Optimal State Estimation

Optimal State Estimation

Author: Dan Simon

Publisher: John Wiley & Sons

Published: 2006-06-19

Total Pages: 554

ISBN-13: 0470045337

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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.


Optimal Estimation of Dynamic Systems

Optimal Estimation of Dynamic Systems

Author: John L. Crassidis

Publisher: CRC Press

Published: 2004-04-27

Total Pages: 606

ISBN-13: 1135439273

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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.


Optimal and Robust Estimation

Optimal and Robust Estimation

Author: Frank L. Lewis

Publisher: CRC Press

Published: 2017-12-19

Total Pages: 546

ISBN-13: 1420008293

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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.


State Estimation for Robotics

State Estimation for Robotics

Author: Timothy D. Barfoot

Publisher: Cambridge University Press

Published: 2017-07-31

Total Pages: 381

ISBN-13: 1107159393

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


Robust Control

Robust Control

Author: Moises Rivas-Lopez

Publisher: BoD – Books on Demand

Published: 2016-07-06

Total Pages: 176

ISBN-13: 9535124234

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The need to be tolerant to changes in the control systems or in the operational environment of systems subject to unknown disturbances has generated new control methods that are able to deal with the non-parametrized disturbances of systems, without adapting itself to the system uncertainty but rather providing stability in the presence of errors bound in a model. With this approach in mind and with the intention to exemplify robust control applications, this book includes selected chapters that describe models of H-infinity loop, robust stability and uncertainty, among others. Each robust control method and model discussed in this book is illustrated by a relevant example that serves as an overview of the theoretical and practical method in robust control.


Optimal and Robust State Estimation

Optimal and Robust State Estimation

Author: Yuriy S. Shmaliy

Publisher: John Wiley & Sons

Published: 2022-07-20

Total Pages: 484

ISBN-13: 1119863090

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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.


Optimal Estimation of Dynamic Systems, Second Edition

Optimal Estimation of Dynamic Systems, Second Edition

Author: John L. Crassidis

Publisher: CRC Press

Published: 2011-10-26

Total Pages: 752

ISBN-13: 1439839859

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Optimal Estimation of Dynamic Systems, Second Edition highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems. Accessible to engineering students, applied mathematicians, and practicing engineers, the text presents the central concepts and methods of optimal estimation theory and applies the methods to problems with varying degrees of analytical and numerical difficulty. Different approaches are often compared to show their absolute and relative utility. The authors also offer prototype algorithms to stimulate the development and proper use of efficient computer programs. MATLAB® codes for the examples are available on the book’s website. New to the Second Edition With more than 100 pages of new material, this reorganized edition expands upon the best-selling original to include comprehensive developments and updates. It incorporates new theoretical results, an entirely new chapter on advanced sequential state estimation, and additional examples and exercises. An ideal self-study guide for practicing engineers as well as senior undergraduate and beginning graduate students, the book introduces the fundamentals of estimation and helps newcomers to understand the relationships between the estimation and modeling of dynamical systems. It also illustrates the application of the theory to real-world situations, such as spacecraft attitude determination, GPS navigation, orbit determination, and aircraft tracking.


Introduction and Implementations of the Kalman Filter

Introduction and Implementations of the Kalman Filter

Author: Felix Govaers

Publisher: BoD – Books on Demand

Published: 2019-05-22

Total Pages: 130

ISBN-13: 1838805362

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Sensor data fusion is the process of combining error-prone, heterogeneous, incomplete, and ambiguous data to gather a higher level of situational awareness. In principle, all living creatures are fusing information from their complementary senses to coordinate their actions and to detect and localize danger. In sensor data fusion, this process is transferred to electronic systems, which rely on some "awareness" of what is happening in certain areas of interest. By means of probability theory and statistics, it is possible to model the relationship between the state space and the sensor data. The number of ingredients of the resulting Kalman filter is limited, but its applications are not.


Switching in Systems and Control

Switching in Systems and Control

Author: Daniel Liberzon

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 232

ISBN-13: 1461200172

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The theory of switched systems is related to the study of hybrid systems, which has gained attention from control theorists, computer scientists, and practicing engineers. This book examines switched systems from a control-theoretic perspective, focusing on stability analysis and control synthesis of systems that combine continuous dynamics with switching events. It includes a vast bibliography and a section of technical and historical notes.


Network Bioscience, 2nd Edition

Network Bioscience, 2nd Edition

Author: Marco Pellegrini

Publisher: Frontiers Media SA

Published: 2020-03-27

Total Pages: 270

ISBN-13: 288963650X

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Network science has accelerated a deep and successful trend in research that influences a range of disciplines like mathematics, graph theory, physics, statistics, data science and computer science (just to name a few) and adapts the relevant techniques and insights to address relevant but disparate social, biological, technological questions. We are now in an era of 'big biological data' supported by cost-effective high-throughput genomic, transcriptomic, proteomic, metabolomic data collection techniques that allow one to take snapshots of the cells' molecular profiles in a systematic fashion. Moreover recently, also phenotypic data, data on diseases, symptoms, patients, etc. are being collected at nation-wide level thus giving us another source of highly related (causal) 'big data'. This wealth of data is usually modeled as networks (aka binary relations, graphs or webs) of interactions, (including protein-protein, metabolic, signaling and transcription-regulatory interactions). The network model is a key view point leading to the uncovering of mesoscale phenomena, thus providing an essential bridge between the observable phenotypes and 'omics' underlying mechanisms. Moreover, network analysis is a powerful 'hypothesis generation' tool guiding the scientific cycle of 'data gathering', 'data interpretation, 'hypothesis generation' and 'hypothesis testing'. A major challenge in contemporary research is the synthesis of deep insights coming from network science with the wealth of data (often noisy, contradictory, incomplete and difficult to replicate) so to answer meaningful biological questions, in a quantifiable way using static and dynamic properties of biological networks.