Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches

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9780471708582: Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches
Review:

"This book is obviously written with care and reads very easily. A very valuable resource for students, teachers, and practitioners...highly recommended." (CHOICE, February 2007) "The dozens of helpful step-by-step examples, visual illustrations, and lists of exercises proposed at the end of each chapter significantly facilitate a reader's understanding of the book's content." (Computing Reviews.com, December 4, 2006)

From the Publisher:

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. A solutions manual is available for instructors. 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. A solutions manual is available upon request from the Wiley editorial board.

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Descripción John Wiley & Sons, 2006. Estado de conservación: Brand New. Brand New Hardcover Textbook is still wrapped MINT in the plastic. Ship from Multiple Locations, including Malaysia, Singapore, and Thailand. Shipping should take from 3-4 business days within US, Canada, UK, and other EU countries, 2-3 business days within Australia, Japan, and Singapore; for faster processing time, please choose to ship with Expedite. Thank you for looking![8582sJWOptimaStateEstimat]. Nº de ref. de la librería 978047170858288

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Descripción John Wiley & Sons, 2006. Estado de conservación: Brand New. Brand New Hardcover Textbook is still wrapped MINT in the plastic. Ship from Multiple Locations, including Malaysia, Singapore, and Thailand. Shipping should take from 3-4 business days within US, Canada, UK, and other EU countries, 2-3 business days within Australia, Japan, and Singapore; for faster processing time, please choose to ship with Expedite. Thank you for looking![8582sJWOptimaStateEstimat]. Nº de ref. de la librería 978047170858288

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Descripción Wiley-Interscience, 2006. Estado de conservación: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Acknowledgments.Acronyms.List of algorithms.Introduction.PART I INTRODUCTORY MATERIAL.1 Linear systems theory.1.1 Matrix algebra and matrix calculus.1.1.1 Matrix algebra.1.1.2 The matrix inversion lemma.1.1.3 Matrix calculus.1.1.4 The history of matrices.1.2 Linear systems.1.3 Nonlinear systems.1.4 Discretization.1.5 Simulation.1.5.1 Rectangular integration.1.5.2 Trapezoidal integration.1.5.3 RungeKutta integration.1.6 Stability.1.6.1 Continuous-time systems.1.6.2 Discretetime systems.1.7 Controllability and observability.1.7.1 Controllability.1.7.2 Observability.1.7.3 Stabilizability and detectability.1.8 Summary.Problems.Probability theory.2.1 Probability.2.2 Random variables.2.3 Transformations of random variables.2.4 Multiple random variables.2.4.1 Statistical independence.2.4.2 Multivariate statistics.2.5 Stochastic Processes.2.6 White noise and colored noise.2.7 Simulating correlated noise.2.8 Summary.Problems.3 Least squares estimation.3.1 Estimation of a constant.3.2 Weighted least squares estimation.3.3 Recursive least squares estimation.3.3.1 Alternate estimator forms.3.3.2 Curve fitting.3.4 Wiener filtering.3.4.1 Parametric filter optimization.3.4.2 General filter optimization.3.4.3 Noncausal filter optimization.3.4.4 Causal filter optimization.3.4.5 Comparison.3.5 Summary.Problems.4 Propagation of states and covariances.4.1 Discretetime systems.4.2 Sampled-data systems.4.3 Continuous-time systems.4.4 Summary.Problems.PART II THE KALMAN FILTER.5 The discrete-time Kalman filter.5.1 Derivation of the discrete-time Kalman filter.5.2 Kalman filter properties.5.3 One-step Kalman filter equations.5.4 Alternate propagation of covariance.5.4.1 Multiple state systems.5.4.2 Scalar systems.5.5 Divergence issues.5.6 Summary.Problems.6 Alternate Kalman filter formulations.6.1 Sequential Kalman filtering.6.2 Information filtering.6.3 Square root filtering.6.3.1 Condition number.6.3.2 The square root time-update equation.6.3.3 Potter's square root measurement-update equation.6.3.4 Square root measurement update via triangularization.6.3.5 Algorithms for orthogonal transformations.6.4 U-D filtering.6.4.1 U-D filtering: The measurement-update equation.6.4.2 U-D filtering: The time-update equation.6.5 Summary.Problems.7 Kalman filter generalizations.7.1 Correlated process and measurement noise.7.2 Colored process and measurement noise.7.2.1 Colored process noise.7.2.2 Colored measurement noise: State augmentation.7.2.3 Colored measurement noise: Measurement differencing.7.3 Steady-state filtering.7.3.1 a-P filtering.7.3.2 a-P-y filtering.7.3.3 A Hamiltonian approach to steady-state filtering.7.4 Kalman filtering with fading memory.7.5 Constrained Kalman filtering.7.5.1 Model reduction.7.5.2 Perfect measurements.7.5.3 Projection approaches.7.5.4 A pdf truncation approach.7.6 Summary.Problems.8 The continuous-time Kalman filter.8.1 Discrete-time and continuous-time white noise.8.1.1 Process noise.8.1.2 Measurement noise.8.1.3 Discretized simulation of noisy continuous-time systems.8.2 Derivation of the continuous-time Kalman filter.8.3 Alternate solutions to the Riccati equation.8.3.1 The transition matrix approach.8.3.2 The Chandrasekhar algorithm.8.3.3 The square root filter.8.4 Generalizations of the continuous-time filter.8.4.1 Correlated process and measurement noise.8.4.2 Colored measurement noise8.5 The steady-state continuous-time Kalman filter8. Nº de ref. de la librería ABE_book_new_0471708585

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Descripción John Wiley Sons Inc, United States, 2006. Hardback. Estado de conservación: New. 1. Auflage. 254 x 182 mm. Language: English . Brand New Book. 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. A solutions manual is available for instructors. 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. A solutions manual is available upon request from the Wiley editorial board. Nº de ref. de la librería AAH9780471708582

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Simon, Dan
Editorial: John Wiley Sons Inc, United States (2006)
ISBN 10: 0471708585 ISBN 13: 9780471708582
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Descripción John Wiley Sons Inc, United States, 2006. Hardback. Estado de conservación: New. 1. Auflage. 254 x 182 mm. Language: English . Brand New Book. 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. A solutions manual is available for instructors. 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. A solutions manual is available upon request from the Wiley editorial board. Nº de ref. de la librería AAH9780471708582

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Descripción Wileyand#8211;Blackwell, 2006. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780471708582

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