Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems

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ISBN 13 :
Total Pages : 354 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems by : Paul D. Abramson

Download or read book Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems written by Paul D. Abramson and published by . This book was released on 1970 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: An optimal procedure for estimating the state of a linear dynamical system when the statistics of the measurement and process noise are poorly known is developed. The criterion of maximum likelihood is used to obtain an optimal estimate of the state and noise statistics. These estimates are shown to be asymptotically unbiased, efficient, and unique, with the estimation error normally distributed with a known covariance. The resulting equations for the estimates cannot be solved recursively, but an iterative procedure for their solution is presented. Several approximate solutions are presented which reduce the necessary computations in finding the estimates. Some of the approximate solutions allow a real time estimation of the state and noise statistics. Closely related to the estimation problem is the subject of hypothesis testing. Several criteria are developed for testing hypotheses concerning the values of the noise statistics that are used in the computation of the appropriate filter gains in a linear Kalman type state estimator. If the observed measurements are not consistent with the assumptions about the noise statistics, then estimation of the noise statistics should be undertaken using either optimal or suboptimal procedures. Numerical results of a digital computer simulation of the optimal and suboptimal solutions of the estimation problem are presented for a simple but realistic example.

Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems

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ISBN 13 :
Total Pages : 342 pages
Book Rating : 4.:/5 (239 download)

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Book Synopsis Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems by : Paul Dowling Abramson (Jr)

Download or read book Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems written by Paul Dowling Abramson (Jr) and published by . This book was released on 1968 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems

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Author :
Publisher :
ISBN 13 :
Total Pages : 342 pages
Book Rating : 4.:/5 (239 download)

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Book Synopsis Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems by : Paul Dowling Abramson (Jr)

Download or read book Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems written by Paul Dowling Abramson (Jr) and published by . This book was released on 1968 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Simultaneous Estimation of State and Noise Statistics of Linear Dynamical Systems [with List of References]

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ISBN 13 :
Total Pages : 342 pages
Book Rating : 4.:/5 (18 download)

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Book Synopsis Simultaneous Estimation of State and Noise Statistics of Linear Dynamical Systems [with List of References] by :

Download or read book Simultaneous Estimation of State and Noise Statistics of Linear Dynamical Systems [with List of References] written by and published by . This book was released on 1970 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems

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Publisher :
ISBN 13 :
Total Pages : 356 pages
Book Rating : 4.:/5 (317 download)

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Book Synopsis Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems by :

Download or read book Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems written by and published by . This book was released on 1970 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:

NASA Technical Report

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ISBN 13 :
Total Pages : 1096 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis NASA Technical Report by :

Download or read book NASA Technical Report written by and published by . This book was released on 1970 with total page 1096 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scientific and Technical Aerospace Reports

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ISBN 13 :
Total Pages : 1368 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 1983 with total page 1368 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Monthly Catalogue, United States Public Documents

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ISBN 13 :
Total Pages : 1250 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Monthly Catalogue, United States Public Documents by :

Download or read book Monthly Catalogue, United States Public Documents written by and published by . This book was released on 1970 with total page 1250 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Applied Mechanics Reviews

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ISBN 13 :
Total Pages : 568 pages
Book Rating : 4.:/5 (26 download)

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Book Synopsis Applied Mechanics Reviews by :

Download or read book Applied Mechanics Reviews written by and published by . This book was released on 1973 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Optimal Estimation of Dynamic Systems

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Publisher : CRC Press
ISBN 13 : 0203509129
Total Pages : 606 pages
Book Rating : 4.2/5 (35 download)

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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 receiv

Monthly Catalog of United States Government Publications

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ISBN 13 :
Total Pages : 1464 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Monthly Catalog of United States Government Publications by : United States. Superintendent of Documents

Download or read book Monthly Catalog of United States Government Publications written by United States. Superintendent of Documents and published by . This book was released on 1966 with total page 1464 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Journal of Dynamic Systems, Measurement, and Control

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ISBN 13 :
Total Pages : 412 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Journal of Dynamic Systems, Measurement, and Control by :

Download or read book Journal of Dynamic Systems, Measurement, and Control written by and published by . This book was released on 1996 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Control and Dynamic Systems

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Publisher : Elsevier
ISBN 13 : 1483191222
Total Pages : 548 pages
Book Rating : 4.4/5 (831 download)

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Book Synopsis Control and Dynamic Systems by : C. T. Leondes

Download or read book Control and Dynamic Systems written by C. T. Leondes and published by Elsevier. This book was released on 2014-11-30 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: Control and Dynamic Systems: Advances in Theory and Applications, Volume 10 brings together diverse information on important progress in the field of control and systems theory and applications. This volume is comprised of contributions from leading researchers in the field. Topics discussed include the evaluation of suboptimal strategies using quasilinearization; aircraft symmetric flight optimization; aircraft maneuver optimization by reduced-order approximation; and differential dynamic programming. Estimation of uncertain systems; application of modern control and optimization techniques to transportation systems; and integrated system identification and optimization are also elucidated. Aerospace engineers and scientists and researchers in applied sciences will find the book interesting.

Control and Dynamic Systems V20

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Publisher : Elsevier
ISBN 13 : 0323150721
Total Pages : 431 pages
Book Rating : 4.3/5 (231 download)

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Book Synopsis Control and Dynamic Systems V20 by : C.T. Leonides

Download or read book Control and Dynamic Systems V20 written by C.T. Leonides and published by Elsevier. This book was released on 2012-12-02 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Control and Dynamic Systems, Volume 20 is a collection of papers that discusses the techniques and technology of the application of nonlinear filters and Kalman filters. This collection deals with issues on computation techniques along with many examples of applications of these filters. One paper reviews the bias-separated estimation theory with some alternate derivations by investigators which can provide further extensions. Another paper shows that methods and techniques used in estimating stochastic parameters that have been derived from conventional stochastic operations are effective in various applications. Other papers describe the many advanced applications of Kalman filters and nonlinear estimators in aerospace systems such as the application of adaptive Kalman filtering for aided strapdown navigation systems. As an example, a software package can test the technique of model switching; as well as other applications of the methods of adaptive Kalman filtering for aided strapdown navigation systems. Total system development of ballistic missiles concerns system-level understanding that uses modern analytic methods including applications of filtering and smoothing theory. This book can prove useful for people working in industrial process control or in econometrics, as well as nuclear physicists.

State Estimation for Dynamic Systems

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Publisher : CRC Press
ISBN 13 : 9780849344589
Total Pages : 322 pages
Book Rating : 4.3/5 (445 download)

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Book Synopsis State Estimation for Dynamic Systems by : Felix L. Chernousko

Download or read book State Estimation for Dynamic Systems written by Felix L. Chernousko and published by CRC Press. This book was released on 1993-11-09 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: State Estimation for Dynamic Systems presents the state of the art in this field and discusses a new method of state estimation. The method makes it possible to obtain optimal two-sided ellipsoidal bounds for reachable sets of linear and nonlinear control systems with discrete and continuous time. The practical stability of dynamic systems subjected to disturbances can be analyzed, and two-sided estimates in optimal control and differential games can be obtained. The method described in the book also permits guaranteed state estimation (filtering) for dynamic systems in the presence of external disturbances and observation errors. Numerical algorithms for state estimation and optimal control, as well as a number of applications and examples, are presented. The book will be an excellent reference for researchers and engineers working in applied mathematics, control theory, and system analysis. It will also appeal to pure and applied mathematicians, control engineers, and computer programmers.

Control and Dynamic Systems V57: Multidisciplinary Engineering Systems: Design and Optimization Techniques and Their Application

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Publisher : Academic Press
ISBN 13 : 0323163092
Total Pages : 508 pages
Book Rating : 4.3/5 (231 download)

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Book Synopsis Control and Dynamic Systems V57: Multidisciplinary Engineering Systems: Design and Optimization Techniques and Their Application by : C.T. Leonides

Download or read book Control and Dynamic Systems V57: Multidisciplinary Engineering Systems: Design and Optimization Techniques and Their Application written by C.T. Leonides and published by Academic Press. This book was released on 2012-12-02 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: Control and Dynamic Systems: Advances in Theory and Applications, Volume 57: Multidisciplinary Engineering Systems: Design and Optimization Techniques and their Application deals with techniques used in the design and optimization of future engineering systems. Comprised of 11 chapters, this book covers techniques for improving product design quality in multidisciplinary systems. These techniques include decomposition techniques for synthesis process; optimization for aircraft systems; actuator and sensor placement; and robust techniques in system design and control process. Students, research workers, and practising engineers will find this book invaluable.

Applied Optimal Estimation

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Publisher : MIT Press
ISBN 13 : 9780262570480
Total Pages : 388 pages
Book Rating : 4.5/5 (74 download)

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Book Synopsis Applied Optimal Estimation by : The Analytic Sciences Corporation

Download or read book Applied Optimal Estimation written by The Analytic Sciences Corporation and published by MIT Press. This book was released on 1974-05-15 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book on the optimal estimation that places its major emphasis on practical applications, treating the subject more from an engineering than a mathematical orientation. Even so, theoretical and mathematical concepts are introduced and developed sufficiently to make the book a self-contained source of instruction for readers without prior knowledge of the basic principles of the field. The work is the product of the technical staff of The Analytic Sciences Corporation (TASC), an organization whose success has resulted largely from its applications of optimal estimation techniques to a wide variety of real situations involving large-scale systems. Arthur Gelb writes in the Foreword that "It is our intent throughout to provide a simple and interesting picture of the central issues underlying modern estimation theory and practice. Heuristic, rather than theoretically elegant, arguments are used extensively, with emphasis on physical insights and key questions of practical importance." Numerous illustrative examples, many based on actual applications, have been interspersed throughout the text to lead the student to a concrete understanding of the theoretical material. The inclusion of problems with "built-in" answers at the end of each of the nine chapters further enhances the self-study potential of the text. After a brief historical prelude, the book introduces the mathematics underlying random process theory and state-space characterization of linear dynamic systems. The theory and practice of optimal estimation is them presented, including filtering, smoothing, and prediction. Both linear and non-linear systems, and continuous- and discrete-time cases, are covered in considerable detail. New results are described concerning the application of covariance analysis to non-linear systems and the connection between observers and optimal estimators. The final chapters treat such practical and often pivotal issues as suboptimal structure, and computer loading considerations. This book is an outgrowth of a course given by TASC at a number of US Government facilities. Virtually all of the members of the TASC technical staff have, at one time and in one way or another, contributed to the material contained in the work.