or three-dimensional systems. The techniques lend themselves to programming and digital computation and can be a usable tool for designers, and are applicable to the design analysis of all multibody mechanical systems.
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Linear Estimation

Author: Thomas Kailath,Ali H. Sayed,Babak Hassibi

Publisher: N.A

ISBN: 9780130224644

Category: Mathematics

Page: 854

View: 4389

This original work offers the most comprehensive and up-to-date treatment of the important subject of optimal linear estimation, which is encountered in many areas of engineering such as communications, control, and signal processing, and also in several other fields, e.g., econometrics and statistics. The book not only highlights the most significant contributions to this field during the 20th century, including the works of Wiener and Kalman, but it does so in an original and novel manner that paves the way for further developments. This book contains a large collection of problems that complement it and are an important part of piece, in addition to numerous sections that offer interesting historical accounts and insights. The book also includes several results that appear in print for the first time. FEATURES/BENEFITS Takes a geometric point of view. Emphasis on the numerically favored array forms of many algorithms. Emphasis on equivalence and duality concepts for the solution of several related problems in adaptive filtering, estimation, and control. These features are generally absent in most prior treatments, ostensibly on the grounds that they are too abstract and complicated. It is the authors' hope that these misconceptions will be dispelled by the presentation herein, and that the fundamental simplicity and power of these ideas will be more widely recognized and exploited. Among other things, these features already yielded new insights and new results for linear and nonlinear problems in areas such as adaptive filtering, quadratic control, and estimation, including the recent "Ha theories."
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State Estimation for Robotics

Author: Timothy D. Barfoot

Publisher: Cambridge University Press

ISBN: 1107159393

Category: Computers

Page: 350

View: 8542

A modern look at state estimation, targeted at students and practitioners of robotics, with emphasis on three-dimensional applications.
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Evolutionary Optimization Algorithms

Author: Dan Simon

Publisher: John Wiley & Sons

ISBN: 1118659503

Category: Mathematics

Page: 772

View: 1608

A clear and lucid bottom-up approach to the basic principles of evolutionary algorithms Evolutionary algorithms (EAs) are a type of artificial intelligence. EAs are motivated by optimization processes that we observe in nature, such as natural selection, species migration, bird swarms, human culture, and ant colonies. This book discusses the theory, history, mathematics, and programming of evolutionary optimization algorithms. Featured algorithms include genetic algorithms, genetic programming, ant colony optimization, particle swarm optimization, differential evolution, biogeography-based optimization, and many others. Evolutionary Optimization Algorithms: Provides a straightforward, bottom-up approach that assists the reader in obtaining a clear—but theoretically rigorous—understanding of evolutionary algorithms, with an emphasis on implementation Gives a careful treatment of recently developed EAs—including opposition-based learning, artificial fish swarms, bacterial foraging, and many others— and discusses their similarities and differences from more well-established EAs Includes chapter-end problems plus a solutions manual available online for instructors Offers simple examples that provide the reader with an intuitive understanding of the theory Features source code for the examples available on the author's website Provides advanced mathematical techniques for analyzing EAs, including Markov modeling and dynamic system modeling Evolutionary Optimization Algorithms: Biologically Inspired and Population-Based Approaches to Computer Intelligence is an ideal text for advanced undergraduate students, graduate students, and professionals involved in engineering and computer science.
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Stochastic Models, Estimation, and Control

Author: Peter S. Maybeck

Publisher: Academic Press

ISBN: 9780080960036

Category: Mathematics

Page: 291

View: 4445

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.
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Model Predictive Control in the Process Industry

Author: Eduardo F. Camacho,Carlos Bordons

Publisher: Springer Science & Business Media

ISBN: 1447130081

Category: Technology & Engineering

Page: 239

View: 9514

Model Predictive Control is an important technique used in the process control industries. It has developed considerably in the last few years, because it is the most general way of posing the process control problem in the time domain. The Model Predictive Control formulation integrates optimal control, stochastic control, control of processes with dead time, multivariable control and future references. The finite control horizon makes it possible to handle constraints and non linear processes in general which are frequently found in industry. Focusing on implementation issues for Model Predictive Controllers in industry, it fills the gap between the empirical way practitioners use control algorithms and the sometimes abstractly formulated techniques developed by researchers. The text is firmly based on material from lectures given to senior undergraduate and graduate students and articles written by the authors.
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Linear Systems

Author: Thomas Kailath

Publisher: Prentice Hall

ISBN: N.A

Category: Science

Page: 682

View: 9551

A self-contained, highly motivated and comprehensive account of basic methods for analysis and application of linear systems that arise in signal processing problems in communications, control, system identification and digital filtering.
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Aided Navigation: GPS with High Rate Sensors

Author: Jay A. Farrell

Publisher: McGraw Hill Professional

ISBN: 0071642668

Category: Technology & Engineering

Page: 500

View: 3850

Design Cutting-Edge Aided Navigation Systems for Advanced Commercial & Military Applications Aided Navigation is a design-oriented textbook and guide to building aided navigation systems for smart cars, precision farming vehicles, smart weapons, unmanned aircraft, mobile robots, and other advanced applications. The navigation guide contains two parts explaining the essential theory, concepts, and tools, as well as the methodology in aided navigation case studies with sufficient detail to serve as the basis for application-oriented analysis and design. Filled with detailed illustrations and examples, this expert design tool takes you step-by-step through coordinate systems, deterministic and stochastic modeling, optimal estimation, and navigation system design. Authoritative and comprehensive, Aided Navigation features: End-of-chapter exercises throughout Part I In-depth case studies of aided navigation systems Numerous Matlab-based examples Appendices define notation, review linear algebra, and discuss GPS receiver interfacing Source code and sensor data to support examples is available through the publisher-supported website Inside this Complete Guide to Designing Aided Navigation Systems • Aided Navigation Theory: Introduction to Aided Navigation • Coordinate Systems • Deterministic Modeling • Stochastic Modeling • Optimal Estimation • Navigation System Design • Navigation Case Studies: Global Positioning System (GPS) • GPS-Aided Encoder • Attitude and Heading Reference System • GPS-Aided Inertial Navigation System (INS) • Acoustic Ranging and Doppler-Aided INS
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Optimal Estimation of Dynamic Systems

Author: John L. Crassidis,John L. Junkins

Publisher: CRC Press

ISBN: 1135439273

Category: Mathematics

Page: 608

View: 6379

Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals received are used to determine highly sensitive processes such as the flight path of a plane, the orbit of a space vehicle, or the control of a machine. The authors use dynamic models from mechanical and aerospace engineering to provide immediate results of estimation concepts with a minimal reliance on mathematical skills. The book documents the development of the central concepts and methods of optimal estimation theory in a manner accessible to engineering students, applied mathematicians, and practicing engineers. It includes rigorous theoretial derivations and a significant amount of qualitiative discussion and judgements. It also presents prototype algorithms, giving detail and discussion to stimulate development of efficient computer programs and intelligent use of them. This book illustrates the application of optimal estimation methods to problems with varying degrees of analytical and numercial difficulty. It compares various approaches to help develop a feel for the absolute and relative utility of different methods, and provides many applications in the fields of aerospace, mechanical, and electrical engineering.
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Global Positioning System

Signals, Measurements, and Performance

Author: Pratap Misra,Per Enge

Publisher: N.A

ISBN: 9780970954428

Category: Global Positioning System

Page: 569

View: 7940

Accompanying CD-ROM contains a number of GPS data sets from several sites. A set of homework problems requires the student to write simple MATLAB code to analyze these data.
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