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).

Optimal parameter adaptive Estimation of stochastic processes

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ISBN 13 :
Total Pages : 256 pages
Book Rating : 4.:/5 (211 download)

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Book Synopsis Optimal parameter adaptive Estimation of stochastic processes by : Alper Kamil Caglayan

Download or read book Optimal parameter adaptive Estimation of stochastic processes written by Alper Kamil Caglayan and published by . This book was released on 1974 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Learning systems for minimum risk adaptive pattern classification and optimal adaptive estimation

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ISBN 13 :
Total Pages : 103 pages
Book Rating : 4.:/5 (219 download)

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Book Synopsis Learning systems for minimum risk adaptive pattern classification and optimal adaptive estimation by : Charles Gene Hilborn

Download or read book Learning systems for minimum risk adaptive pattern classification and optimal adaptive estimation written by Charles Gene Hilborn and published by . This book was released on 1968 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two problems of unsupervised learning, sequential multi-category pattern classification and adaptive estimation of a sampled stochastic process are jointly investigated. An unknown parameter model is developed which, for the pattern classification problem, allows for (i) both constant and time-varying unknown parameters, (ii) partially unknown probability laws of the hypotheses and time-varying parameter sequences, (iii) dependence of the observations on past as well as present hypotheses and parameters, and most significantly (iv) sequential dependencies in the observations arising from either (or both) dependency in the pattern or information source (context independence) or in the observation medium (measurement correlation), these dependencies being up to any finite Markov orders. For the adaptive estimation problem the same model is employed without any distinction between 'hypotheses' and 'time-varying parameters.' For finite parameter spaces, the solutions which are Bayes optimal (minimum risk) at each step are found for both problems and shown to be realizable in recursive form with fixed memory requirements. The recursive 'learning' portion of the solutions is the same for both problems. The asymptotic properties of the optimal systems are studied and conditions established for these systems (in addition to making best use of available data at each step) to converge in performance to systems operating with knowledge of the (unobservable) constant unknown parameters. (Author).

Optimal Estimation of Dynamic Systems, Second Edition

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Publisher : CRC Press
ISBN 13 : 1439839859
Total Pages : 752 pages
Book Rating : 4.4/5 (398 download)

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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.

Stochastic Models: Estimation and Control:

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Publisher : Academic Press
ISBN 13 : 0080956513
Total Pages : 288 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis Stochastic Models: Estimation and Control: by : Maybeck

Download or read book Stochastic Models: Estimation and Control: written by Maybeck and published by Academic Press. This book was released on 1982-08-10 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Models: Estimation and Control: v. 2

15th European Workshop on Advanced Control and Diagnosis (ACD 2019)

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Publisher : Springer Nature
ISBN 13 : 3030853187
Total Pages : 1441 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis 15th European Workshop on Advanced Control and Diagnosis (ACD 2019) by : Elena Zattoni

Download or read book 15th European Workshop on Advanced Control and Diagnosis (ACD 2019) written by Elena Zattoni and published by Springer Nature. This book was released on 2022-06-13 with total page 1441 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, published in two volumes, embodies the proceedings of the 15th European Workshop on Advanced Control and Diagnosis (ACD 2019) held in Bologna, Italy, in November 2019. It features contributed and invited papers from academics and professionals specializing in an important aspect of control and automation. The book discusses current theoretical research developments and open problems and illustrates practical applications and industrial priorities. With a focus on both theory and applications, it spans a wide variety of up-to-date topics in the field of systems and control, including robust control, adaptive control, fault-tolerant control, control reconfiguration, and model-based diagnosis of linear, nonlinear and hybrid systems. As the subject coverage has expanded to include cyber-physical production systems, industrial internet of things and sustainability issues, some contributions are of an interdisciplinary nature, involving ICT disciplines and environmental sciences. This book is a valuable reference for both academics and professionals in the area of systems and control, with a focus on advanced control, automation, fault diagnosis and condition monitoring.

Advances in GLIM and Statistical Modelling

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Publisher : Springer Science & Business Media
ISBN 13 : 1461229529
Total Pages : 238 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Advances in GLIM and Statistical Modelling by : Ludwig Fahrmeir

Download or read book Advances in GLIM and Statistical Modelling written by Ludwig Fahrmeir and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the published Proceedings of the joint meeting of GUM92 and the 7th International Workshop on Statistical Modelling, held in Munich, Germany from 13 to 17 July 1992. The meeting aimed to bring together researchers interested in the development and applications of generalized linear modelling in GUM and those interested in statistical modelling in its widest sense. This joint meeting built upon the success of previous workshops and GUM conferences. Previous GUM conferences were held in London and Lancaster, and a joint GUM Conference/4th Modelling Workshop was held in Trento. (The Proceedings of previous GUM conferences/Statistical Modelling Workshops are available as numbers 14 , 32 and 57 of the Springer Verlag series of Lecture Notes in Statistics). Workshops have been organized in Innsbruck, Perugia, Vienna, Toulouse and Utrecht. (Proceedings of the Toulouse Workshop appear as numbers 3 and 4 of volume 13 of the journal Computational Statistics and Data Analysis). Much statistical modelling is carried out using GUM, as is apparent from many of the papers in these Proceedings. Thus the Programme Committee were also keen on encouraging papers which addressed problems which are not only of practical importance but which are also relevant to GUM or other software development. The Programme Committee requested both theoretical and applied papers. Thus there are papers in a wide range of practical areas, such as ecology, breast cancer remission and diabetes mortality, banking and insurance, quality control, social mobility, organizational behaviour.

Fault-tolerant Flight Control and Guidance Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 1848825617
Total Pages : 268 pages
Book Rating : 4.8/5 (488 download)

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Book Synopsis Fault-tolerant Flight Control and Guidance Systems by : Guillaume J. J. Ducard

Download or read book Fault-tolerant Flight Control and Guidance Systems written by Guillaume J. J. Ducard and published by Springer Science & Business Media. This book was released on 2009-05-14 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a complete overview of fault-tolerant flight control techniques. Discussion covers the necessary equations for the modeling of small UAVs, a complete system based on extended Kalman filters, and a nonlinear flight control and guidance system.

Computer Vision and Machine Intelligence

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Publisher : Springer Nature
ISBN 13 : 9811978670
Total Pages : 777 pages
Book Rating : 4.8/5 (119 download)

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Book Synopsis Computer Vision and Machine Intelligence by : Massimo Tistarelli

Download or read book Computer Vision and Machine Intelligence written by Massimo Tistarelli and published by Springer Nature. This book was released on 2023-05-05 with total page 777 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents selected research papers on current developments in the fields of computer vision and machine intelligence from International Conference on Computer Vision and Machine Intelligence (CVMI 2022). The book covers topics in image processing, artificial intelligence, machine learning, deep learning, computer vision, machine intelligence, etc. The book is useful for researchers, postgraduate and undergraduate students, and professionals working in this domain.

Computational and Experimental Simulations in Engineering

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Publisher : Springer Nature
ISBN 13 : 3031425154
Total Pages : 1358 pages
Book Rating : 4.0/5 (314 download)

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Book Synopsis Computational and Experimental Simulations in Engineering by : Shaofan Li

Download or read book Computational and Experimental Simulations in Engineering written by Shaofan Li and published by Springer Nature. This book was released on with total page 1358 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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).

Optimization of Stochastic Systems

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Publisher : Elsevier
ISBN 13 : 1483224058
Total Pages : 373 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Optimization of Stochastic Systems by : Masanao Aoki

Download or read book Optimization of Stochastic Systems written by Masanao Aoki and published by Elsevier. This book was released on 2016-06-03 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization of Stochastic Systems

An Introduction to Identification

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Publisher : Courier Corporation
ISBN 13 : 0486469352
Total Pages : 322 pages
Book Rating : 4.4/5 (864 download)

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Book Synopsis An Introduction to Identification by : J. P. Norton

Download or read book An Introduction to Identification written by J. P. Norton and published by Courier Corporation. This book was released on 2009-01-01 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Suitable for advanced undergraduates and graduate students, this text covers the theoretical basis for mathematical modeling as well as a variety of identification algorithms and their applications. 1986 edition.

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:

Non-Destructive Testing '92

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Publisher : Elsevier
ISBN 13 : 0444599789
Total Pages : 755 pages
Book Rating : 4.4/5 (445 download)

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Book Synopsis Non-Destructive Testing '92 by : C. Hallai

Download or read book Non-Destructive Testing '92 written by C. Hallai and published by Elsevier. This book was released on 2012-12-02 with total page 755 pages. Available in PDF, EPUB and Kindle. Book excerpt: Approx.710 pages

U.S. Government Research Reports

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Publisher :
ISBN 13 :
Total Pages : 280 pages
Book Rating : 4.3/5 (91 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 280 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Control and Dynamic Systems V31: Advances in Aerospace Systems Dynamics and Control Systems Part 1 of 3

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Publisher : Elsevier
ISBN 13 : 0323162398
Total Pages : 279 pages
Book Rating : 4.3/5 (231 download)

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Book Synopsis Control and Dynamic Systems V31: Advances in Aerospace Systems Dynamics and Control Systems Part 1 of 3 by : C.T. Leonides

Download or read book Control and Dynamic Systems V31: Advances in Aerospace Systems Dynamics and Control Systems Part 1 of 3 written by C.T. Leonides and published by Elsevier. This book was released on 2012-12-02 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: Control and Dynamic Systems: Advances in Theory in Applications, Volume 31: Advances in Aerospace Systems Dynamics and Control Systems, Part 1 of 3 deals with significant advances in technologies which support the development of aerospace systems. It also presents several algorithms and computational techniques used in complex aerospace systems. The techniques discussed in this volume include: moving-bank multiple model adaptive estimation, algorithms for multitarget sensor tracking systems; algorithms in differential dynamic programming; optimal control of linear stochastic systems; and normalized predictive deconvulation. This book is an important reference for practitioners in the field who want a comprehensive source of techniques with significant applied implications.