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An Introduction To Optimal Estimation Of Dynamical Systems
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Book Synopsis Optimal Estimation of Dynamic Systems by : John L. Crassidis
Download or read book Optimal Estimation of Dynamic Systems written by John L. Crassidis and published by CRC Press. This book was released on 2004-04-27 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals receiv
Book Synopsis An Introduction to Optimal Estimation of Dynamical Systems by : J.L. Junkins
Download or read book An Introduction to Optimal Estimation of Dynamical Systems written by J.L. Junkins and published by Springer. This book was released on 1978-07-31 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text 1s designed to introduce the fundamentals of esti mation to engineers, scientists, and applied mathematicians. The level of the presentation should be accessible to senior under graduates and should prove especially well-suited as a self study guide for practicing professionals. My primary motivation for writing this book 1s to make a significant contribution toward minimizing the painful process most newcomers must go through in digesting and applying the theory. Thus the treatment 1s intro ductory and essence-oriented rather than comprehensive. While some original material 1s included, the justification for this text lies not in the contribution of dramatic new theoretical re sults, but rather in the degree of success I believe that I have achieved in providing a source from which this material may be learned more efficiently than through study of an existing text or the rather diffuse literature. This work is the outgrowth of the author's mid-1960's en counter with the subject while motivated by practical problems aSSociated with space vehicle orbit determination and estimation of powered rocket trajectories. The text has evolved as lecture notes for short courses and seminars given to professionals at Pr>efaae various private laboratories and government agencies, and during the past six years, in conjunction with engineering courses taught at the University of Virginia. To motivate the reader's thinking, the structure of a typical estimation problem often assumes the following form: • Given a dynamical system, a mathematical model is hypothesized based upon the experience of the investigator.
Book Synopsis An introduction to optimal estimation of dynamical systems by : J.L. Junkins
Download or read book An introduction to optimal estimation of dynamical systems written by J.L. Junkins and published by Springer. This book was released on 2014-01-14 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text 1s designed to introduce the fundamentals of esti mation to engineers, scientists, and applied mathematicians. The level of the presentation should be accessible to senior under graduates and should prove especially well-suited as a self study guide for practicing professionals. My primary motivation for writing this book 1s to make a significant contribution toward minimizing the painful process most newcomers must go through in digesting and applying the theory. Thus the treatment 1s intro ductory and essence-oriented rather than comprehensive. While some original material 1s included, the justification for this text lies not in the contribution of dramatic new theoretical re sults, but rather in the degree of success I believe that I have achieved in providing a source from which this material may be learned more efficiently than through study of an existing text or the rather diffuse literature. This work is the outgrowth of the author's mid-1960's en counter with the subject while motivated by practical problems aSSociated with space vehicle orbit determination and estimation of powered rocket trajectories. The text has evolved as lecture notes for short courses and seminars given to professionals at Pr>efaae various private laboratories and government agencies, and during the past six years, in conjunction with engineering courses taught at the University of Virginia. To motivate the reader's thinking, the structure of a typical estimation problem often assumes the following form: • Given a dynamical system, a mathematical model is hypothesized based upon the experience of the investigator.
Book Synopsis Optimal Estimation of Dynamic Systems, Second Edition by : John L. Crassidis
Download or read book Optimal Estimation of Dynamic Systems, Second Edition written by John L. Crassidis and published by CRC Press. This book was released on 2011-10-26 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal Estimation of Dynamic Systems, Second Edition highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems. Accessible to engineering students, applied mathematicians, and practicing engineers, the text presents the central concepts and methods of optimal estimation theory and applies the methods to problems with varying degrees of analytical and numerical difficulty. Different approaches are often compared to show their absolute and relative utility. The authors also offer prototype algorithms to stimulate the development and proper use of efficient computer programs. MATLAB® codes for the examples are available on the book’s website. New to the Second Edition With more than 100 pages of new material, this reorganized edition expands upon the best-selling original to include comprehensive developments and updates. It incorporates new theoretical results, an entirely new chapter on advanced sequential state estimation, and additional examples and exercises. An ideal self-study guide for practicing engineers as well as senior undergraduate and beginning graduate students, the book introduces the fundamentals of estimation and helps newcomers to understand the relationships between the estimation and modeling of dynamical systems. It also illustrates the application of the theory to real-world situations, such as spacecraft attitude determination, GPS navigation, orbit determination, and aircraft tracking.
Book Synopsis Applied Optimal Estimation by : The Analytic Sciences Corporation
Download or read book Applied Optimal Estimation written by The Analytic Sciences Corporation and published by MIT Press. This book was released on 1974-05-15 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book on the optimal estimation that places its major emphasis on practical applications, treating the subject more from an engineering than a mathematical orientation. Even so, theoretical and mathematical concepts are introduced and developed sufficiently to make the book a self-contained source of instruction for readers without prior knowledge of the basic principles of the field. The work is the product of the technical staff of The Analytic Sciences Corporation (TASC), an organization whose success has resulted largely from its applications of optimal estimation techniques to a wide variety of real situations involving large-scale systems. Arthur Gelb writes in the Foreword that "It is our intent throughout to provide a simple and interesting picture of the central issues underlying modern estimation theory and practice. Heuristic, rather than theoretically elegant, arguments are used extensively, with emphasis on physical insights and key questions of practical importance." Numerous illustrative examples, many based on actual applications, have been interspersed throughout the text to lead the student to a concrete understanding of the theoretical material. The inclusion of problems with "built-in" answers at the end of each of the nine chapters further enhances the self-study potential of the text. After a brief historical prelude, the book introduces the mathematics underlying random process theory and state-space characterization of linear dynamic systems. The theory and practice of optimal estimation is them presented, including filtering, smoothing, and prediction. Both linear and non-linear systems, and continuous- and discrete-time cases, are covered in considerable detail. New results are described concerning the application of covariance analysis to non-linear systems and the connection between observers and optimal estimators. The final chapters treat such practical and often pivotal issues as suboptimal structure, and computer loading considerations. This book is an outgrowth of a course given by TASC at a number of US Government facilities. Virtually all of the members of the TASC technical staff have, at one time and in one way or another, contributed to the material contained in the work.
Book Synopsis Continuous Time Dynamical Systems by : B.M. Mohan
Download or read book Continuous Time Dynamical Systems written by B.M. Mohan and published by CRC Press. This book was released on 2018-10-08 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal control deals with the problem of finding a control law for a given system such that a certain optimality criterion is achieved. An optimal control is a set of differential equations describing the paths of the control variables that minimize the cost functional. This book, Continuous Time Dynamical Systems: State Estimation and Optimal Control with Orthogonal Functions, considers different classes of systems with quadratic performance criteria. It then attempts to find the optimal control law for each class of systems using orthogonal functions that can optimize the given performance criteria. Illustrated throughout with detailed examples, the book covers topics including: Block-pulse functions and shifted Legendre polynomials State estimation of linear time-invariant systems Linear optimal control systems incorporating observers Optimal control of systems described by integro-differential equations Linear-quadratic-Gaussian control Optimal control of singular systems Optimal control of time-delay systems with and without reverse time terms Optimal control of second-order nonlinear systems Hierarchical control of linear time-invariant and time-varying systems
Book Synopsis Optimal and Robust Estimation by : Frank L. Lewis
Download or read book Optimal and Robust Estimation written by Frank L. Lewis and published by CRC Press. This book was released on 2017-12-19 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: More than a decade ago, world-renowned control systems authority Frank L. Lewis introduced what would become a standard textbook on estimation, under the title Optimal Estimation, used in top universities throughout the world. The time has come for a new edition of this classic text, and Lewis enlisted the aid of two accomplished experts to bring the book completely up to date with the estimation methods driving today's high-performance systems. A Classic Revisited Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition reflects new developments in estimation theory and design techniques. As the title suggests, the major feature of this edition is the inclusion of robust methods. Three new chapters cover the robust Kalman filter, H-infinity filtering, and H-infinity filtering of discrete-time systems. Modern Tools for Tomorrow's Engineers This text overflows with examples that highlight practical applications of the theory and concepts. Design algorithms appear conveniently in tables, allowing students quick reference, easy implementation into software, and intuitive comparisons for selecting the best algorithm for a given application. In addition, downloadable MATLAB® code allows students to gain hands-on experience with industry-standard software tools for a wide variety of applications. This cutting-edge and highly interactive text makes teaching, and learning, estimation methods easier and more modern than ever.
Book Synopsis Introduction to Optimal Estimation by : Edward W. Kamen
Download or read book Introduction to Optimal Estimation written by Edward W. Kamen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: A handy technical introduction to the latest theories and techniques of optimal estimation. It provides readers with extensive coverage of Wiener and Kalman filtering along with a development of least squares estimation, maximum likelihood and maximum a posteriori estimation based on discrete-time measurements. Much emphasis is placed on how they interrelate and fit together to form a systematic development of optimal estimation. Examples and exercises refer to MATLAB software.
Book Synopsis State Estimation for Dynamic Systems by : Felix L. Chernousko
Download or read book State Estimation for Dynamic Systems written by Felix L. Chernousko and published by CRC Press. This book was released on 1993-11-09 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: State Estimation for Dynamic Systems presents the state of the art in this field and discusses a new method of state estimation. The method makes it possible to obtain optimal two-sided ellipsoidal bounds for reachable sets of linear and nonlinear control systems with discrete and continuous time. The practical stability of dynamic systems subjected to disturbances can be analyzed, and two-sided estimates in optimal control and differential games can be obtained. The method described in the book also permits guaranteed state estimation (filtering) for dynamic systems in the presence of external disturbances and observation errors. Numerical algorithms for state estimation and optimal control, as well as a number of applications and examples, are presented. The book will be an excellent reference for researchers and engineers working in applied mathematics, control theory, and system analysis. It will also appeal to pure and applied mathematicians, control engineers, and computer programmers.
Book Synopsis Estimation and Control of Dynamical Systems by : Alain Bensoussan
Download or read book Estimation and Control of Dynamical Systems written by Alain Bensoussan and published by Springer. This book was released on 2018-05-23 with total page 547 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control. Many aspects which are not easily found in a single text are provided, such as connections between control theory and mathematical finance, as well as differential games. The book is self-contained and prioritizes concepts rather than full rigor, targeting scientists who want to use control theory in their research in applied mathematics, engineering, economics, and management science. Examples and exercises are included throughout, which will be useful for PhD courses and graduate courses in general. Dr. Alain Bensoussan is Lars Magnus Ericsson Chair at UT Dallas and Director of the International Center for Decision and Risk Analysis which develops risk management research as it pertains to large-investment industrial projects that involve new technologies, applications and markets. He is also Chair Professor at City University Hong Kong.
Book Synopsis Optimal Control and Estimation by : Robert F. Stengel
Download or read book Optimal Control and Estimation written by Robert F. Stengel and published by Courier Corporation. This book was released on 2012-10-16 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems.
Book Synopsis Optimal Control Theory by : Donald E. Kirk
Download or read book Optimal Control Theory written by Donald E. Kirk and published by Courier Corporation. This book was released on 2012-04-26 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: Upper-level undergraduate text introduces aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Numerous figures, tables. Solution guide available upon request. 1970 edition.
Book Synopsis Estimators for Uncertain Dynamic Systems by : A.I. Matasov
Download or read book Estimators for Uncertain Dynamic Systems written by A.I. Matasov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: When solving the control and design problems in aerospace and naval engi neering, energetics, economics, biology, etc., we need to know the state of investigated dynamic processes. The presence of inherent uncertainties in the description of these processes and of noises in measurement devices leads to the necessity to construct the estimators for corresponding dynamic systems. The estimators recover the required information about system state from mea surement data. An attempt to solve the estimation problems in an optimal way results in the formulation of different variational problems. The type and complexity of these variational problems depend on the process model, the model of uncertainties, and the estimation performance criterion. A solution of variational problem determines an optimal estimator. Howerever, there exist at least two reasons why we use nonoptimal esti mators. The first reason is that the numerical algorithms for solving the corresponding variational problems can be very difficult for numerical imple mentation. For example, the dimension of these algorithms can be very high.
Book Synopsis Introduction to Dynamic Systems by : David G. Luenberger
Download or read book Introduction to Dynamic Systems written by David G. Luenberger and published by John Wiley & Sons. This book was released on 1979-05-28 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: Difference and differential equations; Linear algebra; Linear state equations; Linear systems with constant coefficients; Positive systems; Markov chains; Concepts of control; Analysis of nonlinear systems; Some important dynamic systems; Optimal control.
Book Synopsis An Introduction to Optimal Estimation by : Paul B. Liebelt
Download or read book An Introduction to Optimal Estimation written by Paul B. Liebelt and published by . This book was released on 1967 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stability Regions of Nonlinear Dynamical Systems by : Hsiao-Dong Chiang
Download or read book Stability Regions of Nonlinear Dynamical Systems written by Hsiao-Dong Chiang and published by Cambridge University Press. This book was released on 2015-08-13 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: An authoritative treatment by leading researchers covering theory and optimal estimation, along with practical applications.
Book Synopsis Multi-Resolution Methods for Modeling and Control of Dynamical Systems by : Puneet Singla
Download or read book Multi-Resolution Methods for Modeling and Control of Dynamical Systems written by Puneet Singla and published by CRC Press. This book was released on 2008-08-01 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unifying the most important methodology in this field, Multi-Resolution Methods for Modeling and Control of Dynamical Systems explores existing approximation methods as well as develops new ones for the approximate solution of large-scale dynamical system problems. It brings together a wide set of material from classical orthogonal function approximation, neural network input-output approximation, finite element methods for distributed parameter systems, and various approximation methods employed in adaptive control and learning theory. With sufficient rigor and generality, the book promotes a qualitative understanding of the development of key ideas. It facilitates a deep appreciation of the important nuances and restrictions implicit in the algorithms that affect the validity of the results produced. The text features benchmark problems throughout to offer insights and illustrate some of the computational implications. The authors provide a framework for understanding the advantages, drawbacks, and application areas of existing and new algorithms for input-output approximation. They also present novel adaptive learning algorithms that can be adjusted in real time to the various parameters of unknown mathematical models.
