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Filtering For Stochastic Processes With Applications To Guidance
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Book Synopsis Filtering for Stochastic Processes with Applications to Guidance by : Richard S. Bucy
Download or read book Filtering for Stochastic Processes with Applications to Guidance written by Richard S. Bucy and published by Wiley-Interscience. This book was released on 1968 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: A detailed and complete treatment of the Kalman-Bucy filter, as well as the non-linear filter, is given. Applications of the theory of filtering are presented in the areas of aerospace guidance and navigation. (Author).
Book Synopsis Filtering for Stochastic Processes with Applications to Guidance by : Richard S. Bucy
Download or read book Filtering for Stochastic Processes with Applications to Guidance written by Richard S. Bucy and published by American Mathematical Soc.. This book was released on 2005 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition preserves the original text of 1968, with clarification and added references. From the Preface to the Second Edition: ``Since the First Edition of this book, numerous important results have appeared--in particular stochastic integrals with respect to martingales, random fields, Riccati equation theory and realization of nonlinear filters, to name a few. In Appendix D, an attempt is made to provide some of the references that the authors have found useful and tocomment on the relation of the cited references to the field ... [W]e hope that this new edition will have the effect of hastening the day when the nonlinear filter will enjoy the same popularity in applications as the linear filter does now.''
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 639 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.
Book Synopsis Linear And Nonlinear Filtering For Scientists And Engineers by : Nasir Uddin Ahmed
Download or read book Linear And Nonlinear Filtering For Scientists And Engineers written by Nasir Uddin Ahmed and published by World Scientific. This book was released on 1999-01-22 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book combines both rigor and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. Many fundamental results recently discovered by the author are included. Furthermore, many results that have appeared in recent years in the literature are also presented. The most interesting feature of the book is that all the derivations of the linear filter equations given in Chapters 3-11, beginning from the classical Kalman filter presented in Chapters 3 and 5, are based on one basic principle which is fully rigorous but also very intuitive and easily understandable. The second most interesting feature is that the book provides a rigorous theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. The book also provides a strong foundation for theoretical understanding of the subject based on the theory of stochastic differential equations.
Book Synopsis Stochastic Differential Equations by : Joseph Bishop Keller
Download or read book Stochastic Differential Equations written by Joseph Bishop Keller and published by American Mathematical Soc.. This book was released on 1973 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :Vassili N. Kolokoltsov Publisher :Springer Science & Business Media ISBN 13 :9401589011 Total Pages :318 pages Book Rating :4.4/5 (15 download)
Book Synopsis Idempotent Analysis and Its Applications by : Vassili N. Kolokoltsov
Download or read book Idempotent Analysis and Its Applications written by Vassili N. Kolokoltsov and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first chapter deals with idempotent analysis per se . To make the pres- tation self-contained, in the first two sections we define idempotent semirings, give a concise exposition of idempotent linear algebra, and survey some of its applications. Idempotent linear algebra studies the properties of the semirn- ules An , n E N , over a semiring A with idempotent addition; in other words, it studies systems of equations that are linear in an idempotent semiring. Pr- ably the first interesting and nontrivial idempotent semiring , namely, that of all languages over a finite alphabet, as well as linear equations in this sern- ing, was examined by S. Kleene [107] in 1956 . This noncommutative semiring was used in applications to compiling and parsing (see also [1]) . Presently, the literature on idempotent algebra and its applications to theoretical computer science (linguistic problems, finite automata, discrete event systems, and Petri nets), biomathematics, logic , mathematical physics , mathematical economics, and optimizat ion, is immense; e. g. , see [9, 10, 11, 12, 13, 15, 16 , 17, 22, 31 , 32, 35,36,37,38,39 ,40,41,52,53 ,54,55,61,62 ,63,64,68, 71, 72, 73,74,77,78, 79,80,81,82,83,84,85,86,88,114,125 ,128,135,136, 138,139,141,159,160, 167,170,173,174,175,176,177,178,179,180,185,186 , 187, 188, 189]. In §1. 2 we present the most important facts of the idempotent algebra formalism . The semimodules An are idempotent analogs of the finite-dimensional v- n, tor spaces lR and hence endomorphisms of these semi modules can naturally be called (idempotent) linear operators on An .
Book Synopsis Numerical Methods and Stochastics by : T. J. Lyons
Download or read book Numerical Methods and Stochastics written by T. J. Lyons and published by American Mathematical Soc.. This book was released on 2002 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume represents the proceedings of the Workshop on Numerical Methods and Stochastics held at The Fields Institute in April 1999. The goal of the workshop was to identify emerging ideas in probability theory that influence future work in both probability and numerical computation. The book focuses on up-to-date results and gives novel approaches to computational problems based on cutting-edge techniques from the theory of probability and stochastic processes. Three papers discuss particle system approximations to solutions of the stochastic filtering problem. Two papers treat particle system equations. The paper on rough paths describes how to generate good approximations to stochastic integrals. An expository paper discusses a long-standing conjecture: the stochastic fast dynamo effect. A final paper gives an analysis of the error in binomial and trinomial approximations to solutions of the Black-Scholes stochastic differential equations. The book is intended for graduate students and research mathematicians interested in probability theory.
Book Synopsis Nonlinear Filtering by : Jitendra R. Raol
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 1079 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.
Book Synopsis Nonlinear Observers and Applications by : Gildas Besançon
Download or read book Nonlinear Observers and Applications written by Gildas Besançon and published by Springer. This book was released on 2007-10-11 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this fantastically useful book is to lay out an overview on possible tools for state reconstruction in nonlinear systems. Here, basic observability notions and observer structures are recalled, together with ingredients for advanced designs on this basis. The problem of state reconstruction in dynamical systems, known as observer problem, is crucial for controlling or even merely monitoring processes. For linear systems, the theory has been well established for several years, so this book attempts to tackle the problem for non-linear systems.
Book Synopsis Nonlinear Filters by : Sueo Sugimoto
Download or read book Nonlinear Filters written by Sueo Sugimoto and published by Ohmsha, Ltd.. This book was released on 2020-12-10 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers a broad range of filter theories, algorithms, and numerical examples. The representative linear and nonlinear filters such as the Kalman filter, the steady-state Kalman filter, the H infinity filter, the extended Kalman filter, the Gaussian sum filter, the statistically linearized Kalman filter, the unscented Kalman filter, the Gaussian filter, the cubature Kalman filter are first visited. Then, the non-Gaussian filters such as the ensemble Kalman filter and the particle filters based on the sequential Bayesian filter and the sequential importance resampling are described, together with their recent advances. Moreover, the information matrix in the nonlinear filtering, the nonlinear smoother based on the Markov Chain Monte Carlo, the continuous-discrete filters, factorized filters, and nonlinear filters based on stochastic approximation method are detailed. 1 Review of the Kalman Filter and Related Filters 2 Information Matrix in Nonlinear Filtering 3 Extended Kalman Filter and Gaussian Sum Filter 4 Statistically Linearized Kalman Filter 5 The Unscented Kalman Filter 6 General Gaussian Filters and Applications 7 The Ensemble Kalman Filter 8 Particle Filter 9 Nonlinear Smoother with Markov Chain Monte Carlo 10 Continuous-Discrete Filters 11 Factorized Filters 12 Nonlinear Filters Based on Stochastic Approximation Method
Book Synopsis Discrete Linear Control Systems by : V.N. Fomin
Download or read book Discrete Linear Control Systems written by V.N. Fomin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: One service mathematics has rendered the 'Bt mm ... - si j'avait su comment en revenir, human race. It has put common sense back je n'y serais point alIe.' Jules Verne where it belongs. on the topmost shelf next to the dusty canister labelled 'discarded non The series is divergent; therefore we may be sense'. Eric T. Bell able to do something with it. O. Heavisidc Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Book Synopsis Nonlinear Filtering and Optimal Phase Tracking by : Zeev Schuss
Download or read book Nonlinear Filtering and Optimal Phase Tracking written by Zeev Schuss and published by Springer Science & Business Media. This book was released on 2011-11-16 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.
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 674 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. "Invaluable as a reference for those already familiar with the subject." — Automatica.
Book Synopsis Fundamentals of Inertial Navigation, Satellite-based Positioning and their Integration by : Aboelmagd Noureldin
Download or read book Fundamentals of Inertial Navigation, Satellite-based Positioning and their Integration written by Aboelmagd Noureldin and published by Springer Science & Business Media. This book was released on 2012-10-28 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fundamentals of Inertial Navigation, Satellite-based Positioning and their Integration is an introduction to the field of Integrated Navigation Systems. It serves as an excellent reference for working engineers as well as textbook for beginners and students new to the area. The book is easy to read and understand with minimum background knowledge. The authors explain the derivations in great detail. The intermediate steps are thoroughly explained so that a beginner can easily follow the material. The book shows a step-by-step implementation of navigation algorithms and provides all the necessary details. It provides detailed illustrations for an easy comprehension. The book also demonstrates real field experiments and in-vehicle road test results with professional discussions and analysis. This work is unique in discussing the different INS/GPS integration schemes in an easy to understand and straightforward way. Those schemes include loosely vs tightly coupled, open loop vs closed loop, and many more.
Book Synopsis Kalman Filtering and Neural Networks by : Simon Haykin
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.
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.
Book Synopsis Global Navigation Satellite Systems, Inertial Navigation, and Integration by : Mohinder S. Grewal
Download or read book Global Navigation Satellite Systems, Inertial Navigation, and Integration written by Mohinder S. Grewal and published by John Wiley & Sons. This book was released on 2015-03-11 with total page 441 pages. Available in PDF, EPUB and Kindle. Book excerpt: An updated guide to GNSS, and INS, and solutions to real-world GNSS/INS problems with Kalman filtering Written by recognized authorities in the field, this third edition of a landmark work provides engineers, computer scientists, and others with a working familiarity of the theory and contemporary applications of Global Navigation Satellite Systems (GNSS), Inertial Navigational Systems, and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GNSS-aided INS (tightly and loosely coupled), modeling of gyros and accelerometers, and SBAS and GBAS. Drawing upon their many years of experience with GNSS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references. The Third Edition includes: Updates on the upgrades in existing GNSS and other systems currently under development Expanded coverage of basic principles of antenna design and practical antenna design solutions Expanded coverage of basic principles of receiver design and an update of the foundations for code and carrier acquisition and tracking within a GNSS receiver Expanded coverage of inertial navigation, its history, its technology, and the mathematical models and methods used in its implementation Derivations of dynamic models for the propagation of inertial navigation errors, including the effects of drifting sensor compensation parameters Greatly expanded coverage of GNSS/INS integration, including derivation of a unified GNSS/INS integration model, its MATLAB® implementations, and performance evaluation under simulated dynamic conditions The companion website includes updated background material; additional MATLAB scripts for simulating GNSS-only and integrated GNSS/INS navigation; satellite position determination; calculation of ionosphere delays; and dilution of precision.
