Optimal Estimation

Author : Dan Simon
Publisher : John Wiley & Sons
Page : 554 pages
File Size : 43,6 Mb
Release : 2006-06-19
Category : Technology & Engineering
ISBN : 9780470045336

Get Book

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 : The Analytic Sciences Corporation
Publisher : MIT Press
Page : 388 pages
File Size : 55,5 Mb
Release : 1974-05-15
Category : Computers
ISBN : 0262570483

Get Book

Applied Optimal Estimation by The Analytic Sciences Corporation Pdf

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 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 systems. Arthur 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.

Author : Jorma Rissanen
Publisher : Cambridge University Press
Page : 171 pages
File Size : 46,8 Mb
Release : 2012-06-07
Category : Computers
ISBN : 9781107004740

Get Book

Optimal Estimation of Parameters by Jorma Rissanen Pdf

A comprehensive and consistent theory of estimation, including a description of a powerful new tool, the generalized maximum capacity estimator.

Author : John L. Crassidis,John L. Junkins
Publisher : CRC Press
Page : 606 pages
File Size : 47,6 Mb
Release : 2004-04-27
Category : Mathematics
ISBN : 9781135439279

Get Book

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 : Charles Michelli
Publisher : Springer Science & Business Media
Page : 302 pages
File Size : 44,9 Mb
Release : 2013-11-22
Category : Science
ISBN : 9781468423884

Get Book

Optimal Estimation in Approximation Theory by Charles Michelli Pdf

The papers in this volume were presented at an International Symposium on Optimal Estimation in Approximation Theory which was held in Freudenstadt, Federal Republic of Germany, September 27-29, 1976. The symposium was sponsored by the IBM World Trade Europe/Middle East/Africa Corporation, Paris, and IBM Germany. On behalf of all the participants we wish to express our appreciation to the spon sors for their generous support. In the past few years the quantification of the notion of com plexity for various important computational procedures (e. g. multi plication of numbers or matrices) has been widely studied. Some such concepts are necessary ingredients in the quest for optimal, or nearly optimal, algorithms. The purpose of this symposium was to present recent results of similar character in the field or ap proximation theory, as well as to describe the algorithms currently being used in important areas of application of approximation theory such as: crystallography, data transmission systems, cartography, reconstruction from x-rays, planning of radiation treatment, optical perception, analysis of decay processes and inertial navigation system control. It was the hope of the organizers that this con frontation of theory and practice would be of benefit to both groups. Whatever success th•~ symposium had is due, in no small part, to the generous and wise scientific counsel of Professor Helmut Werner, to whom the organizers are most grateful. Dr. T. J. Rivlin Dr. P. Schweitzer IBM T. J. Watson Research Center IBM Germany Scientific and Education Programs Yorktown Heights, N. Y.

Author : John L. Crassidis,John L. Junkins
Publisher : CRC Press
Page : 606 pages
File Size : 47,5 Mb
Release : 2004-04-27
Category : Mathematics
ISBN : 9780203509128

Get Book

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 receiv

Author : M. Khoshnevisan, S. Saxena, H. P. Singh, S. Singh, F. Smarandache
Publisher : Infinite Study
Page : 63 pages
File Size : 51,8 Mb
Release : 2007
Category : Estimation theory
ISBN : 9781931233682

Get Book

Randomness and Optimal Estimation in Data Sampling by M. Khoshnevisan, S. Saxena, H. P. Singh, S. Singh, F. Smarandache Pdf

Author : Gerald L. Smith,Stanley F. Schmidt,Leonard A. McGee,United States. National Aeronautics and Space Administration
Publisher : Unknown
Page : 68 pages
File Size : 49,8 Mb
Release : 1962
Category : Space trajectories
ISBN : UIUC:30112106908889

Get Book

Application of Statistical Filter Theory to the Optimal Estimation of Position and Velocity on Board a Circumlunar Vehicle by Gerald L. Smith,Stanley F. Schmidt,Leonard A. McGee,United States. National Aeronautics and Space Administration Pdf

Statistical filter theory is employed to develop a method for determining the best possible estimate of the position and velocity of a space vehicle in the midcourse phase of flight. Results of a computer simulation are given to illustrate the performance attainable. An onboard system is visualized in which the source of information is an arbitrary sequence of observations of space angles, corrupted by measurement errors. The scheme is in effect a dynamical time-varying filter, implemented by a digital computer, which processes the incoming data to compute an up-to-date optimal estimate of position and velocity.

Author : Frank L. Lewis,Lihua Xie,Dan Popa
Publisher : CRC Press
Page : 546 pages
File Size : 53,7 Mb
Release : 2017-12-19
Category : Technology & Engineering
ISBN : 9781420008296

Get Book

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 : Edward W. Kamen
Publisher : Unknown
Page : 662 pages
File Size : 47,6 Mb
Release : 1987
Category : Technology & Engineering
ISBN : UOM:39015011836346

Get Book

Introduction to Signals and Systems by Edward W. Kamen Pdf

Author : Frank L. Lewis
Publisher : Wiley-Interscience
Page : 408 pages
File Size : 55,6 Mb
Release : 1986-04-15
Category : Mathematics
ISBN : UOM:39015009833727

Get Book

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 : J.L. Junkins
Publisher : Springer
Page : 498 pages
File Size : 45,5 Mb
Release : 1978-07-31
Category : Mathematics
ISBN : STANFORD:36105030529585

Get Book

An Introduction to Optimal Estimation of Dynamical Systems by J.L. Junkins Pdf

This text 1s designed to introduce the fundamentals of esti mation to engineers, scientists, and applied mathematicians. The level of the presentation should be accessible to senior under graduates and should prove especially well-suited as a self study guide for practicing professionals. My primary motivation for writing this book 1s to make a significant contribution toward minimizing the painful process most newcomers must go through in digesting and applying the theory. Thus the treatment 1s intro ductory and essence-oriented rather than comprehensive. While some original material 1s included, the justification for this text lies not in the contribution of dramatic new theoretical re sults, but rather in the degree of success I believe that I have achieved in providing a source from which this material may be learned more efficiently than through study of an existing text or the rather diffuse literature. This work is the outgrowth of the author's mid-1960's en counter with the subject while motivated by practical problems aSSociated with space vehicle orbit determination and estimation of powered rocket trajectories. The text has evolved as lecture notes for short courses and seminars given to professionals at Pr>efaae various private laboratories and government agencies, and during the past six years, in conjunction with engineering courses taught at the University of Virginia. To motivate the reader's thinking, the structure of a typical estimation problem often assumes the following form: • Given a dynamical system, a mathematical model is hypothesized based upon the experience of the investigator.

Author : Robert F. Stengel
Publisher : Courier Corporation
Page : 672 pages
File Size : 46,5 Mb
Release : 2012-10-16
Category : Mathematics
ISBN : 9780486134819

Get Book

Optimal Control and Estimation by Robert F. Stengel Pdf

Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems.

Author : S. Silvey
Publisher : Springer Science & Business Media
Page : 94 pages
File Size : 55,9 Mb
Release : 2013-03-09
Category : Science
ISBN : 9789400959125

Get Book

Optimal Design by S. Silvey Pdf

Prior to the 1970's a substantial literature had accumulated on the theory of optimal design, particularly of optimal linear regression design. To a certain extent the study of the subject had been piecemeal, different criteria of optimality having been studied separately. Also to a certain extent the topic was regarded as being largely of theoretical interest and as having little value for the practising statistician. However during this decade two significant developments occurred. It was observed that the various different optimality criteria had several mathematical properties in common; and general algorithms for constructing optimal design measures were developed. From the first of these there emerged a general theory of remarkable simplicity and the second at least raised the possibility that the theory would have more practical value. With respect to the second point there does remain a limiting factor as far as designs that are optimal for parameter estimation are concerned, and this is that the theory assumes that the model be collected is known a priori. This of course underlying data to is seldom the case in practice and it often happens that designs which are optimal for parameter estimation allow no possibility of model validation. For this reason the theory of design for parameter estimation may well have to be combined with a theory of model validation before its practical potential is fully realized. Nevertheless discussion in this monograph is limited to the theory of design optimal for parameter estimation.

Author : Edward W. Kamen,Jonathan K. Su
Publisher : Springer Science & Business Media
Page : 384 pages
File Size : 43,6 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781447104179

Get Book

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.