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Nonlinear Filters

Nonlinear Filters
Author: Peyman Setoodeh
Publisher: John Wiley & Sons
Total Pages: 308
Release: 2022-04-12
Genre: Technology & Engineering
ISBN: 1118835816

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NONLINEAR FILTERS Discover the utility of using deep learning and (deep) reinforcement learning in deriving filtering algorithms with this insightful and powerful new resource Nonlinear Filters: Theory and Applications delivers an insightful view on state and parameter estimation by merging ideas from control theory, statistical signal processing, and machine learning. Taking an algorithmic approach, the book covers both classic and machine learning-based filtering algorithms. Readers of Nonlinear Filters will greatly benefit from the wide spectrum of presented topics including stability, robustness, computability, and algorithmic sufficiency. Readers will also enjoy: Organization that allows the book to act as a stand-alone, self-contained reference A thorough exploration of the notion of observability, nonlinear observers, and the theory of optimal nonlinear filtering that bridges the gap between different science and engineering disciplines A profound account of Bayesian filters including Kalman filter and its variants as well as particle filter A rigorous derivation of the smooth variable structure filter as a predictor-corrector estimator formulated based on a stability theorem, used to confine the estimated states within a neighborhood of their true values A concise tutorial on deep learning and reinforcement learning A detailed presentation of the expectation maximization algorithm and its machine learning-based variants, used for joint state and parameter estimation Guidelines for constructing nonparametric Bayesian models from parametric ones Perfect for researchers, professors, and graduate students in engineering, computer science, applied mathematics, and artificial intelligence, Nonlinear Filters: Theory and Applications will also earn a place in the libraries of those studying or practicing in fields involving pandemic diseases, cybersecurity, information fusion, augmented reality, autonomous driving, urban traffic network, navigation and tracking, robotics, power systems, hybrid technologies, and finance.


Nonlinear Filters

Nonlinear Filters
Author: Hisashi Tanizaki
Publisher: Springer Science & Business Media
Total Pages: 264
Release: 2013-03-09
Genre: Business & Economics
ISBN: 3662032236

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Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give biased filtering estimates, and therefore several nonlinear and nonnormal filters have been derived from the underlying probability density functions. The density-based nonlinear filters introduced in this book utilize numerical integration, Monte-Carlo integration with importance sampling or rejection sampling and the obtained filtering estimates are asymptotically unbiased and efficient. By Monte-Carlo simulation studies, all the nonlinear filters are compared. Finally, as an empirical application, consumption functions based on the rational expectation model are estimated for the nonlinear filters, where US, UK and Japan economies are compared.


Nonlinear Digital Filters

Nonlinear Digital Filters
Author: Ioannis Pitas
Publisher: Springer Science & Business Media
Total Pages: 402
Release: 2013-03-14
Genre: Technology & Engineering
ISBN: 1475760175

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The function of a filter is to transform a signal into another one more suit able for a given purpose. As such, filters find applications in telecommunica tions, radar, sonar, remote sensing, geophysical signal processing, image pro cessing, and computer vision. Numerous authors have considered deterministic and statistical approaches for the study of passive, active, digital, multidimen sional, and adaptive filters. Most of the filters considered were linear although the theory of nonlinear filters is developing rapidly, as it is evident by the numerous research papers and a few specialized monographs now available. Our research interests in this area created opportunity for cooperation and co authored publications during the past few years in many nonlinear filter families described in this book. As a result of this cooperation and a visit from John Pitas on a research leave at the University of Toronto in September 1988, the idea for this book was first conceived. The difficulty in writing such a mono graph was that the area seemed fragmented and no general theory was available to encompass the many different kinds of filters presented in the literature. However, the similarities of some families of nonlinear filters and the need for such a monograph providing a broad overview of the whole area made the pro ject worthwhile. The result is the book now in your hands, typeset at the Department of Electrical Engineering of the University of Toronto during the summer of 1989.


Nonlinear Digital Filters

Nonlinear Digital Filters
Author: Wing-Kuen Ling
Publisher: Academic Press
Total Pages: 206
Release: 2007
Genre: Technology & Engineering
ISBN: 9780123725363

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This book provides an easy to understand overview of nonlinear behavior in digital filters, showing how it can be utilized or avoided when operating nonlinear digital filters. It gives techniques for analyzing discrete-time systems with discontinuous linearity, enabling the analysis of other nonlinear discrete-time systems, such as sigma delta modulators, digital phase lock loops and turbo coders. Features: • Uses new methods based on symbolic dynamics, enabling the engineer more easily to operate reliable nonlinear digital filters • Gives practical, 'real-world' applications of nonlinear digital filter • Includes many examples, together with Matlab source code available on an accompanying website Nonlinear Digital Filters: Analysis and Applications is ideal for professional engineers working with signal processing applications, as well as advanced undergraduates and graduates conducting a nonlinear filter analysis project. Companion website at http://books.elsevier.com/9780123725363 · Uses new methods based on symbolic dynamics, enabling the engineer more easily to operate reliable nonlinear digital filters · Gives practical, 'real-world' applications of nonlinear digital filter · Includes many examples, together with Matlab source code available on an accompanying website


Fundamentals of Nonlinear Digital Filtering

Fundamentals of Nonlinear Digital Filtering
Author: Jaakko Astola
Publisher: CRC Press
Total Pages: 288
Release: 2020-09-10
Genre: Technology & Engineering
ISBN: 1000102610

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Fundamentals of Nonlinear Digital Filtering is the first book of its kind, presenting and evaluating current methods and applications in nonlinear digital filtering. Written for professors, researchers, and application engineers, as well as for serious students of signal processing, this is the only book available that functions as both a reference handbook and a textbook. Solid introductory material, balanced coverage of theoretical and practical aspects, and dozens of examples provide you with a self-contained, comprehensive information source on nonlinear filtering and its applications.


Complex Valued Nonlinear Adaptive Filters

Complex Valued Nonlinear Adaptive Filters
Author: Danilo P. Mandic
Publisher: John Wiley & Sons
Total Pages: 344
Release: 2009-04-20
Genre: Science
ISBN: 0470742631

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This book was written in response to the growing demand for a text that provides a unified treatment of linear and nonlinear complex valued adaptive filters, and methods for the processing of general complex signals (circular and noncircular). It brings together adaptive filtering algorithms for feedforward (transversal) and feedback architectures and the recent developments in the statistics of complex variable, under the powerful frameworks of CR (Wirtinger) calculus and augmented complex statistics. This offers a number of theoretical performance gains, which is illustrated on both stochastic gradient algorithms, such as the augmented complex least mean square (ACLMS), and those based on Kalman filters. This work is supported by a number of simulations using synthetic and real world data, including the noncircular and intermittent radar and wind signals.


Nonlinear Filters

Nonlinear Filters
Author: Sueo Sugimoto
Publisher: Ohmsha, Ltd.
Total Pages: 457
Release: 2020-12-10
Genre: Mathematics
ISBN: 4274805026

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This book covers a broad range of filter theories, algorithms, and numerical examples. The representative linear and nonlinear filters such as the Kalman filter, the steady-state Kalman filter, the H infinity filter, the extended Kalman filter, the Gaussian sum filter, the statistically linearized Kalman filter, the unscented Kalman filter, the Gaussian filter, the cubature Kalman filter are first visited. Then, the non-Gaussian filters such as the ensemble Kalman filter and the particle filters based on the sequential Bayesian filter and the sequential importance resampling are described, together with their recent advances. Moreover, the information matrix in the nonlinear filtering, the nonlinear smoother based on the Markov Chain Monte Carlo, the continuous-discrete filters, factorized filters, and nonlinear filters based on stochastic approximation method are detailed. 1 Review of the Kalman Filter and Related Filters 2 Information Matrix in Nonlinear Filtering 3 Extended Kalman Filter and Gaussian Sum Filter 4 Statistically Linearized Kalman Filter 5 The Unscented Kalman Filter 6 General Gaussian Filters and Applications 7 The Ensemble Kalman Filter 8 Particle Filter 9 Nonlinear Smoother with Markov Chain Monte Carlo 10 Continuous-Discrete Filters 11 Factorized Filters 12 Nonlinear Filters Based on Stochastic Approximation Method


Nonlinear Digital Filtering with Python

Nonlinear Digital Filtering with Python
Author: Ronald K. Pearson
Publisher: CRC Press
Total Pages: 286
Release: 2018-09-03
Genre: Medical
ISBN: 1498714137

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Nonlinear Digital Filtering with Python: An Introduction discusses important structural filter classes including the median filter and a number of its extensions (e.g., weighted and recursive median filters), and Volterra filters based on polynomial nonlinearities. Adopting both structural and behavioral approaches in characterizing and designing nonlinear digital filters, this book: Begins with an expedient introduction to programming in the free, open-source computing environment of Python Uses results from algebra and the theory of functional equations to construct and characterize behaviorally defined nonlinear filter classes Analyzes the impact of a range of useful interconnection strategies on filter behavior, providing Python implementations of the presented filters and interconnection strategies Proposes practical, bottom-up strategies for designing more complex and capable filters from simpler components in a way that preserves the key properties of these components Illustrates the behavioral consequences of allowing recursive (i.e., feedback) interconnections in nonlinear digital filters while highlighting a challenging but promising research frontier Nonlinear Digital Filtering with Python: An Introduction supplies essential knowledge useful for developing and implementing data cleaning filters for dynamic data analysis and time-series modeling.


Nonlinear Control and Filtering Using Differential Flatness Approaches

Nonlinear Control and Filtering Using Differential Flatness Approaches
Author: Gerasimos G. Rigatos
Publisher: Springer
Total Pages: 755
Release: 2015-06-05
Genre: Technology & Engineering
ISBN: 3319164201

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This monograph presents recent advances in differential flatness theory and analyzes its use for nonlinear control and estimation. It shows how differential flatness theory can provide solutions to complicated control problems, such as those appearing in highly nonlinear multivariable systems and distributed-parameter systems. Furthermore, it shows that differential flatness theory makes it possible to perform filtering and state estimation for a wide class of nonlinear dynamical systems and provides several descriptive test cases. The book focuses on the design of nonlinear adaptive controllers and nonlinear filters, using exact linearization based on differential flatness theory. The adaptive controllers obtained can be applied to a wide class of nonlinear systems with unknown dynamics, and assure reliable functioning of the control loop under uncertainty and varying operating conditions. The filters obtained outperform other nonlinear filters in terms of accuracy of estimation and computation speed. The book presents a series of application examples to confirm the efficiency of the proposed nonlinear filtering and adaptive control schemes for various electromechanical systems. These include: · industrial robots; · mobile robots and autonomous vehicles; · electric power generation; · electric motors and actuators; · power electronics; · internal combustion engines; · distributed-parameter systems; and · communication systems. Differential Flatness Approaches to Nonlinear Control and Filtering will be a useful reference for academic researchers studying advanced problems in nonlinear control and nonlinear dynamics, and for engineers working on control applications in electromechanical systems.


Nonlinear Filtering

Nonlinear Filtering
Author: Kumar Pakki Bharani Chandra
Publisher: Springer
Total Pages: 184
Release: 2018-11-20
Genre: Technology & Engineering
ISBN: 3030017974

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This book gives readers in-depth know-how on methods of state estimation for nonlinear control systems. It starts with an introduction to dynamic control systems and system states and a brief description of the Kalman filter. In the following chapters, various state estimation techniques for nonlinear systems are discussed, including the extended, unscented and cubature Kalman filters. The cubature Kalman filter and its variants are introduced in particular detail because of their efficiency and their ability to deal with systems with Gaussian and/or non-Gaussian noise. The book also discusses information-filter and square-root-filtering algorithms, useful for state estimation in some real-time control system design problems. A number of case studies are included in the book to illustrate the application of various nonlinear filtering algorithms. Nonlinear Filtering is written for academic and industrial researchers, engineers and research students who are interested in nonlinear control systems analysis and design. The chief features of the book include: dedicated coverage of recently developed nonlinear, Jacobian-free, filtering algorithms; examples illustrating the use of nonlinear filtering algorithms in real-world applications; detailed derivation and complete algorithms for nonlinear filtering methods, which help readers to a fundamental understanding and easier coding of those algorithms; and MATLAB® codes associated with case-study applications, which can be downloaded from the Springer Extra Materials website.