Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Optimal And Robust Estimation
Download Optimal And Robust Estimation full books in PDF, epub, and Kindle. Read online Optimal And Robust Estimation ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
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 Optimal State Estimation by : Dan Simon
Download or read book Optimal State Estimation written by Dan Simon and published by John Wiley & Sons. This book was released on 2006-06-19 with total page 554 pages. Available in PDF, EPUB and Kindle. Book excerpt: A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering. While there are other textbooks that treat state estimation, this one offers special features and a unique perspective and pedagogical approach that speed learning: * Straightforward, bottom-up approach begins with basic concepts and then builds step by step to more advanced topics for a clear understanding of state estimation * Simple examples and problems that require only paper and pen to solve lead to an intuitive understanding of how theory works in practice * MATLAB(r)-based source code that corresponds to examples in the book, available on the author's Web site, enables readers to recreate results and experiment with other simulation setups and parameters Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering. Problems at the end of each chapter include both written exercises and computer exercises. Written exercises focus on improving the reader's understanding of theory and key concepts, whereas computer exercises help readers apply theory to problems similar to ones they are likely to encounter in industry. With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory. It also serves as a reference for engineers and science professionals across a wide array of industries.
Book Synopsis Optimal Estimation in Approximation Theory by : Charles Michelli
Download or read book Optimal Estimation in Approximation Theory written by Charles Michelli and published by Springer Science & Business Media. This book was released on 2013-11-22 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers in this volume were presented at an International Symposium on Optimal Estimation in Approximation Theory which was held in Freudenstadt, Federal Republic of Germany, September 27-29, 1976. The symposium was sponsored by the IBM World Trade Europe/Middle East/Africa Corporation, Paris, and IBM Germany. On behalf of all the participants we wish to express our appreciation to the spon sors for their generous support. In the past few years the quantification of the notion of com plexity for various important computational procedures (e. g. multi plication of numbers or matrices) has been widely studied. Some such concepts are necessary ingredients in the quest for optimal, or nearly optimal, algorithms. The purpose of this symposium was to present recent results of similar character in the field or ap proximation theory, as well as to describe the algorithms currently being used in important areas of application of approximation theory such as: crystallography, data transmission systems, cartography, reconstruction from x-rays, planning of radiation treatment, optical perception, analysis of decay processes and inertial navigation system control. It was the hope of the organizers that this con frontation of theory and practice would be of benefit to both groups. Whatever success th•~ symposium had is due, in no small part, to the generous and wise scientific counsel of Professor Helmut Werner, to whom the organizers are most grateful. Dr. T. J. Rivlin Dr. P. Schweitzer IBM T. J. Watson Research Center IBM Germany Scientific and Education Programs Yorktown Heights, N. Y.
Book Synopsis Maximum Entropy Econometrics by : Amos Golan
Download or read book Maximum Entropy Econometrics written by Amos Golan and published by John Wiley & Sons. This book was released on 1996-05 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph examines the problem of recovering and processing information when the underlying data are limited or partial, and the corresponding models that form the basis for estimation and inference are ill-posed or undermined
Book Synopsis Constrained Control and Estimation by : Graham Goodwin
Download or read book Constrained Control and Estimation written by Graham Goodwin and published by Springer Science & Business Media. This book was released on 2006-03-30 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent developments in constrained control and estimation have created a need for this comprehensive introduction to the underlying fundamental principles. These advances have significantly broadened the realm of application of constrained control. - Using the principal tools of prediction and optimisation, examples of how to deal with constraints are given, placing emphasis on model predictive control. - New results combine a number of methods in a unique way, enabling you to build on your background in estimation theory, linear control, stability theory and state-space methods. - Companion web site, continually updated by the authors. Easy to read and at the same time containing a high level of technical detail, this self-contained, new approach to methods for constrained control in design will give you a full understanding of the subject.
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 received are used to determine highly sensitive processes such as the flight path of a plane, the orbit of a space vehicle, or the control of a machine. The authors use dynamic models from mechanical and aerospace engineering to provide immediate results of estimation concepts with a minimal reliance on mathematical skills. The book documents the development of the central concepts and methods of optimal estimation theory in a manner accessible to engineering students, applied mathematicians, and practicing engineers. It includes rigorous theoretial derivations and a significant amount of qualitiative discussion and judgements. It also presents prototype algorithms, giving detail and discussion to stimulate development of efficient computer programs and intelligent use of them. This book illustrates the application of optimal estimation methods to problems with varying degrees of analytical and numercial difficulty. It compares various approaches to help develop a feel for the absolute and relative utility of different methods, and provides many applications in the fields of aerospace, mechanical, and electrical engineering.
Book Synopsis Introduction to Signals and Systems by : Edward W. Kamen
Download or read book Introduction to Signals and Systems written by Edward W. Kamen and published by . This book was released on 1987 with total page 662 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Dynamic Treatment Regimes by : Anastasios A. Tsiatis
Download or read book Dynamic Treatment Regimes written by Anastasios A. Tsiatis and published by CRC Press. This book was released on 2019-12-19 with total page 602 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic Treatment Regimes: Statistical Methods for Precision Medicine provides a comprehensive introduction to statistical methodology for the evaluation and discovery of dynamic treatment regimes from data. Researchers and graduate students in statistics, data science, and related quantitative disciplines with a background in probability and statistical inference and popular statistical modeling techniques will be prepared for further study of this rapidly evolving field. A dynamic treatment regime is a set of sequential decision rules, each corresponding to a key decision point in a disease or disorder process, where each rule takes as input patient information and returns the treatment option he or she should receive. Thus, a treatment regime formalizes how a clinician synthesizes patient information and selects treatments in practice. Treatment regimes are of obvious relevance to precision medicine, which involves tailoring treatment selection to patient characteristics in an evidence-based way. Of critical importance to precision medicine is estimation of an optimal treatment regime, one that, if used to select treatments for the patient population, would lead to the most beneficial outcome on average. Key methods for estimation of an optimal treatment regime from data are motivated and described in detail. A dedicated companion website presents full accounts of application of the methods using a comprehensive R package developed by the authors. The authors’ website www.dtr-book.com includes updates, corrections, new papers, and links to useful websites.
Book Synopsis Robust Optimization by : Aharon Ben-Tal
Download or read book Robust Optimization written by Aharon Ben-Tal and published by Princeton University Press. This book was released on 2009-08-10 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.
Book Synopsis Practical Methods for Optimal Control and Estimation Using Nonlinear Programming by : John T. Betts
Download or read book Practical Methods for Optimal Control and Estimation Using Nonlinear Programming written by John T. Betts and published by SIAM. This book was released on 2010-01-01 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: A focused presentation of how sparse optimization methods can be used to solve optimal control and estimation problems.
Book Synopsis Introduction to Robust Estimation and Hypothesis Testing by : Rand R. Wilcox
Download or read book Introduction to Robust Estimation and Hypothesis Testing written by Rand R. Wilcox and published by Academic Press. This book was released on 2012-01-12 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book focuses on the practical aspects of modern and robust statistical methods. The increased accuracy and power of modern methods, versus conventional approaches to the analysis of variance (ANOVA) and regression, is remarkable. Through a combination of theoretical developments, improved and more flexible statistical methods, and the power of the computer, it is now possible to address problems with standard methods that seemed insurmountable only a few years ago"--
Download or read book Robustness written by Lars Peter Hansen and published by Princeton University Press. This book was released on 2011-11-28 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker do if the model cannot be trusted? Lars Hansen and Thomas Sargent, two leading macroeconomists, push the field forward as they set about answering this question. They adapt robust control techniques and apply them to economics. By using this theory to let decision makers acknowledge misspecification in economic modeling, the authors develop applications to a variety of problems in dynamic macroeconomics. Technical, rigorous, and self-contained, this book will be useful for macroeconomists who seek to improve the robustness of decision-making processes.
Book Synopsis Optimal and Robust Control by : Luigi Fortuna
Download or read book Optimal and Robust Control written by Luigi Fortuna and published by CRC Press. This book was released on 2012-02-02 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: While there are many books on advanced control for specialists, there are few that present these topics for nonspecialists. Assuming only a basic knowledge of automatic control and signals and systems, Optimal and Robust Control: Advanced Topics with MATLAB® offers a straightforward, self-contained handbook of advanced topics and tools in automatic control. Techniques for Controlling System Performance in the Presence of Uncertainty The book deals with advanced automatic control techniques, paying particular attention to robustness—the ability to guarantee stability in the presence of uncertainty. It explains advanced techniques for handling uncertainty and optimizing the control loop. It also details analytical strategies for obtaining reduced order models. The authors then propose using the Linear Matrix Inequalities (LMI) technique as a unifying tool to solve many types of advanced control problems. Topics covered include: LQR and H-infinity approaches Kalman and singular value decomposition Open-loop balancing and reduced order models Closed-loop balancing Passive systems and bounded-real systems Criteria for stability control This easy-to-read text presents the essential theoretical background and provides numerous examples and MATLAB exercises to help the reader efficiently acquire new skills. Written for electrical, electronic, computer science, space, and automation engineers interested in automatic control, this book can also be used for self-study or for a one-semester course in robust control.
Book Synopsis Robust Statistical Methods with R, Second Edition by : Jana Jurečková
Download or read book Robust Statistical Methods with R, Second Edition written by Jana Jurečková and published by CRC Press. This book was released on 2019-05-29 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of Robust Statistical Methods with R provides a systematic treatment of robust procedures with an emphasis on new developments and on the computational aspects. There are many numerical examples and notes on the R environment, and the updated chapter on the multivariate model contains additional material on visualization of multivariate data in R. A new chapter on robust procedures in measurement error models concentrates mainly on the rank procedures, less sensitive to errors than other procedures. This book will be an invaluable resource for researchers and postgraduate students in statistics and mathematics. Features • Provides a systematic, practical treatment of robust statistical methods • Offers a rigorous treatment of the whole range of robust methods, including the sequential versions of estimators, their moment convergence, and compares their asymptotic and finite-sample behavior • The extended account of multivariate models includes the admissibility, shrinkage effects and unbiasedness of two-sample tests • Illustrates the small sensitivity of the rank procedures in the measurement error model • Emphasizes the computational aspects, supplies many examples and illustrations, and provides the own procedures of the authors in the R software on the book’s website
Book Synopsis Robust Correlation by : Georgy L. Shevlyakov
Download or read book Robust Correlation written by Georgy L. Shevlyakov and published by John Wiley & Sons. This book was released on 2016-09-19 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: This bookpresents material on both the analysis of the classical concepts of correlation and on the development of their robust versions, as well as discussing the related concepts of correlation matrices, partial correlation, canonical correlation, rank correlations, with the corresponding robust and non-robust estimation procedures. Every chapter contains a set of examples with simulated and real-life data. Key features: Makes modern and robust correlation methods readily available and understandable to practitioners, specialists, and consultants working in various fields. Focuses on implementation of methodology and application of robust correlation with R. Introduces the main approaches in robust statistics, such as Huber’s minimax approach and Hampel’s approach based on influence functions. Explores various robust estimates of the correlation coefficient including the minimax variance and bias estimates as well as the most B- and V-robust estimates. Contains applications of robust correlation methods to exploratory data analysis, multivariate statistics, statistics of time series, and to real-life data. Includes an accompanying website featuring computer code and datasets Features exercises and examples throughout the text using both small and large data sets. Theoretical and applied statisticians, specialists in multivariate statistics, robust statistics, robust time series analysis, data analysis and signal processing will benefit from this book. Practitioners who use correlation based methods in their work as well as postgraduate students in statistics will also find this book useful.
Download or read book Optimal Design written by S. Silvey and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: Prior to the 1970's a substantial literature had accumulated on the theory of optimal design, particularly of optimal linear regression design. To a certain extent the study of the subject had been piecemeal, different criteria of optimality having been studied separately. Also to a certain extent the topic was regarded as being largely of theoretical interest and as having little value for the practising statistician. However during this decade two significant developments occurred. It was observed that the various different optimality criteria had several mathematical properties in common; and general algorithms for constructing optimal design measures were developed. From the first of these there emerged a general theory of remarkable simplicity and the second at least raised the possibility that the theory would have more practical value. With respect to the second point there does remain a limiting factor as far as designs that are optimal for parameter estimation are concerned, and this is that the theory assumes that the model be collected is known a priori. This of course underlying data to is seldom the case in practice and it often happens that designs which are optimal for parameter estimation allow no possibility of model validation. For this reason the theory of design for parameter estimation may well have to be combined with a theory of model validation before its practical potential is fully realized. Nevertheless discussion in this monograph is limited to the theory of design optimal for parameter estimation.
Book Synopsis Robust Statistics by : Frank R. Hampel
Download or read book Robust Statistics written by Frank R. Hampel and published by John Wiley & Sons. This book was released on 2011-09-20 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley-Interscience Paperback Series consists of selectedbooks that have been made more accessible to consumers in an effortto increase global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists. "This is a nice book containing a wealth of information, much ofit due to the authors. . . . If an instructor designing such acourse wanted a textbook, this book would be the best choiceavailable. . . . There are many stimulating exercises, and the bookalso contains an excellent index and an extensive list ofreferences." —Technometrics "[This] book should be read carefully by anyone who isinterested in dealing with statistical models in a realisticfashion." —American Scientist Introducing concepts, theory, and applications, RobustStatistics is accessible to a broad audience, avoidingallusions to high-powered mathematics while emphasizing ideas,heuristics, and background. The text covers the approach based onthe influence function (the effect of an outlier on an estimater,for example) and related notions such as the breakdown point. Italso treats the change-of-variance function, fundamental conceptsand results in the framework of estimation of a single parameter,and applications to estimation of covariance matrices andregression parameters.
