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Optimal And Robust Estimation With An Introduction To Stochastic
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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 and Robust Estimation with an Introduction to Stochastic by : Lewis Frank L Staff
Download or read book Optimal and Robust Estimation with an Introduction to Stochastic written by Lewis Frank L Staff and published by . This book was released on 2007-08 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Optimal Control and Stochastic Estimation by : Michael J. Grimble
Download or read book Optimal Control and Stochastic Estimation written by Michael J. Grimble and published by . This book was released on 1988-06-17 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two volumes, which together present a modern and comprehensive overview of the field of optimal control and stochastic estimation.
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.
Author :Torsten Söderström Publisher :Springer Science & Business Media ISBN 13 :9781852336493 Total Pages :410 pages Book Rating :4.3/5 (364 download)
Book Synopsis Discrete-time Stochastic Systems by : Torsten Söderström
Download or read book Discrete-time Stochastic Systems written by Torsten Söderström and published by Springer Science & Business Media. This book was released on 2002-07-26 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.
Book Synopsis Robust Estimation of Location and Scale Via Stochastic Approximation by : Daniel Merlyn Goodfellow
Download or read book Robust Estimation of Location and Scale Via Stochastic Approximation written by Daniel Merlyn Goodfellow and published by . This book was released on 1977 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Models, Estimation, and Control by : Peter S. Maybeck
Download or read book Stochastic Models, Estimation, and Control written by Peter S. Maybeck and published by Academic Press. This book was released on 1982-08-25 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
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:
Book Synopsis Optimal Control and Stochastic Estimation by : Michael J. Grimble
Download or read book Optimal Control and Stochastic Estimation written by Michael J. Grimble and published by . This book was released on 19?? with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Models: Estimation and Control: v. 2 by : Maybeck
Download or read book Stochastic Models: Estimation and Control: v. 2 written by Maybeck and published by Academic Press. This book was released on 1982-08-10 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Models: Estimation and Control: v. 2
Book Synopsis Robust Estimation by Stochastic Approximation and Error Models for Robust Procedures by : Edward L. Price
Download or read book Robust Estimation by Stochastic Approximation and Error Models for Robust Procedures written by Edward L. Price and published by . This book was released on 1977 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Introduction to Stochastic Search and Optimization by : James C. Spall
Download or read book Introduction to Stochastic Search and Optimization written by James C. Spall and published by John Wiley & Sons. This book was released on 2005-03-11 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: * Unique in its survey of the range of topics. * Contains a strong, interdisciplinary format that will appeal to both students and researchers. * Features exercises and web links to software and data sets.
Book Synopsis Stochastic Models: Estimation and Control: v. 1 by : Maybeck
Download or read book Stochastic Models: Estimation and Control: v. 1 written by Maybeck and published by Academic Press. This book was released on 1979-07-17 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Models: Estimation and Control: v. 1
Book Synopsis Optimal and Robust Scheduling for Networked Control Systems by : Stefano Longo
Download or read book Optimal and Robust Scheduling for Networked Control Systems written by Stefano Longo and published by CRC Press. This book was released on 2013-03-26 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal and Robust Scheduling for Networked Control Systems tackles the problem of integrating system components—controllers, sensors, and actuators—in a networked control system. It is common practice in industry to solve such problems heuristically, because the few theoretical results available are not comprehensive and cannot be readily applied by practitioners. This book offers a solution to the deterministic scheduling problem that is based on rigorous control theoretical tools but also addresses practical implementation issues. Helping to bridge the gap between control theory and computer science, it suggests that the consideration of communication constraints at the design stage will significantly improve the performance of the control system. Technical Results, Design Techniques, and Practical Applications The book brings together well-known measures for robust performance as well as fast stochastic algorithms to assist designers in selecting the best network configuration and guaranteeing the speed of offline optimization. The authors propose a unifying framework for modelling NCSs with time-triggered communication and present technical results. They also introduce design techniques, including for the codesign of a controller and communication sequence and for the robust design of a communication sequence for a given controller. Case studies explore the use of the FlexRay TDMA and time-triggered control area network (CAN) protocols in an automotive control system. Practical Solutions to Your Time-Triggered Communication Problems This unique book develops ready-to-use engineering tools for large-scale control system integration with a focus on robustness and performance. It emphasizes techniques that are directly applicable to time-triggered communication problems in the automotive industry and in avionics, robotics, and automated manufacturing.
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 Estimation of Stochastic Processes with Stationary Increments and Cointegrated Sequences by : Maksym Luz
Download or read book Estimation of Stochastic Processes with Stationary Increments and Cointegrated Sequences written by Maksym Luz and published by John Wiley & Sons. This book was released on 2019-12-12 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: Estimation of Stochastic Processes is intended for researchers in the field of econometrics, financial mathematics, statistics or signal processing. This book gives a deep understanding of spectral theory and estimation techniques for stochastic processes with stationary increments. It focuses on the estimation of functionals of unobserved values for stochastic processes with stationary increments, including ARIMA processes, seasonal time series and a class of cointegrated sequences. Furthermore, this book presents solutions to extrapolation (forecast), interpolation (missed values estimation) and filtering (smoothing) problems based on observations with and without noise, in discrete and continuous time domains. Extending the classical approach applied when the spectral densities of the processes are known, the minimax method of estimation is developed for a case where the spectral information is incomplete and the relations that determine the least favorable spectral densities for the optimal estimations are found.
Book Synopsis Robust Portfolio Optimization and Management by : Frank J. Fabozzi
Download or read book Robust Portfolio Optimization and Management written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2007-04-27 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction." --Mark Kritzman, President and CEO, Windham Capital Management, LLC "The topic of robust optimization (RO) has become 'hot' over the past several years, especially in real-world financial applications. This interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance. Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike." --John M. Mulvey, Professor of Operations Research and Financial Engineering, Princeton University
