Advanced Kalman Filtering Least Squares And Modeling

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Advanced Kalman Filtering, Least-Squares and Modeling

Author : Bruce P. Gibbs
Publisher : John Wiley & Sons
ISBN 13 : 1118003160
Total Pages : 559 pages
Book Rating : 4.1/5 (18 download)

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Book Synopsis Advanced Kalman Filtering, Least-Squares and Modeling by : Bruce P. Gibbs

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.

Restricted Kalman Filtering

Author : Adrian Pizzinga
Publisher : Springer Science & Business Media
ISBN 13 : 1461447380
Total Pages : 62 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Restricted Kalman Filtering by : Adrian Pizzinga

Download or read book Restricted Kalman Filtering written by Adrian Pizzinga and published by Springer Science & Business Media. This book was released on 2012-07-25 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt: In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone. This Brief offers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Brief has a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter – each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics).

Kalman Filters

Author : Ginalber Luiz Serra
Publisher : BoD – Books on Demand
ISBN 13 : 9535138278
Total Pages : 315 pages
Book Rating : 4.5/5 (351 download)

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Book Synopsis Kalman Filters by : Ginalber Luiz Serra

Download or read book Kalman Filters written by Ginalber Luiz Serra and published by BoD – Books on Demand. This book was released on 2018-02-21 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent issues on theory and practice of Kalman filters, with a comprehensive treatment of a selected number of concepts, techniques, and advanced applications. From an interdisciplinary point of view, the contents from each chapter bring together an international scientific community to discuss the state of the art on Kalman filter-based methodologies for adaptive/distributed filtering, optimal estimation, dynamic prediction, nonstationarity, robot navigation, global navigation satellite systems, moving object tracking, optical communication systems, and active power filters, among others. The theoretical and methodological foundations combined with extensive experimental explanation make this book a reference suitable for students, practicing engineers, and researchers in sciences and engineering.

Advanced Technologies, Systems, and Applications VII

Author : Naida Ademović
Publisher : Springer Nature
ISBN 13 : 3031176979
Total Pages : 789 pages
Book Rating : 4.0/5 (311 download)

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Book Synopsis Advanced Technologies, Systems, and Applications VII by : Naida Ademović

Download or read book Advanced Technologies, Systems, and Applications VII written by Naida Ademović and published by Springer Nature. This book was released on 2022-10-15 with total page 789 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a collection of articles on the advanced and interdisciplinary application of innovative technologies. Scientific investigations and results of the conference 13th Days of Bosnian-Herzegovinian American Academy of Art and Sciences held in Sarajevo, Bosnia and Herzegovina, June 23-26, 2022, are presented in this book. The up-to-date advances in various fields of engineering have been presented through numerous papers spanning the disciplines of civil engineering, mechanical engineering, advanced electrical power systems, computer modeling and simulations for engineering applications, computer science and artificial intelligence, geodesy and geoinformation, data science and geographic information systems and information and communication technologies. The editors would like to extend special gratitude to all the chairs of the planned symposia of the 13th Days of BHAAAS for their dedicated work in the production of this book.

Tracking and Kalman Filtering Made Easy

Author : Eli Brookner
Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 512 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Tracking and Kalman Filtering Made Easy by : Eli Brookner

Download or read book Tracking and Kalman Filtering Made Easy written by Eli Brookner and published by Wiley-Interscience. This book was released on 1998 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: TRACKING, PREDICTION, AND SMOOTHING BASICS. g and g-h-k Filters. Kalman Filter. Practical Issues for Radar Tracking. LEAST-SQUARES FILTERING, VOLTAGE PROCESSING, ADAPTIVE ARRAY PROCESSING, AND EXTENDED KALMAN FILTER. Least-Squares and Minimum-Variance Estimates for Linear Time-Invariant Systems. Fixed-Memory Polynomial Filter. Expanding- Memory (Growing-Memory) Polynomial Filters. Fading-Memory (Discounted Least-Squares) Filter. General Form for Linear Time-Invariant System. General Recursive Minimum-Variance Growing-Memory Filter (Bayes and Kalman Filters without Target Process Noise). Voltage Least-Squares Algorithms Revisited. Givens Orthonormal Transformation. Householder Orthonormal Transformation. Gram--Schmidt Orthonormal Transformation. More on Voltage-Processing Techniques. Linear Time-Variant System. Nonlinear Observation Scheme and Dynamic Model (Extended Kalman Filter). Bayes Algorithm with Iterative Differential Correction for Nonlinear Systems. Kalman Filter Revisited. Appendix. Problems. Symbols and Acronyms. Solution to Selected Problems. References. Index.

Next Generation Arithmetic

Author : John Gustafson
Publisher : Springer Nature
ISBN 13 : 3031321804
Total Pages : 199 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis Next Generation Arithmetic by : John Gustafson

Download or read book Next Generation Arithmetic written by John Gustafson and published by Springer Nature. This book was released on 2023-05-11 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 4th International Conference on Next Generation Arithmetic, CoNGA 2023, held in Singapore, during March 1-2, 2023. The 11 full papers in this book were carefully reviewed and selected from 16 submissions. They were organized in topical sections as follows: Lossless FFTs Using Posit Arithmetic, PLAUs: Posit Logarithmic Approximate Units to Implement Low-Cost Operations with Real Numbers.

Probabilistic Machine Learning for Civil Engineers

Author : James-A. Goulet
Publisher : MIT Press
ISBN 13 : 0262358018
Total Pages : 298 pages
Book Rating : 4.2/5 (623 download)

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Book Synopsis Probabilistic Machine Learning for Civil Engineers by : James-A. Goulet

Download or read book Probabilistic Machine Learning for Civil Engineers written by James-A. Goulet and published by MIT Press. This book was released on 2020-03-16 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to key concepts and techniques in probabilistic machine learning for civil engineering students and professionals; with many step-by-step examples, illustrations, and exercises. This book introduces probabilistic machine learning concepts to civil engineering students and professionals, presenting key approaches and techniques in a way that is accessible to readers without a specialized background in statistics or computer science. It presents different methods clearly and directly, through step-by-step examples, illustrations, and exercises. Having mastered the material, readers will be able to understand the more advanced machine learning literature from which this book draws. The book presents key approaches in the three subfields of probabilistic machine learning: supervised learning, unsupervised learning, and reinforcement learning. It first covers the background knowledge required to understand machine learning, including linear algebra and probability theory. It goes on to present Bayesian estimation, which is behind the formulation of both supervised and unsupervised learning methods, and Markov chain Monte Carlo methods, which enable Bayesian estimation in certain complex cases. The book then covers approaches associated with supervised learning, including regression methods and classification methods, and notions associated with unsupervised learning, including clustering, dimensionality reduction, Bayesian networks, state-space models, and model calibration. Finally, the book introduces fundamental concepts of rational decisions in uncertain contexts and rational decision-making in uncertain and sequential contexts. Building on this, the book describes the basics of reinforcement learning, whereby a virtual agent learns how to make optimal decisions through trial and error while interacting with its environment.

Principles of Data Assimilation

Author : Seon Ki Park
Publisher : Cambridge University Press
ISBN 13 : 1108923895
Total Pages : 413 pages
Book Rating : 4.1/5 (89 download)

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Book Synopsis Principles of Data Assimilation by : Seon Ki Park

Download or read book Principles of Data Assimilation written by Seon Ki Park and published by Cambridge University Press. This book was released on 2022-09-29 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data assimilation is theoretically founded on probability, statistics, control theory, information theory, linear algebra, and functional analysis. At the same time, data assimilation is a very practical subject, given its goal of estimating the posterior probability density function in realistic high-dimensional applications. This puts data assimilation at the intersection between the contrasting requirements of theory and practice. Based on over twenty years of teaching courses in data assimilation, Principles of Data Assimilation introduces a unique perspective that is firmly based on mathematical theories, but also acknowledges practical limitations of the theory. With the inclusion of numerous examples and practical case studies throughout, this new perspective will help students and researchers to competently interpret data assimilation results and to identify critical challenges of developing data assimilation algorithms. The benefit of information theory also introduces new pathways for further development, understanding, and improvement of data assimilation methods.

Interaction Design for 3D User Interfaces

Author : Francisco R. Ortega
Publisher : CRC Press
ISBN 13 : 1482216957
Total Pages : 784 pages
Book Rating : 4.4/5 (822 download)

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Book Synopsis Interaction Design for 3D User Interfaces by : Francisco R. Ortega

Download or read book Interaction Design for 3D User Interfaces written by Francisco R. Ortega and published by CRC Press. This book was released on 2016-01-06 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book addresses the new interaction modalities that are becoming possible with new devices by looking at user interfaces from an input perspective. It deals with modern input devices and user interaction and design covering in-depth theory, advanced topics for noise reduction using Kalman Filters, a case study, and multiple chapters showing hands-on approaches to relevant technology, including modern devices such as the Leap-Motion, Xbox One Kinect, inertial measurement units, and multi-touch technology. It also discusses theories behind interaction and navigation, past and current techniques, and practical topics about input devices.

State Estimation and Coordinated Control for Distributed Electric Vehicles

Author : Wenbo Chu
Publisher : Springer
ISBN 13 : 366248708X
Total Pages : 187 pages
Book Rating : 4.6/5 (624 download)

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Book Synopsis State Estimation and Coordinated Control for Distributed Electric Vehicles by : Wenbo Chu

Download or read book State Estimation and Coordinated Control for Distributed Electric Vehicles written by Wenbo Chu and published by Springer. This book was released on 2015-10-26 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book tackles some of the most challenging problems in state estimation and traction coordinated control systems to improve the dynamic control performance of Distributed Electric Vehicles. The developed methods make it possible to gain more accurate information regarding the vehicle states, ensure more desirable vehicle motions and better robustness in unforeseeable driving environments. Given the impressive features of Distributed Electric Vehicles, including their simple and compact structure, short transmission chains, fast and accurate control response, modular drivetrain design etc., it is widely recognized that they represent an important future development direction and attract many of the brightest engineers and scientists. This book makes a significant contribution to the design of safer and more efficient vehicles.

Computational Methods for Solids and Fluids

Author : Adnan Ibrahimbegovic
Publisher : Springer
ISBN 13 : 3319279963
Total Pages : 493 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Computational Methods for Solids and Fluids by : Adnan Ibrahimbegovic

Download or read book Computational Methods for Solids and Fluids written by Adnan Ibrahimbegovic and published by Springer. This book was released on 2016-02-12 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the best papers presented at the 2nd ECCOMAS International Conference on Multiscale Computations for Solids and Fluids, held June 10-12, 2015. Topics dealt with include multiscale strategy for efficient development of scientific software for large-scale computations, coupled probability-nonlinear-mechanics problems and solution methods, and modern mathematical and computational setting for multi-phase flows and fluid-structure interaction. The papers consist of contributions by six experts who taught short courses prior to the conference, along with several selected articles from other participants dealing with complementary issues, covering both solid mechanics and applied mathematics.

The Kalman Filter in Finance

Author : C. Wells
Publisher : Springer Science & Business Media
ISBN 13 : 940158611X
Total Pages : 181 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis The Kalman Filter in Finance by : C. Wells

Download or read book The Kalman Filter in Finance written by C. Wells and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.

Kalman Filtering

Author : Mohinder S. Grewal
Publisher : John Wiley & Sons
ISBN 13 : 111898496X
Total Pages : 640 pages
Book Rating : 4.1/5 (189 download)

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Book Synopsis Kalman Filtering by : Mohinder S. Grewal

Download or read book Kalman Filtering written by Mohinder S. Grewal and published by John Wiley & Sons. This book was released on 2015-02-02 with total page 640 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.

Data Driven Model Learning for Engineers

Author : Guillaume Mercère
Publisher : Springer Nature
ISBN 13 : 3031316363
Total Pages : 218 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis Data Driven Model Learning for Engineers by : Guillaume Mercère

Download or read book Data Driven Model Learning for Engineers written by Guillaume Mercère and published by Springer Nature. This book was released on 2023-08-09 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main goal of this comprehensive textbook is to cover the core techniques required to understand some of the basic and most popular model learning algorithms available for engineers, then illustrate their applicability directly with stationary time series. A multi-step approach is introduced for modeling time series which differs from the mainstream in the literature. Singular spectrum analysis of univariate time series, trend and seasonality modeling with least squares and residual analysis, and modeling with ARMA models are discussed in more detail. As applications of data-driven model learning become widespread in society, engineers need to understand its underlying principles, then the skills to develop and use the resulting data-driven model learning solutions. After reading this book, the users will have acquired the background, the knowledge and confidence to (i) read other model learning textbooks more easily, (ii) use linear algebra and statistics for data analysis and modeling, (iii) explore other fields of applications where model learning from data plays a central role. Thanks to numerous illustrations and simulations, this textbook will appeal to undergraduate and graduate students who need a first course in data-driven model learning. It will also be useful for practitioners, thanks to the introduction of easy-to-implement recipes dedicated to stationary time series model learning. Only a basic familiarity with advanced calculus, linear algebra and statistics is assumed, making the material accessible to students at the advanced undergraduate level.

Optimization Algorithms

Author : Jan Valdman
Publisher : BoD – Books on Demand
ISBN 13 : 1789236762
Total Pages : 148 pages
Book Rating : 4.7/5 (892 download)

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Book Synopsis Optimization Algorithms by : Jan Valdman

Download or read book Optimization Algorithms written by Jan Valdman and published by BoD – Books on Demand. This book was released on 2018-09-05 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents examples of modern optimization algorithms. The focus is on a clear understanding of underlying studied problems, understanding described algorithms by a broad range of scientists and providing (computational) examples that a reader can easily repeat.

State-Space Approaches for Modelling and Control in Financial Engineering

Author : Gerasimos G. Rigatos
Publisher : Springer
ISBN 13 : 3319528661
Total Pages : 310 pages
Book Rating : 4.3/5 (195 download)

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Book Synopsis State-Space Approaches for Modelling and Control in Financial Engineering by : Gerasimos G. Rigatos

Download or read book State-Space Approaches for Modelling and Control in Financial Engineering written by Gerasimos G. Rigatos and published by Springer. This book was released on 2017-04-04 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial systems governed by partial differential equations (e.g. the Black–Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support financial engineers in decision making. The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of financial systems to be established. Covering the following key areas of financial engineering: (i) control and stabilization of financial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in financial engineering. It is also a useful resource for the engineering and computer science community

Operations Research for Military Organizations

Author : Tozan, Hakan
Publisher : IGI Global
ISBN 13 : 1522555145
Total Pages : 445 pages
Book Rating : 4.5/5 (225 download)

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Book Synopsis Operations Research for Military Organizations by : Tozan, Hakan

Download or read book Operations Research for Military Organizations written by Tozan, Hakan and published by IGI Global. This book was released on 2018-07-27 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of operations research arose during World War II to enhance the effectiveness of weapons and equipment used on the battlefield. Since then, operations research techniques have also been used to solve several sophisticated and complex defense-related problems. Operations Research for Military Organizations is a critical scholarly resource that examines the issues that have an impact on aspects of contemporary quantitative applications of operations research methods in the military. It also addresses innovative applications, techniques, and methodologies to assist in solving defense and military-related problems. Featuring coverage on a broad range of topics such as combat planning, tactical decision aids, and weapon system simulations, this book is geared towards defense contractors, military consultants, military personnel, policy makers, and government departments seeking current research on defense methodologies.