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A State Estimation Algorithm For Linear Systems Driven Simultaneously By Wiener And Poisson Processes
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Book Synopsis A State Estimation Algorithm for Linear Systems Driven Simultaneously by Wiener and Poisson Processes by : Samuel P. Au
Download or read book A State Estimation Algorithm for Linear Systems Driven Simultaneously by Wiener and Poisson Processes written by Samuel P. Au and published by . This book was released on 1979 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis State Estimation of Linear Systems Driven Simultaneously by Wiener and Poisson Processes by : Samuel Horshing Poriza Au
Download or read book State Estimation of Linear Systems Driven Simultaneously by Wiener and Poisson Processes written by Samuel Horshing Poriza Au and published by . This book was released on 1979 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: The state estimation problem of linear stochastic systems driven simultaneously by Wiener and Poisson processes is considered, especially the case where the incident intensities of the Poisson processes are low and the system is observed in an additive white Gaussian noise. The minimum mean squared error (MMSE) optimal filter is derived via the Doleans-Dade and Meyer differentiation rule for discontinuous semi-martingales and its corresponding basic filtering theorem for white Gaussian observation noise. The nonclosedness property and performance of the filter are investigated. The results together with the performance of the linear optimal filtering schemes lead to the conclusion that causal filters and noncausal linear filters are inherently unsuitable for the state estimation for such class of systems. A noncausal nonlinear suboptimal scheme is developed for the estimation problem based on a combined estimation and detection strategy. A first-order approximation scheme is included in the scheme to eliminate the error propagation effects that result from the sequential structure of the approach. The performance of the overall scheme is obtained analytically and simulated numerically. Both results agree closely indicating that there exists a lambda* such that if the Poisson intensity lambda an element of (0, lambda*), the suboptimal sequential scheme performs better than the causal optimal filter and the noncausal linear filter.
Download or read book Technical Abstract Bulletin written by and published by . This book was released on 1982 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Communications and Networks by : Ian F. Blake
Download or read book Communications and Networks written by Ian F. Blake and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: The areas of communications, computer networks, and signal processing have undergone rapid development over the past several years. The advent of VLSI circuitry and increasingly sophisticated computer hardware and software techniques have made possible the construction of systems and signal proces sors for· communications applications not contemplated only a short time ago. The increasing complexity of communication systems, both by themselves and in land-based or satellite networks, has created a greater need for finding use ful mathematical techniques for their analysis. The rapidly evolving technolo gies involved continue to find exciting new areas for application, and it remains a challenge for researchers to keep abreast of developments. In this volume researchers from a broad cross section of the areas of communications, signal processing, and computer networks have been invited to contribute articles to assist readers in learning about the current state of research and future research directions in their area. The authors were not given tight guidelines for their contributions and thus the character and emphasis of each chapter differs. Although the scope of the areas considered is necessarily limited in a volume of this size, the coverage here is quite broad and it is hoped that the reader will find the contents of this volume to be interesting, useful, and informative.
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1983 with total page 1252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Numerical Studies in Nonlinear Filtering by : Yaakov Yavin
Download or read book Numerical Studies in Nonlinear Filtering written by Yaakov Yavin and published by Springer. This book was released on 1985 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Analysis and Optimization of Systems by : Alain Bensoussan
Download or read book Analysis and Optimization of Systems written by Alain Bensoussan and published by Springer. This book was released on 1984 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Detection-Estimation Schemes for Uncertain Signals by : A. H. Haddad
Download or read book Detection-Estimation Schemes for Uncertain Signals written by A. H. Haddad and published by . This book was released on 1979 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt: The three primary aspects of the research are summarized. The first involves the use of combined detection-estimation schemes for state estimation in dynamical stochastic systems with uncertainties. Several different performance criteria such asd minimax mean-squared error (MSE) and incremental MSE are applied to the problems of state estimation of systems with uncertainties modeled by parametric bounds or by Markovian jump parameters. The second aspect of this research considers the problem of state estimation for the slow modes of hierarchical singularly perturbed linear stochastic systems. The solution to this problem involves a reduced-order detection-estimation approach for near-optimal estimation when the perturbation parameter is small and an alternate superior scheme for the case in which the perturbation parameter is not small. The third aspect of this research considers the problem of state estimation in linear stochastic systems driven simultaneously by Wiener and low-intensity Poisson processes. A suboptimal sequential smoothing (SSS) scheme is developed which exhibits superior performance to both optimal causal (minimum MSE) and linear noncausal filters.
Book Synopsis Applied State Estimation and Association by : Chaw-Bing Chang
Download or read book Applied State Estimation and Association written by Chaw-Bing Chang and published by MIT Press. This book was released on 2016-07-08 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Cybernetics Abstracts written by and published by . This book was released on 1982 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Estimation for Linear Systems Driven by Point Processes with State Dependent Rates by : Mary Ann Ingram
Download or read book Estimation for Linear Systems Driven by Point Processes with State Dependent Rates written by Mary Ann Ingram and published by . This book was released on 1989 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Interference Problems on Wing-fuselage Combinations in Inviscid, Incompressible Flow by : Aeronautical Research Council (Great Britain)
Download or read book Interference Problems on Wing-fuselage Combinations in Inviscid, Incompressible Flow written by Aeronautical Research Council (Great Britain) and published by . This book was released on 1974 with total page 1212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Bridge Between Control Science and Technology by : International Federation of Automatic Control. World Congress
Download or read book A Bridge Between Control Science and Technology written by International Federation of Automatic Control. World Congress and published by . This book was released on 1985 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Applied Stochastic Differential Equations by : Simo Särkkä
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author :University of Illinois at Urbana-Champaign. Office of Engineering Publications Publisher : ISBN 13 : Total Pages :330 pages Book Rating :4.:/5 (31 download)
Book Synopsis The Summary of Engineering Research by : University of Illinois at Urbana-Champaign. Office of Engineering Publications
Download or read book The Summary of Engineering Research written by University of Illinois at Urbana-Champaign. Office of Engineering Publications and published by . This book was released on 1980 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Bridge Between Control Science and Technology: Identification, adaptive, and stochastic control by : International Federation of Automatic Control. World Congress
Download or read book A Bridge Between Control Science and Technology: Identification, adaptive, and stochastic control written by International Federation of Automatic Control. World Congress and published by . This book was released on 1985 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis American Doctoral Dissertations by :
Download or read book American Doctoral Dissertations written by and published by . This book was released on 1978 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt:
