Optimal And Robust Estimation

Author : Frank L. Lewis,Lihua Xie,Dan Popa
Publisher : CRC Press
Page : 395 pages
File Size : 48,5 Mb
Release : 2017-12-19
Category : Technology & Engineering
ISBN : 9781351837545

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Optimal and Robust Estimation by Frank L. Lewis,Lihua Xie,Dan Popa Pdf

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.

Author : Lewis Frank L Staff
Publisher : Unknown
Page : 128 pages
File Size : 52,8 Mb
Release : 2007-08
Category : Electronic
ISBN : 142006942X

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Optimal and Robust Estimation with an Introduction to Stochastic by Lewis Frank L Staff Pdf

Author : Frank L. Lewis,Lihua Xie,Dan Popa
Publisher : CRC Press
Page : 546 pages
File Size : 45,7 Mb
Release : 2017-12-19
Category : Technology & Engineering
ISBN : 9781420008296

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Optimal and Robust Estimation by Frank L. Lewis,Lihua Xie,Dan Popa Pdf

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.

Author : Moti Lal Tiku,Ayşen D. Akkaya
Publisher : New Age International
Page : 22 pages
File Size : 42,6 Mb
Release : 2004
Category : Estimation theory
ISBN : 9788122415568

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Robust Estimation and Hypothesis Testing by Moti Lal Tiku,Ayşen D. Akkaya Pdf

In statistical theory and practice, a certain distribution is usually assumed and then optimal solutions sought. Since deviations from an assumed distribution are very common, one cannot feel comfortable with assuming a particular distribution and believing it to be exactly correct. That brings the robustness issue in focus. In this book, we have given statistical procedures which are robust to plausible deviations from an assumed mode. The method of modified maximum likelihood estimation is used in formulating these procedures. The modified maximum likelihood estimators are explicit functions of sample observations and are easy to compute. They are asymptotically fully efficient and are as efficient as the maximum likelihood estimators for small sample sizes. The maximum likelihood estimators have computational problems and are, therefore, elusive. A broad range of topics are covered in this book. Solutions are given which are easy to implement and are efficient. The solutions are also robust to data anomalies: outliers, inliers, mixtures and data contaminations. Numerous real life applications of the methodology are given.

Author : Dan Simon
Publisher : John Wiley & Sons
Page : 554 pages
File Size : 53,6 Mb
Release : 2006-06-19
Category : Technology & Engineering
ISBN : 9780470045336

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Optimal State Estimation by Dan Simon Pdf

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.

Author : Frank L. Lewis
Publisher : Wiley-Interscience
Page : 408 pages
File Size : 41,7 Mb
Release : 1986-04-15
Category : Mathematics
ISBN : UOM:39015009833727

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Optimal Estimation by Frank L. Lewis Pdf

Describes the use of optimal control and estimation in the design of robots, controlled mechanisms, and navigation and guidance systems. Covers control theory specifically for students with minimal background in probability theory. Presents optimal estimation theory as a tutorial with a direct, well-organized approach and a parallel treatment of discrete and continuous time systems. Gives practical examples and computer simulations. Provides enough mathematical rigor to put results on a firm foundation without an overwhelming amount of proofs and theorems.

Author : Stefano Longo,Tingli Su,Guido Herrmann,Phil Barber
Publisher : CRC Press
Page : 280 pages
File Size : 43,6 Mb
Release : 2013-03-26
Category : Technology & Engineering
ISBN : 9781466569546

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Optimal and Robust Scheduling for Networked Control Systems by Stefano Longo,Tingli Su,Guido Herrmann,Phil Barber Pdf

Optimal and Robust Scheduling for Networked Control Systems tackles the problem of integrating system components—controllers, sensors, and actuators—in a networked control system. It is common practice in industry to solve such problems heuristically, because the few theoretical results available are not comprehensive and cannot be readily applied by practitioners. This book offers a solution to the deterministic scheduling problem that is based on rigorous control theoretical tools but also addresses practical implementation issues. Helping to bridge the gap between control theory and computer science, it suggests that the consideration of communication constraints at the design stage will significantly improve the performance of the control system. Technical Results, Design Techniques, and Practical Applications The book brings together well-known measures for robust performance as well as fast stochastic algorithms to assist designers in selecting the best network configuration and guaranteeing the speed of offline optimization. The authors propose a unifying framework for modelling NCSs with time-triggered communication and present technical results. They also introduce design techniques, including for the codesign of a controller and communication sequence and for the robust design of a communication sequence for a given controller. Case studies explore the use of the FlexRay TDMA and time-triggered control area network (CAN) protocols in an automotive control system. Practical Solutions to Your Time-Triggered Communication Problems This unique book develops ready-to-use engineering tools for large-scale control system integration with a focus on robustness and performance. It emphasizes techniques that are directly applicable to time-triggered communication problems in the automotive industry and in avionics, robotics, and automated manufacturing.

Author : Yuriy S. Shmaliy,Shunyi Zhao
Publisher : John Wiley & Sons
Page : 484 pages
File Size : 48,7 Mb
Release : 2022-07-20
Category : Technology & Engineering
ISBN : 9781119863090

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Optimal and Robust State Estimation by Yuriy S. Shmaliy,Shunyi Zhao Pdf

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.

Author : John L. Crassidis,John L. Junkins
Publisher : CRC Press
Page : 606 pages
File Size : 44,5 Mb
Release : 2004-04-27
Category : Mathematics
ISBN : 9781135439279

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Optimal Estimation of Dynamic Systems by John L. Crassidis,John L. Junkins Pdf

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.

Author : Christine H. Müller
Publisher : Unknown
Page : 6 pages
File Size : 41,5 Mb
Release : 1993
Category : Electronic
ISBN : OCLC:75396720

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Optimal bias bounds for robust estimation in linear models by Christine H. Müller Pdf

Author : Christos P. Kitsos,Werner G. Müller
Publisher : Springer Science & Business Media
Page : 297 pages
File Size : 41,8 Mb
Release : 2013-06-29
Category : Business & Economics
ISBN : 9783662125168

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MODA4 — Advances in Model-Oriented Data Analysis by Christos P. Kitsos,Werner G. Müller Pdf

This volume is the proceedings of the 4th International Workshop on Model-Oriented Data Analysis. This series of events originated in 1987 at a meeting in Eisenach, that successfully brought together scientists from numerous countries of the 'East ' and 'West'. Now that this distinction is obsolete dialogue has been greatly facilitated, providing opportunities for this dialogue, however, is as vital as ever. The present meeting at Spetses, Greece from 5th to 9th of June 1995 again assembles statisticians from all over the world as this book documents. The hospitality offered by the University of Economics of Athens and the Korgialenios School made it possible to organize this workshop. The editors are also grateful to Intracom (Greece), the Ionian Bank and the Procter & Gamble Company (USA) for their generous support. We would particularly like to mention Dr. Michael Meredith, who being our contact person at Procter & Gamble, enabled us to publish these proceedings. Further thanks go to Dr. Peter Schuster from Physica Verlag Heidelberg for his continuing support of the project. The contributions to this volume were carefully selected from the submissions by the editors after a one stage refereeing process. We would like to thank the members of the MODA committee, A.C. Atkinson, R.D. Cook, V.V. Fedorov, P.Hackl, H. Lauter, B.Torsney, LN. Vuchkov, H.P.Wynn,and A.A. Zhigljavsky, who not only defined the main topics of the workshop, but also served as the referees.

Author : Edward W. Kamen,Jonathan K. Su
Publisher : Springer Science & Business Media
Page : 384 pages
File Size : 42,6 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781447104179

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Introduction to Optimal Estimation by Edward W. Kamen,Jonathan K. Su Pdf

A handy technical introduction to the latest theories and techniques of optimal estimation. It provides readers with extensive coverage of Wiener and Kalman filtering along with a development of least squares estimation, maximum likelihood and maximum a posteriori estimation based on discrete-time measurements. Much emphasis is placed on how they interrelate and fit together to form a systematic development of optimal estimation. Examples and exercises refer to MATLAB software.

Author : Christine H. Müller
Publisher : Unknown
Page : 15 pages
File Size : 45,6 Mb
Release : 1988
Category : Electronic
ISBN : OCLC:46153267

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Optimal designs for robust estimation in average contaminated linear models by Christine H. Müller Pdf

Author : Christine H. Mueller
Publisher : Springer Science & Business Media
Page : 246 pages
File Size : 54,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461222965

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Robust Planning and Analysis of Experiments by Christine H. Mueller Pdf

Robust statistics and the design of experiments are two of the fastest growing fields in contemporary statistics. Up to now, there has been very little overlap between these fields. This is the first book to link these two areas by studying the influence of the design on the efficiency and robustness of robust estimators and tests. The classical approaches of experimental design and robust statistics are introduced before the areas are linked, and the author shows that robust statistical procedures profit by an appropriate choice of the design and that efficient designs for a robust statistical analysis are more applicable.

Author : Valerie Mike
Publisher : Forgotten Books
Page : 146 pages
File Size : 48,7 Mb
Release : 2017-11-21
Category : Mathematics
ISBN : 0331586665

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Contributions to Robust Estimation (Classic Reprint) by Valerie Mike Pdf

Excerpt from Contributions to Robust Estimation The term robust in the title of this paper refers to the broad program for development of efficiency-robust estimators initiated by Tukey (1960, A general method for constructing optimally efficiency robust inference techniques was given by Birnbaum In the chapters that follow we study the properties of various estimators of location obtained by this method. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.