Linear Estimation of Sampled Stochastic Processes with Random Parameters

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ISBN 13 :
Total Pages : 116 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Linear Estimation of Sampled Stochastic Processes with Random Parameters by : Herbert Emil Rauch

Download or read book Linear Estimation of Sampled Stochastic Processes with Random Parameters written by Herbert Emil Rauch and published by . This book was released on 1962 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this investigation the geneal solution is derived for the problem of the optimum linear estimation of a sampled stochastic process, when the transition and output matrices of the model of the process are random parameters that are independent from one sample point to the next with known mean and covariance. The resulting estimate is optimum in the sense that it minimizes the trace of the covariance matrix of the error (a generalized mean-squared-error criterion). All of these results are derived from the sampled version of the Wiener-Hopf equation, and they apply without modification to stationary and nonstationary statistics and to growing-memory and infinite-memory filters. (Author).

Linear Estimation of Sampled Stochastic Processes with Random Parameters

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ISBN 13 :
Total Pages : 104 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Linear Estimation of Sampled Stochastic Processes with Random Parameters by : Stanford University Stanford Electronics Laboratories

Download or read book Linear Estimation of Sampled Stochastic Processes with Random Parameters written by Stanford University Stanford Electronics Laboratories and published by . This book was released on 1962 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt:

U.S. Government Research Reports

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ISBN 13 :
Total Pages : 2194 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis U.S. Government Research Reports by :

Download or read book U.S. Government Research Reports written by and published by . This book was released on 1964 with total page 2194 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advances in Control Systems

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Publisher : Elsevier
ISBN 13 : 1483194647
Total Pages : 356 pages
Book Rating : 4.4/5 (831 download)

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Book Synopsis Advances in Control Systems by : C. T. Leondes

Download or read book Advances in Control Systems written by C. T. Leondes and published by Elsevier. This book was released on 2014-12-01 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Control Systems: Theory and Applications, Volume 3 provides information pertinent to the significant progress in the field of automatic control. This book presents the leading areas of application of some of the more advanced control techniques in the field of aerospace vehicles. Organized into six chapters, this volume begins with an overview of several topics, including space vehicle orbit determination, space vehicle rendezvous guidance and control methods, and reentry vehicle guidance and control. This text then examines the solution of the reference control input or trajectory problem by the quaslinearization or generalized Newton–Raphson operator technique. Other chapters consider the basic problem of existence of optimal control and discuss the application of Kalman filtering techniques to nonlinear system problems. This book discusses as well the role of existence theorems in optimal control. The final chapter deals with the application areas of state-space techniques. This book is a valuable resource for aerospace engineers.

Parameter Estimation for Stochastic Processes

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ISBN 13 :
Total Pages : 224 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Parameter Estimation for Stochastic Processes by : Yu. A. Kutoyants

Download or read book Parameter Estimation for Stochastic Processes written by Yu. A. Kutoyants and published by . This book was released on 1984 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Parameter Identification and State Estimation for Linear Systems

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ISBN 13 :
Total Pages : 94 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Parameter Identification and State Estimation for Linear Systems by : Michael Allan Budin

Download or read book Parameter Identification and State Estimation for Linear Systems written by Michael Allan Budin and published by . This book was released on 1969 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Optimal Linear Estimation and Control

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ISBN 13 :
Total Pages : 420 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Stochastic Optimal Linear Estimation and Control by : James S. Meditch

Download or read book Stochastic Optimal Linear Estimation and Control written by James S. Meditch and published by . This book was released on 1969 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Abstracts of Unclassified Technical Reports

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ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.X/5 (3 download)

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Book Synopsis Abstracts of Unclassified Technical Reports by : Stanford Electronics Laboratory

Download or read book Abstracts of Unclassified Technical Reports written by Stanford Electronics Laboratory and published by . This book was released on 1963 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Abstracts of Unclassified Technical Reports

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ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Abstracts of Unclassified Technical Reports by : Stanford University. Stanford Electronics Laboratories

Download or read book Abstracts of Unclassified Technical Reports written by Stanford University. Stanford Electronics Laboratories and published by . This book was released on 1963 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:

NBS Special Publication

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ISBN 13 :
Total Pages : 574 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis NBS Special Publication by :

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Estimating and Detecting the Outputs of Linear Dynamical Systems

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ISBN 13 :
Total Pages : 118 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Estimating and Detecting the Outputs of Linear Dynamical Systems by : Stanford University. Stanford Electronics Laboratories

Download or read book Estimating and Detecting the Outputs of Linear Dynamical Systems written by Stanford University. Stanford Electronics Laboratories and published by . This book was released on 1964 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Author and Permuted Title Index to Selected Statistical Journals

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ISBN 13 :
Total Pages : 512 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis An Author and Permuted Title Index to Selected Statistical Journals by : Brian L. Joiner

Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.

U.S. Government Research and Development Reports Index

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ISBN 13 :
Total Pages : 1128 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis U.S. Government Research and Development Reports Index by :

Download or read book U.S. Government Research and Development Reports Index written by and published by . This book was released on 1970 with total page 1128 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Dissertation Abstracts International

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ISBN 13 :
Total Pages : 1090 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Dissertation Abstracts International by :

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1970 with total page 1090 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Topics in Stochastic Processes

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Publisher : Academic Press
ISBN 13 : 1483191435
Total Pages : 332 pages
Book Rating : 4.4/5 (831 download)

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Book Synopsis Topics in Stochastic Processes by : Robert B. Ash

Download or read book Topics in Stochastic Processes written by Robert B. Ash and published by Academic Press. This book was released on 2014-06-20 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This book contains five chapters and begins with the L2 stochastic processes and the concept of prediction theory. The next chapter discusses the principles of ergodic theorem to real analysis, Markov chains, and information theory. Another chapter deals with the sample function behavior of continuous parameter processes. This chapter also explores the general properties of Martingales and Markov processes, as well as the one-dimensional Brownian motion. The aim of this chapter is to illustrate those concepts and constructions that are basic in any discussion of continuous parameter processes, and to provide insights to more advanced material on Markov processes and potential theory. The final chapter demonstrates the use of theory of continuous parameter processes to develop the Itô stochastic integral. This chapter also provides the solution of stochastic differential equations. This book will be of great value to mathematicians, engineers, and physicists.

Optimal Adaptive Estimation of Sampled Stochastic Processes

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ISBN 13 :
Total Pages : 84 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Optimal Adaptive Estimation of Sampled Stochastic Processes by : Stanford University. Stanford Electronics Laboratories

Download or read book Optimal Adaptive Estimation of Sampled Stochastic Processes written by Stanford University. Stanford Electronics Laboratories and published by . This book was released on 1963 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work presents an adaptive approach to the problem of estimating a sampled, scalar-valued, stochastic process described by an initially unknown parameter vector. Knowledge of this quantity completely specifies the statistics of the proc ess, and consequently the optimal estimator must learn the value of the parameter vector. In order that construction of the optimal estimator be feasible it is necessary to consider only those processes whose parameter vector comes from a finite set of a priori known values. Fortunately, many practical problems may be represented or adequately approximated by such a model. The optimal estimator is found to be composed of a set of elemental estimators and a corresponding set of weighting coefficients, one pair for each possible value of the parameter vector. This structure is derived using properties of the conditional mean operator. For gauss-markov processes the elemental estimators are linear, dynamic systems, and evaluation of the weighting coefficients involves relatively simple, nonlinear calculations. The resulting system is optimum in the sense that it minimizes the expected value of a positive-definite, quadratic form in terms of the error (a generalized mean-square-error criterion). Because the system described in this work is optimal, it differs from previous attempts at adaptive estimation, all of which have used approximation techniques or suboptimal, sequential, optimization procedures. (Author).

Scientific and Technical Aerospace Reports

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ISBN 13 :
Total Pages : 1460 pages
Book Rating : 4.:/5 (31 download)

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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 1991 with total page 1460 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.