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Author : Zhengying Fan
Publisher :
ISBN 13 :
Total Pages : 122 pages
Book Rating : 4.:/5 (469 download)
Download or read book A New Suboptimal Kalman Filtering Algorithm for Hybrid Nonlinear Systems written by Zhengying Fan and published by . This book was released on 2000 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Simon Haykin
Publisher : John Wiley & Sons
ISBN 13 : 047146421X
Total Pages : 302 pages
Book Rating : 4.4/5 (714 download)
Download or read book Kalman Filtering and Neural Networks written by Simon Haykin and published by John Wiley & Sons. This book was released on 2004-03-24 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: State-of-the-art coverage of Kalman filter methods for the design of neural networks This self-contained book consists of seven chapters by expert contributors that discuss Kalman filtering as applied to the training and use of neural networks. Although the traditional approach to the subject is almost always linear, this book recognizes and deals with the fact that real problems are most often nonlinear. The first chapter offers an introductory treatment of Kalman filters with an emphasis on basic Kalman filter theory, Rauch-Tung-Striebel smoother, and the extended Kalman filter. Other chapters cover: An algorithm for the training of feedforward and recurrent multilayered perceptrons, based on the decoupled extended Kalman filter (DEKF) Applications of the DEKF learning algorithm to the study of image sequences and the dynamic reconstruction of chaotic processes The dual estimation problem Stochastic nonlinear dynamics: the expectation-maximization (EM) algorithm and the extended Kalman smoothing (EKS) algorithm The unscented Kalman filter Each chapter, with the exception of the introduction, includes illustrative applications of the learning algorithms described here, some of which involve the use of simulated and real-life data. Kalman Filtering and Neural Networks serves as an expert resource for researchers in neural networks and nonlinear dynamical systems.
Author : Peyman Setoodeh
Publisher : John Wiley & Sons
ISBN 13 : 1119078156
Total Pages : 308 pages
Book Rating : 4.1/5 (19 download)
Download or read book Nonlinear Filters written by Peyman Setoodeh and published by John Wiley & Sons. This book was released on 2022-03-04 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Kumar Pakki Bharani Chandra
Publisher : Springer
ISBN 13 : 3030017974
Total Pages : 184 pages
Book Rating : 4.0/5 (3 download)
Download or read book Nonlinear Filtering written by Kumar Pakki Bharani Chandra and published by Springer. This book was released on 2018-11-20 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Charles K. Chui
Publisher : Springer
ISBN 13 : 3319476122
Total Pages : 251 pages
Book Rating : 4.3/5 (194 download)
Download or read book Kalman Filtering written by Charles K. Chui and published by Springer. This book was released on 2017-03-21 with total page 251 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering. Over 100 exercises and problems with solutions help deepen the knowledge. This new edition has a new chapter on filtering communication networks and data processing, together with new exercises and new real-time applications.
Author : Guanrong Chen
Publisher : World Scientific
ISBN 13 : 9789810213596
Total Pages : 248 pages
Book Rating : 4.2/5 (135 download)
Download or read book Approximate Kalman Filtering written by Guanrong Chen and published by World Scientific. This book was released on 1993 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kalman filtering algorithm gives optimal (linear, unbiased and minimum error-variance) estimates of the unknown state vectors of a linear dynamic-observation system, under the regular conditions such as perfect data information; complete noise statistics; exact linear modeling; ideal well-conditioned matrices in computation and strictly centralized filtering.In practice, however, one or more of the aforementioned conditions may not be satisfied, so that the standard Kalman filtering algorithm cannot be directly used, and hence ?approximate Kalman filtering? becomes necessary. In the last decade, a great deal of attention has been focused on modifying and/or extending the standard Kalman filtering technique to handle such irregular cases. It has been realized that approximate Kalman filtering is even more important and useful in applications.This book is a collection of several tutorial and survey articles summarizing recent contributions to the field, along the line of approximate Kalman filtering with emphasis on both its theoretical and practical aspects.
Author : Jitendra R. Raol
Publisher : CRC Press
ISBN 13 : 1498745180
Total Pages : 581 pages
Book Rating : 4.4/5 (987 download)
Download or read book Nonlinear Filtering written by Jitendra R. Raol and published by CRC Press. This book was released on 2017-07-12 with total page 581 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A modeling-control-system approach is used when applicable, and detailed practical applications are presented to elucidate the analysis and filtering concepts. MATLAB routines are included, and examples from a wide range of engineering applications - including aerospace, automated manufacturing, robotics, and advanced control systems - are referenced throughout the text.
Author : C. K. Chui
Publisher : Springer Science & Business Media
ISBN 13 : 9783540646112
Total Pages : 0 pages
Book Rating : 4.6/5 (461 download)
Download or read book Kalman Filtering written by C. K. Chui and published by Springer Science & Business Media. This book was released on 1999 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kalman Filtering with Real-Time Applications presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. The last two topics are new additions to this third edition. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowled
Author : Mohinder S. Grewal
Publisher : John Wiley & Sons
ISBN 13 : 1118984919
Total Pages : 638 pages
Book Rating : 4.1/5 (189 download)
Download or read book Kalman Filtering written by Mohinder S. Grewal and published by John Wiley & Sons. This book was released on 2014-12-29 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.
Author : Huaiyi Wu
Publisher :
ISBN 13 :
Total Pages : 86 pages
Book Rating : 4.:/5 (34 download)
Download or read book Suboptimal Kalman Filtering for Linear Systems with Non-Gaussian Noise written by Huaiyi Wu and published by . This book was released on 1993 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Narayan Kovvali
Publisher : Springer Nature
ISBN 13 : 3031025369
Total Pages : 71 pages
Book Rating : 4.0/5 (31 download)
Download or read book An Introduction to Kalman Filtering with MATLAB Examples written by Narayan Kovvali and published by Springer Nature. This book was released on 2022-06-01 with total page 71 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Kalman filter is the Bayesian optimum solution to the problem of sequentially estimating the states of a dynamical system in which the state evolution and measurement processes are both linear and Gaussian. Given the ubiquity of such systems, the Kalman filter finds use in a variety of applications, e.g., target tracking, guidance and navigation, and communications systems. The purpose of this book is to present a brief introduction to Kalman filtering. The theoretical framework of the Kalman filter is first presented, followed by examples showing its use in practical applications. Extensions of the method to nonlinear problems and distributed applications are discussed. A software implementation of the algorithm in the MATLAB programming language is provided, as well as MATLAB code for several example applications discussed in the manuscript.
Author : Mohinder S. Grewal
Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 424 pages
Book Rating : 4.F/5 ( download)
Download or read book Kalman Filtering written by Mohinder S. Grewal and published by Wiley-Interscience. This book was released on 2001-01-16 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Disk contains: Demonstation programs and source code in MATLAB for algorithms in text.
Author : Ehsan Sobhani-Tehrani
Publisher : Springer
ISBN 13 : 038792907X
Total Pages : 275 pages
Book Rating : 4.3/5 (879 download)
Download or read book Fault Diagnosis of Nonlinear Systems Using a Hybrid Approach written by Ehsan Sobhani-Tehrani and published by Springer. This book was released on 2009-06-06 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theincreasingcomplexityofspacevehiclessuchassatellites,andthecostreduction measures that have affected satellite operators are increasingly driving the need for more autonomy in satellite diagnostics and control systems. Current methods for detecting and correcting anomalies onboard the spacecraft as well as on the ground are primarily manual and labor intensive, and therefore, tend to be slow. Operators inspect telemetry data to determine the current satellite health. They use various statisticaltechniques andmodels,buttheanalysisandevaluation ofthelargevolume of data still require extensive human intervention and expertise that is prone to error. Furthermore, for spacecraft and most of these satellites, there can be potentially unduly long delays in round-trip communications between the ground station and the satellite. In this context, it is desirable to have onboard fault-diagnosis system that is capable of detecting, isolating, identifying or classifying faults in the system withouttheinvolvementandinterventionofoperators.Towardthisend,theprinciple goal here is to improve the ef?ciency, accuracy, and reliability of the trend analysis and diagnostics techniques through utilization of intelligent-based and hybrid-based methodologies.
Author : Bruce P. Gibbs
Publisher : John Wiley & Sons
ISBN 13 : 1118003160
Total Pages : 559 pages
Book Rating : 4.1/5 (18 download)
Download or read book Advanced Kalman Filtering, Least-Squares and Modeling written by Bruce P. Gibbs and published by John Wiley & Sons. This book was released on 2011-03-29 with total page 559 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended primarily as a handbook for engineers who must design practical systems. Its primary goal is to discuss model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions. Since it is sometimes difficult to a priori determine the best model structure, use of exploratory data analysis to define model structure is discussed. Methods for deciding on the “best” model are also presented. A second goal is to present little known extensions of least squares estimation or Kalman filtering that provide guidance on model structure and parameters, or make the estimator more robust to changes in real-world behavior. A third goal is discussion of implementation issues that make the estimator more accurate or efficient, or that make it flexible so that model alternatives can be easily compared. The fourth goal is to provide the designer/analyst with guidance in evaluating estimator performance and in determining/correcting problems. The final goal is to provide a subroutine library that simplifies implementation, and flexible general purpose high-level drivers that allow both easy analysis of alternative models and access to extensions of the basic filtering. Supplemental materials and up-to-date errata are downloadable at http://booksupport.wiley.com.
Author : Fred Lee Sims
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (227 download)
Download or read book Performance Analysis of Suboptimal Non-adaptive and Optimal Adaptive Discrete Kalman Filters written by Fred Lee Sims and published by . This book was released on 1968 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: The performance of discrete suboptimal Kalman filters and discrete optimal adaptive filters can be analyzed by an error covariance matrix which is defined on the specific filtering structure. Iterative algorithms for calculating the absolute performance of suboptimal filters are achievable for the case of known modeling errors. For the case of unknown statistical and dynamical system parameter values and optimal Bayesian estimate of the actual system performance provides a means of analyzing the system. Similarly, the parameter value uncertainties in the adaptive filter formulation necessitate an adaptive approach to estimating, in an optimal mean-square-error manner, a measure of actual system performance. The technique leads to an iterative, real-time measure. This proposed performance measure is conveniently formed by weighting conditional error covariance matrices that are obtained from the adaptive filter. Lastly, an adaptive Kalman filtering procedure is presented which minimizes the risk in system identification. (Author).
Author : Peter Jan Van Leeuwen
Publisher : Springer
ISBN 13 : 3319183478
Total Pages : 130 pages
Book Rating : 4.3/5 (191 download)
Download or read book Nonlinear Data Assimilation written by Peter Jan Van Leeuwen and published by Springer. This book was released on 2015-07-22 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters. The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now.
Author : Hosam E. Emara-Shabaik
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (227 download)
Download or read book Nonlinear Filtering, the Link Between Kalman and Extended Kalman Filters written by Hosam E. Emara-Shabaik and published by . This book was released on 1982 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of developing practical suboptimal filters for nonlinear systems is treated using a different approach. The developed filter (E1-F) is found to fill in the gap between the Kalman and the Extended Kalman filters. A numerical experiment to test the performance of the developed filter is conducted and the results are shown. (Author).
