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Author : Lennart Ljung
Publisher :
ISBN 13 :
Total Pages : 67 pages
Book Rating : 4.:/5 (258 download)
Download or read book The Extended Kalman Filter as a Parameter Estimator for Linear Systems written by Lennart Ljung and published by . This book was released on 1977 with total page 67 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lennart Ljung
Publisher :
ISBN 13 :
Total Pages : 100 pages
Book Rating : 4.:/5 (255 download)
Download or read book The Extended Kalman Filter as a Parameter Estimation for Linear Systems written by Lennart Ljung and published by . This book was released on 1978 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bruno Johannes Schnekenburger
Publisher :
ISBN 13 :
Total Pages : 312 pages
Book Rating : 4.:/5 (183 download)
Download or read book A Modified Extended Kalman Filter as a Parameter Estimator for Linear Discrete-time Systems written by Bruno Johannes Schnekenburger and published by . This book was released on 1988 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis presents the derivation and implementation of a modified Extended Kalman Filter used for Joint state and parameter estimation of linear discrete-time systems operating in a, stochastic Gaussian environment. A novel derivation for the discrete-time Extended Kalman Filter is also presented. In order to eliminate the main deficiencies of the Extended Kalman Filter, which are divergence and biasedness of its estimates, the filter algorithm has been modified. The primary modifications are due to Ljung, who stated global convergence properties for the modified Extended Kalman Filter, when used as a parameter estimator for linear systems. Implementation of this filter is further complicated by the need to initialize the parameter estimate error covariance inappropriately small, to assure filter stability. In effect, due to this inadequate initialization process the parameter estimates fail to converge. Several heuristic methods have been developed to remove the effects of the inadequate initial parameter estimate covariance matrix on the filter's convergence properties. Performance of the improved modified Extended Kalman Filter is compared with the Recursive Extended Least Squares parameter estimation scheme.
Author : J.R. Raol
Publisher : IET
ISBN 13 : 0863413633
Total Pages : 405 pages
Book Rating : 4.8/5 (634 download)
Download or read book Modelling and Parameter Estimation of Dynamic Systems written by J.R. Raol and published by IET. This book was released on 2004-08-13 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a detailed examination of the estimation techniques and modeling problems. The theory is furnished with several illustrations and computer programs to promote better understanding of system modeling and parameter estimation.
Author : Nikhil Jaiyam
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)
Download or read book Adaptive Length Moving-horizon and Kernel Based Extended Kalman Filter for Non-linear Systems written by Nikhil Jaiyam and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: "This thesis presents a kernel-based parameter and state estimator built on various implementations of Recursive Least Squares estimators. The project represented a system usingkernels in Reproducing Kernel Hilbert Spaces(RKHS) and co-variance propagation. Subsequently, a parameter estimation problem is solved using stochastic multiple regressionand Generalized Least Squares with co-variance weighting applied to resolve high noise.Additionally, multiple integrals of the kernel for noise rejection and for multiple regressionof a high order non-linear system are developed. This recursive method is then extended toa Moving-Horizon batch estimator with an adaptive window length. Furthermore, shortcomings of all the methods implemented are discussed to improve the method into a robustkernel-based extended Kalman filter algorithm for joint state and parameter estimation ofNon-linear systems"--
Author : Simon Haykin
Publisher : John Wiley & Sons
ISBN 13 : 047146421X
Total Pages : 302 pages
Book Rating : 4.4/5 (714 download)
Download or read book Kalman Filtering and Neural Networks written by Simon Haykin and published by John Wiley & Sons. This book was released on 2004-03-24 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: State-of-the-art coverage of Kalman filter methods for the design of neural networks This self-contained book consists of seven chapters by expert contributors that discuss Kalman filtering as applied to the training and use of neural networks. Although the traditional approach to the subject is almost always linear, this book recognizes and deals with the fact that real problems are most often nonlinear. The first chapter offers an introductory treatment of Kalman filters with an emphasis on basic Kalman filter theory, Rauch-Tung-Striebel smoother, and the extended Kalman filter. Other chapters cover: An algorithm for the training of feedforward and recurrent multilayered perceptrons, based on the decoupled extended Kalman filter (DEKF) Applications of the DEKF learning algorithm to the study of image sequences and the dynamic reconstruction of chaotic processes The dual estimation problem Stochastic nonlinear dynamics: the expectation-maximization (EM) algorithm and the extended Kalman smoothing (EKS) algorithm The unscented Kalman filter Each chapter, with the exception of the introduction, includes illustrative applications of the learning algorithms described here, some of which involve the use of simulated and real-life data. Kalman Filtering and Neural Networks serves as an expert resource for researchers in neural networks and nonlinear dynamical systems.
Author : Brian D. O. Anderson
Publisher : Courier Corporation
ISBN 13 : 0486136892
Total Pages : 370 pages
Book Rating : 4.4/5 (861 download)
Download or read book Optimal Filtering written by Brian D. O. Anderson and published by Courier Corporation. This book was released on 2012-05-23 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.
Author : Ginalber Luiz Serra
Publisher : BoD – Books on Demand
ISBN 13 : 9535138278
Total Pages : 315 pages
Book Rating : 4.5/5 (351 download)
Download or read book Kalman Filters written by Ginalber Luiz Serra and published by BoD – Books on Demand. This book was released on 2018-02-21 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent issues on theory and practice of Kalman filters, with a comprehensive treatment of a selected number of concepts, techniques, and advanced applications. From an interdisciplinary point of view, the contents from each chapter bring together an international scientific community to discuss the state of the art on Kalman filter-based methodologies for adaptive/distributed filtering, optimal estimation, dynamic prediction, nonstationarity, robot navigation, global navigation satellite systems, moving object tracking, optical communication systems, and active power filters, among others. The theoretical and methodological foundations combined with extensive experimental explanation make this book a reference suitable for students, practicing engineers, and researchers in sciences and engineering.
Author : Garry Einicke
Publisher : BoD – Books on Demand
ISBN 13 : 9533077522
Total Pages : 290 pages
Book Rating : 4.5/5 (33 download)
Download or read book Smoothing, Filtering and Prediction written by Garry Einicke and published by BoD – Books on Demand. This book was released on 2012-02-24 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the classical smoothing, filtering and prediction techniques together with some more recently developed embellishments for improving performance within applications. It aims to present the subject in an accessible way, so that it can serve as a practical guide for undergraduates and newcomers to the field. The material is organised as a ten-lecture course. The foundations are laid in Chapters 1 and 2, which explain minimum-mean-square-error solution construction and asymptotic behaviour. Chapters 3 and 4 introduce continuous-time and discrete-time minimum-variance filtering. Generalisations for missing data, deterministic inputs, correlated noises, direct feedthrough terms, output estimation and equalisation are described. Chapter 5 simplifies the minimum-variance filtering results for steady-state problems. Observability, Riccati equation solution convergence, asymptotic stability and Wiener filter equivalence are discussed. Chapters 6 and 7 cover the subject of continuous-time and discrete-time smoothing. The main fixed-lag, fixed-point and fixed-interval smoother results are derived. It is shown that the minimum-variance fixed-interval smoother attains the best performance. Chapter 8 attends to parameter estimation. As the above-mentioned approaches all rely on knowledge of the underlying model parameters, maximum-likelihood techniques within expectation-maximisation algorithms for joint state and parameter estimation are described. Chapter 9 is concerned with robust techniques that accommodate uncertainties within problem specifications. An extra term within Riccati equations enables designers to trade-off average error and peak error performance. Chapter 10 rounds off the course by applying the afore-mentioned linear techniques to nonlinear estimation problems. It is demonstrated that step-wise linearisations can be used within predictors, filters and smoothers, albeit by forsaking optimal performance guarantees.
Author : Felix Govaers
Publisher : BoD – Books on Demand
ISBN 13 : 1838805362
Total Pages : 130 pages
Book Rating : 4.8/5 (388 download)
Download or read book Introduction and Implementations of the Kalman Filter written by Felix Govaers and published by BoD – Books on Demand. This book was released on 2019-05-22 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sensor data fusion is the process of combining error-prone, heterogeneous, incomplete, and ambiguous data to gather a higher level of situational awareness. In principle, all living creatures are fusing information from their complementary senses to coordinate their actions and to detect and localize danger. In sensor data fusion, this process is transferred to electronic systems, which rely on some "awareness" of what is happening in certain areas of interest. By means of probability theory and statistics, it is possible to model the relationship between the state space and the sensor data. The number of ingredients of the resulting Kalman filter is limited, but its applications are not.
Author : Guanrong Chen
Publisher : World Scientific
ISBN 13 : 9814504351
Total Pages : 242 pages
Book Rating : 4.8/5 (145 download)
Download or read book Approximate Kalman Filtering written by Guanrong Chen and published by World Scientific. This book was released on 1993-08-30 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kalman filtering algorithm gives optimal (linear, unbiased and minimum error-variance) estimates of the unknown state vectors of a linear dynamic-observation system, under the regular conditions such as perfect data information; complete noise statistics; exact linear modeling; ideal well-conditioned matrices in computation and strictly centralized filtering.In practice, however, one or more of the aforementioned conditions may not be satisfied, so that the standard Kalman filtering algorithm cannot be directly used, and hence “approximate Kalman filtering” becomes necessary. In the last decade, a great deal of attention has been focused on modifying and/or extending the standard Kalman filtering technique to handle such irregular cases. It has been realized that approximate Kalman filtering is even more important and useful in applications.This book is a collection of several tutorial and survey articles summarizing recent contributions to the field, along the line of approximate Kalman filtering with emphasis on both its theoretical and practical aspects.
Author : Mohinder S. Grewal
Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 424 pages
Book Rating : 4.F/5 ( download)
Download or read book Kalman Filtering written by Mohinder S. Grewal and published by Wiley-Interscience. This book was released on 2001-01-16 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Disk contains: Demonstation programs and source code in MATLAB for algorithms in text.
Author : Harold Wayne Sorenson
Publisher :
ISBN 13 :
Total Pages : 472 pages
Book Rating : 4.F/5 ( download)
Download or read book Kalman Filtering written by Harold Wayne Sorenson and published by . This book was released on 1985 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mohinder S. Grewal
Publisher : John Wiley & Sons
ISBN 13 : 111898496X
Total Pages : 639 pages
Book Rating : 4.1/5 (189 download)
Download or read book Kalman Filtering written by Mohinder S. Grewal and published by John Wiley & Sons. This book was released on 2015-02-02 with total page 639 pages. Available in PDF, EPUB and Kindle. Book excerpt: The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.
Author : Bruce P. Gibbs
Publisher : John Wiley & Sons
ISBN 13 : 1118003160
Total Pages : 559 pages
Book Rating : 4.1/5 (18 download)
Download or read book Advanced Kalman Filtering, Least-Squares and Modeling written by Bruce P. Gibbs and published by John Wiley & Sons. This book was released on 2011-03-29 with total page 559 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended primarily as a handbook for engineers who must design practical systems. Its primary goal is to discuss model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions. Since it is sometimes difficult to a priori determine the best model structure, use of exploratory data analysis to define model structure is discussed. Methods for deciding on the “best” model are also presented. A second goal is to present little known extensions of least squares estimation or Kalman filtering that provide guidance on model structure and parameters, or make the estimator more robust to changes in real-world behavior. A third goal is discussion of implementation issues that make the estimator more accurate or efficient, or that make it flexible so that model alternatives can be easily compared. The fourth goal is to provide the designer/analyst with guidance in evaluating estimator performance and in determining/correcting problems. The final goal is to provide a subroutine library that simplifies implementation, and flexible general purpose high-level drivers that allow both easy analysis of alternative models and access to extensions of the basic filtering. Supplemental materials and up-to-date errata are downloadable at http://booksupport.wiley.com.
Author : Charles K. Chui
Publisher : Springer Science & Business Media
ISBN 13 : 366202666X
Total Pages : 209 pages
Book Rating : 4.6/5 (62 download)
Download or read book Kalman Filtering written by Charles K. Chui and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: In addition to making a number of minor corrections and updat ing the references, we have expanded the section on "real-time system identification" in Chapter 10 of the first edition into two sections and combined it with Chapter 8. In its place, a very brief introduction to wavelet analysis is included in Chapter 10. Although the pyramid algorithms for wavelet decompositions and reconstructions are quite different from the Kalman filtering al gorithms, they can also be applied to time-domain filtering, and it is hoped that splines and wavelets can be incorporated with Kalman filtering in the near future. College Station and Houston Charles K. Chui September 1990 Guanrong Chen Preface to the First Edition Kalman filtering is an optimal state estimation process applied to a dynamic system that involves random perturbations. More precisely, the Kalman filter gives a linear, unbiased, and min imum error variance recursive algorithm to optimally estimate the unknown state of a dynamic system from noisy data taken at discrete real-time. It has been widely used in many areas of industrial and government applications such as video and laser tracking systems, satellite navigation, ballistic missile trajectory estimation, radar, and fire control. With the recent development of high-speed computers, the Kalman filter has become more use ful even for very complicated real-time applications.
Author : Mary Joan Gennuso
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (56 download)
Download or read book The Extended Kalman Filter as a Parameter Estimator with Application to a Pharmacokinetic Example written by Mary Joan Gennuso and published by . This book was released on 1986 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
