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Nonlinear Estimation

Nonlinear Estimation PDF Author: Shovan Bhaumik
Publisher: CRC Press
ISBN: 1351012347
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.

Nonlinear Estimation

Nonlinear Estimation PDF Author: Shovan Bhaumik
Publisher: CRC Press
ISBN: 1351012347
Category : Mathematics
Languages : en
Pages : 254

View

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.

Nonlinear Estimation

Nonlinear Estimation PDF Author: Gavin J.S. Ross
Publisher: Springer Science & Business Media
ISBN: 1461234123
Category : Mathematics
Languages : en
Pages : 189

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Book Description
Non-Linear Estimation is a handbook for the practical statistician or modeller interested in fitting and interpreting non-linear models with the aid of a computer. A major theme of the book is the use of 'stable parameter systems'; these provide rapid convergence of optimization algorithms, more reliable dispersion matrices and confidence regions for parameters, and easier comparison of rival models. The book provides insights into why some models are difficult to fit, how to combine fits over different data sets, how to improve data collection to reduce prediction variance, and how to program particular models to handle a full range of data sets. The book combines an algebraic, a geometric and a computational approach, and is illustrated with practical examples. A final chapter shows how this approach is implemented in the author's Maximum Likelihood Program, MLP.

Grid-based Nonlinear Estimation and Its Applications

Grid-based Nonlinear Estimation and Its Applications PDF Author: Bin Jia
Publisher: CRC Press
ISBN: 1351757407
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.

Nonlinear Lp-Norm Estimation

Nonlinear Lp-Norm Estimation PDF Author: Rene Gonin
Publisher: Routledge
ISBN: 1351428179
Category : Mathematics
Languages : en
Pages : 320

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Book Description
Complete with valuable FORTRAN programs that help solve nondifferentiable nonlinear LtandLo.-norm estimation problems, this important reference/text extensively delineates ahistory of Lp-norm estimation. It examines the nonlinear Lp-norm estimation problem that isa viable alternative to least squares estimation problems where the underlying errordistribution is nonnormal, i.e., non-Gaussian.Nonlinear LrNorm Estimation addresses both computational and statistical aspects ofLp-norm estimation problems to bridge the gap between these two fields . . . contains 70useful illustrations ... discusses linear Lp-norm as well as nonlinear Lt, Lo., and Lp-normestimation problems . . . provides all appropriate computational algorithms and FORTRANlistings for nonlinear Lt- and Lo.-norm estimation problems . . . guides readers with clear endof-chapter notes on related topics and outstanding research publications . . . contains numericalexamples plus several practical problems .. . and shows how the data can prescribe variousapplications of Lp-norm alternatives.Nonlinear Lp-Norm Estimation is an indispensable reference for statisticians,operations researchers, numerical analysts, applied mathematicians, biometricians, andcomputer scientists, as well as a text for graduate students in statistics or computer science.

Deterministic Sampling for Nonlinear Dynamic State Estimation

Deterministic Sampling for Nonlinear Dynamic State Estimation PDF Author: Gilitschenski, Igor
Publisher: KIT Scientific Publishing
ISBN: 3731504731
Category :
Languages : en
Pages : 200

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Book Description


Conditional Moment Estimation of Nonlinear Equation Systems

Conditional Moment Estimation of Nonlinear Equation Systems PDF Author: Joachim Inkmann
Publisher: Springer Science & Business Media
ISBN: 3642565719
Category : Business & Economics
Languages : en
Pages : 214

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Book Description
Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics.

A Nonlinear Estimator for Reconstructing the Angular Velocity of a Spacecraft Without Rate Gyros

A Nonlinear Estimator for Reconstructing the Angular Velocity of a Spacecraft Without Rate Gyros PDF Author: M. E. Polites
Publisher:
ISBN:
Category :
Languages : en
Pages : 24

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A Nonlinear Estimator for Reconstructing the Angular Velocity of a Spacecraft Without Rate Gyros

A Nonlinear Estimator for Reconstructing the Angular Velocity of a Spacecraft Without Rate Gyros PDF Author: Michael Edward Polites
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 19

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Neural Network-Based State Estimation of Nonlinear Systems

Neural Network-Based State Estimation of Nonlinear Systems PDF Author: Heidar A. Talebi
Publisher: Springer
ISBN: 1441914382
Category : Technology & Engineering
Languages : en
Pages : 154

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Book Description
"Neural Network-Based State Estimation of Nonlinear Systems" presents efficient, easy to implement neural network schemes for state estimation, system identification, and fault detection and Isolation with mathematical proof of stability, experimental evaluation, and Robustness against unmolded dynamics, external disturbances, and measurement noises.

Estimation with Applications to Tracking and Navigation

Estimation with Applications to Tracking and Navigation PDF Author: Yaakov Bar-Shalom
Publisher: John Wiley & Sons
ISBN: 0471465216
Category : Technology & Engineering
Languages : en
Pages : 584

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Book Description
Expert coverage of the design and implementation of stateestimation algorithms for tracking and navigation Estimation with Applications to Tracking and Navigationtreats the estimation of various quantities from inherentlyinaccurate remote observations. It explains state estimator designusing a balanced combination of linear systems, probability, andstatistics. The authors provide a review of the necessary backgroundmathematical techniques and offer an overview of the basic conceptsin estimation. They then provide detailed treatments of all themajor issues in estimation with a focus on applying thesetechniques to real systems. Other features include: Problems that apply theoretical material to real-worldapplications In-depth coverage of the Interacting Multiple Model (IMM)estimator Companion DynaEst(TM) software for MATLAB(TM) implementation ofKalman filters and IMM estimators Design guidelines for tracking filters Suitable for graduate engineering students and engineers workingin remote sensors and tracking, Estimation with Applications toTracking and Navigation provides expert coverage of thisimportant area.