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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: 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.

Nonlinear Lp-Norm Estimation

Nonlinear Lp-Norm Estimation PDF Author: Rene Gonin
Publisher: Routledge
ISBN: 1351428179
Category : Mathematics
Languages : en
Pages : 207

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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.

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.

Fault Tolerant Attitude Estimation for Small Satellites

Fault Tolerant Attitude Estimation for Small Satellites PDF Author: Chingiz Hajiyev
Publisher: CRC Press
ISBN: 1351248820
Category : Technology & Engineering
Languages : en
Pages : 330

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Book Description
Small satellites use commercial off-the-shelf sensors and actuators for attitude determination and control (ADC) to reduce the cost. These sensors and actuators are usually not as robust as the available, more expensive, space-proven equipment. As a result, the ADC system of small satellites is more vulnerable to any fault compared to a system for larger competitors. This book aims to present useful solutions for fault tolerance in ADC systems of small satellites. The contents of the book can be divided into two categories: fault tolerant attitude filtering algorithms for small satellites and sensor calibration methods to compensate the sensor errors. MATLAB® will be used to demonstrate simulations. Presents fault tolerant attitude estimation algorithms for small satellites with an emphasis on algorithms’ practicability and applicability Incorporates fundamental knowledge about the attitude determination methods at large Discusses comprehensive information about attitude sensors for small satellites Reviews calibration algorithms for small satellite magnetometers with simulated examples Supports theory with MATLAB simulation results which can be easily understood by individuals without a comprehensive background in this field Covers up-to-date discussions for small satellite attitude systems design Dr. Chingiz Hajiyev is a professor at the Faculty of Aeronautics and Astronautics, Istanbul Technical University (Istanbul, Turkey). Dr. Halil Ersin Soken is an assistant professor at the Aerospace Engineering Department, Middle East Technical University (Ankara, Turkey).

Stochastic Models: Estimation and Control:

Stochastic Models: Estimation and Control: PDF Author: Maybeck
Publisher: Academic Press
ISBN: 0080956513
Category : Mathematics
Languages : en
Pages : 288

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Book Description
Stochastic Models: Estimation and Control: v. 2

Parameter Estimation in Engineering and Science

Parameter Estimation in Engineering and Science PDF Author: James Vere Beck
Publisher: James Beck
ISBN: 9780471061182
Category : Engineering
Languages : en
Pages : 540

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Book Description
Introduction to and survey of parameter estimation; Probability; Introduction to statistics; Parameter estimation methods; Introduction to linear estimation; Matrix analysis for linear parameter estimation; Minimization of sum of squares functions for models nonlinear in parameters; Design of optimal experiments.

Applied State Estimation and Association

Applied State Estimation and Association PDF Author: Chaw-Bing Chang
Publisher: MIT Press
ISBN: 0262335069
Category : Technology & Engineering
Languages : en
Pages : 472

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Book Description
A rigorous introduction to the theory and applications of state estimation and association, an important area in aerospace, electronics, and defense industries. Applied state estimation and association is an important area for practicing engineers in aerospace, electronics, and defense industries, used in such tasks as signal processing, tracking, and navigation. This book offers a rigorous introduction to both theory and application of state estimation and association. It takes a unified approach to problem formulation and solution development that helps students and junior engineers build a sound theoretical foundation for their work and develop skills and tools for practical applications. Chapters 1 through 6 focus on solving the problem of estimation with a single sensor observing a single object, and cover such topics as parameter estimation, state estimation for linear and nonlinear systems, and multiple model estimation algorithms. Chapters 7 through 10 expand the discussion to consider multiple sensors and multiple objects. The book can be used in a first-year graduate course in control or system engineering or as a reference for professionals. Each chapter ends with problems that will help readers to develop derivation skills that can be applied to new problems and to build computer models that offer a useful set of tools for problem solving. Readers must be familiar with state-variable representation of systems and basic probability theory including random and stochastic processes.

State Estimation for Robotics

State Estimation for Robotics PDF Author: Timothy D. Barfoot
Publisher: Cambridge University Press
ISBN: 1107159393
Category : Computers
Languages : en
Pages : 381

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Book Description
A modern look at state estimation, targeted at students and practitioners of robotics, with emphasis on three-dimensional applications.