Grid-based Nonlinear Estimation and Its Applications

Grid-based Nonlinear Estimation and Its Applications PDF Author: Bin Jia
Publisher: CRC Press
ISBN: 1351757415
Category : Mathematics
Languages : en
Pages : 252

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Book Description
Grid-based Nonlinear Estimation and its Applications presents new Bayesian nonlinear estimation techniques developed in the last two decades. Grid-based estimation techniques are based on efficient and precise numerical integration rules to improve performance of the traditional Kalman filtering based estimation for nonlinear and uncertainty dynamic systems. The unscented Kalman filter, Gauss-Hermite quadrature filter, cubature Kalman filter, sparse-grid quadrature filter, and many other numerical grid-based filtering techniques have been introduced and compared in this book. Theoretical analysis and numerical simulations are provided to show the relationships and distinct features of different estimation techniques. To assist the exposition of the filtering concept, preliminary mathematical review is provided. In addition, rather than merely considering the single sensor estimation, multiple sensor estimation, including the centralized and decentralized estimation, is included. Different decentralized estimation strategies, including consensus, diffusion, and covariance intersection, are investigated. Diverse engineering applications, such as uncertainty propagation, target tracking, guidance, navigation, and control, are presented to illustrate the performance of different grid-based estimation techniques.

The Sparse-grid Based Nonlinear Filter

The Sparse-grid Based Nonlinear Filter PDF Author:
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages :

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Book Description
Filtering or estimation is of great importance to virtually all disciplines of engineering and science that need inference, learning, information fusion, and knowledge discovery of dynamical systems. The filtering problem is to recursively determine the states and/or parameters of a dynamical system from a sequence of noisy measurements made on the system. The theory and practice of optimal estimation of linear Gaussian dynamical systems have been well established and successful, but optimal estimation of nonlinear and non-Gaussian dynamical systems is much more challenging and in general requires solving partial differential equations and intractable high-dimensional integrations. Hence, Gaussian approximation filters are widely used. In this dissertation, three innovative point-based Gaussian approximation filters including sparse Gauss-Hermite quadrature filter, sparse-grid quadrature filter, and the anisotropic sparse-grid quadrature filter are proposed. The relationship between the proposed filters and conventional Gaussian approximation filters is analyzed. In particular, it is proven that the popular unscented Kalman filter and the cubature Kalman filter are subset of the proposed sparse-grid filters. The sparse-grid filters are employed in three aerospace applications including spacecraft attitude estimation, orbit determination, and relative navigation. The results show that the proposed filters can achieve better estimation accuracy than the conventional Gaussian approximation filters, such as the extended Kalman filter, the cubature Kalman filter, the unscented Kalman filter, and is computationally more efficient than the Gauss-Hermite quadrature filter.

Nonlinear Estimation

Nonlinear Estimation PDF Author: Shovan Bhaumik
Publisher: CRC Press
ISBN: 1351012339
Category : Mathematics
Languages : en
Pages : 254

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Book Description
Nonlinear Estimation: Methods and Applications with Deterministic Sample Points focusses on a comprehensive treatment of deterministic sample point filters (also called Gaussian filters) and their variants for nonlinear estimation problems, for which no closed-form solution is available in general. Gaussian filters are becoming popular with the designers due to their ease of implementation and real time execution even on inexpensive or legacy hardware. The main purpose of the book is to educate the reader about a variety of available nonlinear estimation methods so that the reader can choose the right method for a real life problem, adapt or modify it where necessary and implement it. The book can also serve as a core graduate text for a course on state estimation. The book starts from the basic conceptual solution of a nonlinear estimation problem and provides an in depth coverage of (i) various Gaussian filters such as the unscented Kalman filter, cubature and quadrature based filters, Gauss-Hermite filter and their variants and (ii) Gaussian sum filter, in both discrete and continuous-discrete domain. Further, a brief description of filters for randomly delayed measurement and two case-studies are also included. Features: The book covers all the important Gaussian filters, including filters with randomly delayed measurements. Numerical simulation examples with detailed matlab code are provided for most algorithms so that beginners can verify their understanding. Two real world case studies are included: (i) underwater passive target tracking, (ii) ballistic target tracking. The style of writing is suitable for engineers and scientists. The material of the book is presented with the emphasis on key ideas, underlying assumptions, algorithms, and properties. The book combines rigorous mathematical treatment with matlab code, algorithm listings, flow charts and detailed case studies to deepen understanding.

Journal of the Optical Society of America

Journal of the Optical Society of America PDF Author:
Publisher:
ISBN:
Category : Imaging systems
Languages : en
Pages :

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Neural Networks Theory, Technology, and Applications

Neural Networks Theory, Technology, and Applications PDF Author: Patrick K. Simpson
Publisher: Institute of Electrical & Electronics Engineers(IEEE)
ISBN:
Category : Computers
Languages : en
Pages : 943

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Index to Theses with Abstracts Accepted for Higher Degrees by the Universities of Great Britain and Ireland and the Council for National Academic Awards

Index to Theses with Abstracts Accepted for Higher Degrees by the Universities of Great Britain and Ireland and the Council for National Academic Awards PDF Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages :

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Event-Trigger Dynamic State Estimation for Practical WAMS Applications in Smart Grid

Event-Trigger Dynamic State Estimation for Practical WAMS Applications in Smart Grid PDF Author: Zhen Li
Publisher: Springer Nature
ISBN: 3030456587
Category : Technology & Engineering
Languages : en
Pages : 285

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Book Description
This book describes how dynamic state estimation application in wide-area measurement systems (WAMS) are crucial for power system reliability, to acquire precisely power system dynamics. The event trigger DSE techniques described by the authors provide a design balance between the communication rate and estimation performance, by selectively sending the innovational data. The discussion also includes practical problems for smart grid applications, such as the non-Gaussian process/measurement noise, packet dropout, computation burden of accurate DSE, robustness to the system variation, etc. Readers will learn how the event trigger DSE can facilitate the effective reduction of communication rates, with guaranteed accuracy under a variety of practical conditions in smart grid applications.

Computational Science for the 21st Century

Computational Science for the 21st Century PDF Author: Garret J. Etgen
Publisher: John Wiley & Sons Incorporated
ISBN:
Category : Computers
Languages : en
Pages : 840

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Book Description
Computational science can loosely be defined as the endeavor to develop and analyse models for the simulation and control of complex processes. This is achieved by making optimal use of computer resources and by drawing upon a variety of disciplines, techniques and theories. With the emergence of advanced computational and information technologies, computational science now has a significant impact on engineering, physical, biological, management and social sciences. The contributions in this state-of-the-art volume range from theoretical and numerical topics to practical implementations. The subject matter includes modelling, mathematical and numerical analysis, differential equations, linear algebra, optimization, domain decomposition, computational fluid dynamics, computational mechanics, elasticity, structure, computational physics and chemistry, electromagnetic, control theory and other applications. This volume is dedicated to Roland Glowinski on the occasion of his 60th birthday. It is aimed at the next generation of scientists, applied mathematicians, computer scientists, practitioners and engineers who will define computational science within the context of the challenging scientific, industrial, economic and societal problems of the 21st century.

Proceedings of the 1975 IEEE Conference on Decision and Control Including the 14th Symposium on the Adaptive Processes

Proceedings of the 1975 IEEE Conference on Decision and Control Including the 14th Symposium on the Adaptive Processes PDF Author:
Publisher:
ISBN:
Category : Adaptive control systems
Languages : en
Pages : 880

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Proceedings of the 1975 IEEE Conference on Decision & Control, Including the 14th Symposium on Adaptive Processes, December 10-12, 1975, Hyatt Regency Houston, Houston, Texas

Proceedings of the 1975 IEEE Conference on Decision & Control, Including the 14th Symposium on Adaptive Processes, December 10-12, 1975, Hyatt Regency Houston, Houston, Texas PDF Author:
Publisher:
ISBN:
Category : Adaptive control systems
Languages : en
Pages : 880

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Book Description