Bayesian Estimation And Tracking PDF Download
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Author | : Anton J. Haug |
Publisher | : John Wiley & Sons |
Total Pages | : 400 |
Release | : 2012-05-29 |
Genre | : Mathematics |
ISBN | : 1118287800 |
Download Bayesian Estimation and Tracking Book in PDF, ePub and Kindle
A practical approach to estimating and tracking dynamicsystems in real-worl applications Much of the literature on performing estimation for non-Gaussiansystems is short on practical methodology, while Gaussian methodsoften lack a cohesive derivation. Bayesian Estimation andTracking addresses the gap in the field on both accounts,providing readers with a comprehensive overview of methods forestimating both linear and nonlinear dynamic systems driven byGaussian and non-Gaussian noices. Featuring a unified approach to Bayesian estimation andtracking, the book emphasizes the derivation of all trackingalgorithms within a Bayesian framework and describes effectivenumerical methods for evaluating density-weighted integrals,including linear and nonlinear Kalman filters for Gaussian-weightedintegrals and particle filters for non-Gaussian cases. The authorfirst emphasizes detailed derivations from first principles ofeeach estimation method and goes on to use illustrative anddetailed step-by-step instructions for each method that makescoding of the tracking filter simple and easy to understand. Case studies are employed to showcase applications of thediscussed topics. In addition, the book supplies block diagrams foreach algorithm, allowing readers to develop their own MATLAB®toolbox of estimation methods. Bayesian Estimation and Tracking is an excellent book forcourses on estimation and tracking methods at the graduate level.The book also serves as a valuable reference for researchscientists, mathematicians, and engineers seeking a deeperunderstanding of the topics.
Author | : Harry L. Van Trees |
Publisher | : Wiley-IEEE Press |
Total Pages | : 951 |
Release | : 2007-08-31 |
Genre | : Technology & Engineering |
ISBN | : 9780470120958 |
Download Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking Book in PDF, ePub and Kindle
The first comprehensive development of Bayesian Bounds for parameter estimation and nonlinear filtering/tracking Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communications, seismology, and medical diagnosis. There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds. This book provides a comprehensive overview of the state of the art in Bayesian Bounds. It addresses two related problems: the estimation of multiple parameters based on noisy measurements and the estimation of random processes, either continuous or discrete, based on noisy measurements. An extensive introductory chapter provides an overview of Bayesian estimation and the interrelationship and applicability of the various Bayesian Bounds for both static parameters and random processes. It provides the context for the collection of papers that are included. This book will serve as a comprehensive reference for engineers and statisticians interested in both theory and application. It is also suitable as a text for a graduate seminar or as a supplementary reference for an estimation theory course.
Author | : Juan Esteban Tapiero Bernal |
Publisher | : |
Total Pages | : |
Release | : 2013 |
Genre | : Kalman filtering |
ISBN | : |
Download Bayesian Estimation For Tracking Of Spiraling Reentry Vehicles Book in PDF, ePub and Kindle
This thesis presents a development of a physics-based dynamics model of a spiraling atmospheric reentry vehicle. An analysis of the trajectory characteristics, using elements from differential geometry lead to a relationship of the state of the vehicle to the spiraling of motion. The Bayesian estimation framework for nonlinear systems is introduced showing the theoretical basis of the estimation techniques. Two estimation algorithms, extended Kalman filter and particle filter are presented, their mathematical formulation and implementation characteristics. Different trajectories that can be represented by the model are introduced and analyzed, showing the spiraling behavior that can be described by the model. The extended Kalman filter and particle filter are compared in the ability to estimate the states and spiraling characteristics, with successful results for both techniques inside one standard deviation. In general superior performance was shown by the particle filter, which estimated the torsion with an error 10 orders of magnitude smaller.
Author | : Simo Särkkä |
Publisher | : Cambridge University Press |
Total Pages | : 255 |
Release | : 2013-09-05 |
Genre | : Computers |
ISBN | : 110703065X |
Download Bayesian Filtering and Smoothing Book in PDF, ePub and Kindle
A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.
Author | : Niclas Bergman |
Publisher | : |
Total Pages | : 204 |
Release | : 1999 |
Genre | : Bayesian statistical decision theory |
ISBN | : 9789172194731 |
Download Recursive Bayesian Estimation Book in PDF, ePub and Kindle
Author | : Lawrence D. Stone |
Publisher | : Artech House Radar Library (Ha |
Total Pages | : 362 |
Release | : 1999 |
Genre | : Mathematics |
ISBN | : |
Download Bayesian Multiple Target Tracking Book in PDF, ePub and Kindle
Get the solutions to your most challenging tracking problems with this up-to-date resource. Using the Bayesian inference framework, the book helps you design and develop mathematically sound algorithms for dealing with tracking problems involving multiple targets, multiple sensors, and multiple platforms. The book shows you how non-linear Multiple Hypothesis Tracking and the Theory of Unified Tracking are successful methods when multiple target tracking must be performed without contacts or association.
Author | : Lawrence D. Stone |
Publisher | : Springer Nature |
Total Pages | : 124 |
Release | : 2023-05-31 |
Genre | : Computers |
ISBN | : 3031322428 |
Download Introduction to Bayesian Tracking and Particle Filters Book in PDF, ePub and Kindle
This book provides a quick but insightful introduction to Bayesian tracking and particle filtering for a person who has some background in probability and statistics and wishes to learn the basics of single-target tracking. It also introduces the reader to multiple target tracking by presenting useful approximate methods that are easy to implement compared to full-blown multiple target trackers. The book presents the basic concepts of Bayesian inference and demonstrates the power of the Bayesian method through numerous applications of particle filters to tracking and smoothing problems. It emphasizes target motion models that incorporate knowledge about the target’s behavior in a natural fashion rather than assumptions made for mathematical convenience. The background provided by this book allows a person to quickly become a productive member of a project team using Bayesian filtering and to develop new methods and techniques for problems the team may face.
Author | : Giorgos Kravaritis |
Publisher | : |
Total Pages | : 0 |
Release | : 2006 |
Genre | : |
ISBN | : |
Download Stochastic Bayesian Estimation Using Efficient Particle Filters for Vehicle Tracking Applications Book in PDF, ePub and Kindle
Author | : Giorgos Kravaritis |
Publisher | : |
Total Pages | : |
Release | : 2006 |
Genre | : |
ISBN | : |
Download Stochastic Bayesian Estimation Using Efficient Particle Filters for Vehicle Tracking Applications Book in PDF, ePub and Kindle
Author | : Joanna Luberadzka |
Publisher | : |
Total Pages | : |
Release | : 2019 |
Genre | : |
ISBN | : |
Download Glimpsed Periodicity Features and Recursive Bayesian Estimation for Modeling Attentive Voice Tracking Book in PDF, ePub and Kindle