Simultaneous State and Parameter Estimation in Linear Systems

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ISBN 13 :
Total Pages : 190 pages
Book Rating : 4.:/5 (179 download)

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Book Synopsis Simultaneous State and Parameter Estimation in Linear Systems by : Teymuraz Eliazov

Download or read book Simultaneous State and Parameter Estimation in Linear Systems written by Teymuraz Eliazov and published by . This book was released on 1987 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Techniques Of State And Parameter Estimation In Linear Systems

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ISBN 13 :
Total Pages : 145 pages
Book Rating : 4.:/5 (775 download)

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Book Synopsis Techniques Of State And Parameter Estimation In Linear Systems by : Leslie Melville Pels

Download or read book Techniques Of State And Parameter Estimation In Linear Systems written by Leslie Melville Pels and published by . This book was released on 1974 with total page 145 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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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.

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.

Simultaneous state and parameter estimation and sensors location for distributed systems

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ISBN 13 :
Total Pages : 37 pages
Book Rating : 4.:/5 (46 download)

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Book Synopsis Simultaneous state and parameter estimation and sensors location for distributed systems by : H. Malebranche

Download or read book Simultaneous state and parameter estimation and sensors location for distributed systems written by H. Malebranche and published by . This book was released on 1987 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Algebraic Identification and Estimation Methods in Feedback Control Systems

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Publisher : John Wiley & Sons
ISBN 13 : 1118730585
Total Pages : 498 pages
Book Rating : 4.1/5 (187 download)

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Book Synopsis Algebraic Identification and Estimation Methods in Feedback Control Systems by : Hebertt Sira-Ramírez

Download or read book Algebraic Identification and Estimation Methods in Feedback Control Systems written by Hebertt Sira-Ramírez and published by John Wiley & Sons. This book was released on 2014-03-13 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: Algebraic Identification and Estimation Methods in Feedback Control Systems presents a model-based algebraic approach to online parameter and state estimation in uncertain dynamic feedback control systems. This approach evades the mathematical intricacies of the traditional stochastic approach, proposing a direct model-based scheme with several easy-to-implement computational advantages. The approach can be used with continuous and discrete, linear and nonlinear, mono-variable and multi-variable systems. The estimators based on this approach are not of asymptotic nature, and do not require any statistical knowledge of the corrupting noises to achieve good performance in a noisy environment. These estimators are fast, robust to structured perturbations, and easy to combine with classical or sophisticated control laws. This book uses module theory, differential algebra, and operational calculus in an easy-to-understand manner and also details how to apply these in the context of feedback control systems. A wide variety of examples, including mechanical systems, power converters, electric motors, and chaotic systems, are also included to illustrate the algebraic methodology. Key features: Presents a radically new approach to online parameter and state estimation. Enables the reader to master the use and understand the consequences of the highly theoretical differential algebraic viewpoint in control systems theory. Includes examples in a variety of physical applications with experimental results. Covers the latest developments and applications. Algebraic Identification and Estimation Methods in Feedback Control Systems is a comprehensive reference for researchers and practitioners working in the area of automatic control, and is also a useful source of information for graduate and undergraduate students.

Parameter Indentification and State Estimation for Linear Systems

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ISBN 13 :
Total Pages : 79 pages
Book Rating : 4.:/5 (18 download)

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

Download or read book Parameter Indentification and State Estimation for Linear Systems written by Michael Allan Budin and published by . This book was released on 1970 with total page 79 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Parameter Estimation and Inverse Problems

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Publisher : Elsevier
ISBN 13 : 0128134232
Total Pages : 404 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Parameter Estimation and Inverse Problems by : Richard C. Aster

Download or read book Parameter Estimation and Inverse Problems written by Richard C. Aster and published by Elsevier. This book was released on 2018-10-16 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Parameter Estimation and Inverse Problems, Third Edition, is structured around a course at New Mexico Tech and is designed to be accessible to typical graduate students in the physical sciences who do not have an extensive mathematical background. The book is complemented by a companion website that includes MATLAB codes that correspond to examples that are illustrated with simple, easy to follow problems that illuminate the details of particular numerical methods. Updates to the new edition include more discussions of Laplacian smoothing, an expansion of basis function exercises, the addition of stochastic descent, an improved presentation of Fourier methods and exercises, and more. Features examples that are illustrated with simple, easy to follow problems that illuminate the details of a particular numerical method Includes an online instructor’s guide that helps professors teach and customize exercises and select homework problems Covers updated information on adjoint methods that are presented in an accessible manner

State Estimation in Linear Systems with Random Parameters

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Publisher :
ISBN 13 :
Total Pages : 130 pages
Book Rating : 4.:/5 (951 download)

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Book Synopsis State Estimation in Linear Systems with Random Parameters by : Daniel Sigalov

Download or read book State Estimation in Linear Systems with Random Parameters written by Daniel Sigalov and published by . This book was released on 2015 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Parameter Identification and State Estimation for Linear Systems

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Publisher :
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:

Parameters and State Estimation for Switched Systems

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (88 download)

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Book Synopsis Parameters and State Estimation for Switched Systems by : Diego Mincarelli

Download or read book Parameters and State Estimation for Switched Systems written by Diego Mincarelli and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hybrid systems have been widely studied in the literature and became a powerful tool for modeling systems coming from many engineering fields. A common definition of hybrid systems is a combination of both continuous-time and discrete event systems. Examples of hybrid systems include networks, multi-agent systems, mechanical devices, robot path planning, biological systems. Researches on hybrid systems cover all fields of control theory such as stability analysis, control and observation problems or supervision. In the context of switched systems, which is a particular class of hybrid systems, this thesis aims at studying the problem related to extracting information about the system parameters and the state from the knowledge of the output.This study is motivated by various purposes: modeling, monitoring, fault detection and identification for the systems safety, output feedback control. For those reasons,the identification and the observation are at the core of decision and control problems.The first part of the thesis is devoted to extend the applicability of the algebra-based methods for on-line constant parameter estimation, developed by INRIA - Non-A project-team, to the case of systems with piecewise constant parameters. To this end, a procedure for the estimation of the parameters and the switching times is developed in the framework of switched systems.Such an approach enables a simultaneous algebraic estimation of both parameters and change time instants. The novelty and efficiency of the proposed identification algorithms mainly lie in their non asymptotic nature. The second part of the thesis addresses the problem of observer design for estimating the discrete and the continuous state of switched systems.Since switched systems contain a family of continuous-time systems and discrete-event systems, the evolution of their dynamics is naturally non-smooth, and this increases the difficulties to solve the observation problem. For instance, the estimates have to be provided before the next switch takes place. Thus, we propose an observer based on finite-time techniques (sliding-mode based) for the reconstruction of the continuous states and the switching signal (discrete state) in finite-time. Finally, we deal with another class of switched systems where the parameters, in each subsystem, are time-varying. For this kind of models, called switched linear parameter varying systems, we design an estimator for reconstructing the discrete state, by using parameter identification techniques.

A State Estimation Algorithm for Linear Systems Driven Simultaneously by Wiener and Poisson Processes

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ISBN 13 :
Total Pages : 12 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis A State Estimation Algorithm for Linear Systems Driven Simultaneously by Wiener and Poisson Processes by : Samuel P. Au

Download or read book A State Estimation Algorithm for Linear Systems Driven Simultaneously by Wiener and Poisson Processes written by Samuel P. Au and published by . This book was released on 1979 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On the State/parameter Estimation of Linear Discrete-time Systems

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (294 download)

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Book Synopsis On the State/parameter Estimation of Linear Discrete-time Systems by : George William Irwin

Download or read book On the State/parameter Estimation of Linear Discrete-time Systems written by George William Irwin and published by . This book was released on 1976 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Finite Element Model Updating in Structural Dynamics

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Publisher : Springer Science & Business Media
ISBN 13 : 9401585083
Total Pages : 305 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis Finite Element Model Updating in Structural Dynamics by : Michael Friswell

Download or read book Finite Element Model Updating in Structural Dynamics written by Michael Friswell and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finite element model updating has emerged in the 1990s as a subject of immense importance to the design, construction and maintenance of mechanical systems and civil engineering structures. This book, the first on the subject, sets out to explain the principles of model updating, not only as a research text, but also as a guide for the practising engineer who wants to get acquainted with, or use, updating techniques. It covers all aspects of model preparation and data acquisition that are necessary for updating. The various methods for parameter selection, error localisation, sensitivity and parameter estimation are described in detail and illustrated with examples. The examples can be easily replicated and expanded in order to reinforce understanding. The book is aimed at researchers, postgraduate students and practising engineers.

On the State and Parameter Estimation of Stochastic Bilinear Systems

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Publisher :
ISBN 13 :
Total Pages : 286 pages
Book Rating : 4.:/5 (95 download)

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Book Synopsis On the State and Parameter Estimation of Stochastic Bilinear Systems by : Ali Shadman-Valavi

Download or read book On the State and Parameter Estimation of Stochastic Bilinear Systems written by Ali Shadman-Valavi and published by . This book was released on 1977 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bilinear systems due to their variable structure properties offer more versatility in modelling of nonlinear processes than linear systems. The state estimation problem for a continuous bilinear system with a continuous observation model is studied and the results are extended to the case where the observations are of a discrete nature. It is shown that the optimal filter is of infinite dimension and a suboptimal solution based on the use of the conditional best estimate of the state in the multiplicative term, rather than the actual state, is proposed. The filter dimension is reduced to two and the mean and the variance equations are provided. A recursive maximum likelihood procedure operating on the proposed filter is used for the parameter identification. Both the likelihood functional and the gradient equations are provided. Computation of the gradient is dependent on computing the partial derivatives of the proposed filter equations with respect to the parameters. Simulation of the sample functions of bilinear systems using closed form solutions is discussed and a complete solution for the scalar case is provided. Parametric conditions for obtaining closed form solutions to the vector cases are supplied. A number of numerical examples illustrating the feasibility and performance of the proposed filter and parameter identification schemes are included. Both scalar and multivariable computational examples are considered.

New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 3540708022
Total Pages : 228 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems by : Michael Basin

Download or read book New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems written by Michael Basin and published by Springer Science & Business Media. This book was released on 2008-09-23 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: 0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a ?nite-dimensional closed system of ?ltering eq- tions for a certain number of lower conditional moments. The most famous result, the Kalman-Bucy ?lter [42], is related to the case of linear state and observation equations, where only two moments, the estimate itself and its variance, form a closed system of ?ltering equations. However, the optimal nonlinear ?nite-dimensional ?lter can be - tained in some other cases, if, for example, the state vector can take only a ?nite number of admissible states [91] or if the observation equation is linear and the drift term in the 2 2 state equation satis?es the Riccati equation df /dx + f = x (see [15]). The complete classi?cation of the “general situation” cases (this means that there are no special - sumptions on the structure of state and observation equations and the initial conditions), where the optimal nonlinear ?nite-dimensional ?lter exists, is given in [95].

Stochastic Models: Estimation and Control: v. 2

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Publisher : Academic Press
ISBN 13 : 0080956513
Total Pages : 307 pages
Book Rating : 4.0/5 (89 download)

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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