Introduction To Optimal Estimation PDF Download
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Author | : J.L. Junkins |
Publisher | : Springer |
Total Pages | : 498 |
Release | : 1978-07-31 |
Genre | : Mathematics |
ISBN | : |
Download An Introduction to Optimal Estimation of Dynamical Systems Book in PDF, ePub and Kindle
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 | : Frank L. Lewis |
Publisher | : CRC Press |
Total Pages | : 546 |
Release | : 2017-12-19 |
Genre | : Technology & Engineering |
ISBN | : 1420008293 |
Download Optimal and Robust Estimation Book in PDF, ePub and Kindle
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 | : |
Total Pages | : 662 |
Release | : 1987 |
Genre | : Technology & Engineering |
ISBN | : |
Download Introduction to Signals and Systems Book in PDF, ePub and Kindle
Author | : Edward W. Kamen |
Publisher | : Springer Science & Business Media |
Total Pages | : 384 |
Release | : 2012-12-06 |
Genre | : Technology & Engineering |
ISBN | : 144710417X |
Download Introduction to Optimal Estimation Book in PDF, ePub and Kindle
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 | : Frank L. Lewis |
Publisher | : Wiley-Interscience |
Total Pages | : 408 |
Release | : 1986-04-15 |
Genre | : Mathematics |
ISBN | : |
Download Optimal Estimation Book in PDF, ePub and Kindle
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 | : Dan Simon |
Publisher | : John Wiley & Sons |
Total Pages | : 554 |
Release | : 2006-06-19 |
Genre | : Technology & Engineering |
ISBN | : 0470045337 |
Download Optimal State Estimation Book in PDF, ePub and Kindle
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 | : John L. Crassidis |
Publisher | : CRC Press |
Total Pages | : 606 |
Release | : 2004-04-27 |
Genre | : Mathematics |
ISBN | : 1135439273 |
Download Optimal Estimation of Dynamic Systems Book in PDF, ePub and Kindle
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 | : S. Silvey |
Publisher | : Springer Science & Business Media |
Total Pages | : 94 |
Release | : 2013-03-09 |
Genre | : Science |
ISBN | : 9400959125 |
Download Optimal Design Book in PDF, ePub and Kindle
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 | : Jorma Rissanen |
Publisher | : Cambridge University Press |
Total Pages | : 171 |
Release | : 2012-06-07 |
Genre | : Computers |
ISBN | : 1107004748 |
Download Optimal Estimation of Parameters Book in PDF, ePub and Kindle
A comprehensive and consistent theory of estimation, including a description of a powerful new tool, the generalized maximum capacity estimator.
Author | : Donald E. Kirk |
Publisher | : Courier Corporation |
Total Pages | : 466 |
Release | : 2012-04-26 |
Genre | : Technology & Engineering |
ISBN | : 0486135071 |
Download Optimal Control Theory Book in PDF, ePub and Kindle
Upper-level undergraduate text introduces aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Numerous figures, tables. Solution guide available upon request. 1970 edition.