An Optimal Control Approximation for a Certain Class of Nonlinear Filtering Problems PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download An Optimal Control Approximation for a Certain Class of Nonlinear Filtering Problems PDF full book. Access full book title An Optimal Control Approximation for a Certain Class of Nonlinear Filtering Problems by Talal Umar Halawani. Download full books in PDF and EPUB format.
Author: Talal Umar Halawani
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 266
Get Book Here
Book Description
A new approximation technique to a certain class of nonlinear filtering problems is considered in this dissertation. The method is based on an approximation of nonlinear, partially-observable systems by a stochastic control problem with fully observable state. The filter development proceeds from the assumption that the unobservables are conditionally Gaussian with respect to the observations initially. The concepts of both conditionally Gaussian processes and an optimal-control approach to filtering are utilized in the filter development. A two-step, nonlinear, recursive estimation procedure (TNF), compatible with the logical structure of the optimal mean-square estimator, generates a finite-dimensional, nonlinear filter with improved characteristics over most of the traditional methods. Moreover, a "close" (in the mean-square sense) approximation model for the original system will be generated as well. In general the nonlinear filtering problem does not have a finite-dimensional recursive synthesis. Thus, the proposed technique may expand the range of practical problems that can be handled by nonlinear filtering. A detailed derivation for the filter with global property is presented. Extension of the results to largescale nonlinear systems is accomplished by incorporating a novel decomposition scheme in the filter design. Application of the developed filter to a scalar nonlinear system which lacks model "smoothness" is presented in [K2]. Application of the derived multi-dimensional filtering algorithm to two low-order, nonlinear tracking problems according to a global criterion and a local-time criterion respectively are presented. Also, a comparison with traditional methods, such as the popular Extended-Kalman Filter (EKE), are given via digital-computer simulation to demonstrate the effectiveness of the obtained results.
Author: Talal Umar Halawani
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 266
Get Book Here
Book Description
A new approximation technique to a certain class of nonlinear filtering problems is considered in this dissertation. The method is based on an approximation of nonlinear, partially-observable systems by a stochastic control problem with fully observable state. The filter development proceeds from the assumption that the unobservables are conditionally Gaussian with respect to the observations initially. The concepts of both conditionally Gaussian processes and an optimal-control approach to filtering are utilized in the filter development. A two-step, nonlinear, recursive estimation procedure (TNF), compatible with the logical structure of the optimal mean-square estimator, generates a finite-dimensional, nonlinear filter with improved characteristics over most of the traditional methods. Moreover, a "close" (in the mean-square sense) approximation model for the original system will be generated as well. In general the nonlinear filtering problem does not have a finite-dimensional recursive synthesis. Thus, the proposed technique may expand the range of practical problems that can be handled by nonlinear filtering. A detailed derivation for the filter with global property is presented. Extension of the results to largescale nonlinear systems is accomplished by incorporating a novel decomposition scheme in the filter design. Application of the developed filter to a scalar nonlinear system which lacks model "smoothness" is presented in [K2]. Application of the derived multi-dimensional filtering algorithm to two low-order, nonlinear tracking problems according to a global criterion and a local-time criterion respectively are presented. Also, a comparison with traditional methods, such as the popular Extended-Kalman Filter (EKE), are given via digital-computer simulation to demonstrate the effectiveness of the obtained results.
Author: Talal Umar Halawani
Publisher:
ISBN:
Category :
Languages : en
Pages : 43
Get Book Here
Book Description
A new approximation technique to a certain class of nonlinear filtering problems is considered. The method is based on an approximation of nonlinear, partially observable systems by a stochastic control problem with fully observable state. The filter development proceeds from the assumption that the unobservables are conditionally Gaussian with respect to the observations initially. The concepts of both conditionally Gaussian processes and an optimal-control approach to filtering are utilized in the filter development. A two-step, nonlinear, recursive estimation procedure (TNF), compatible with the logical structure of the optimal mean-square estimator, generates a finite-dimensional, nonlinear filter with improved characteristics over most of the traditional methods. Moreover, a close (in the mean-square sense) approximation for the original system will be generated as well. In general the nonlinear filtering problem does not have a finite-dimensional recursive synthesis. Thus, the proposed technique may expand the range of practical problems that can be handled by nonlinear filtering. Application of the derived multi-dimensional filtering algorithm to two low-order, nonlinear tracking problems according to a global criterion and a local-time criterion respectively are presented.
Author:
Publisher: Elsevier
ISBN: 0080956262
Category : Mathematics
Languages : en
Pages : 204
Get Book Here
Book Description
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression. - Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 400
Get Book Here
Book Description
Author: Kushner
Publisher: Academic Press
ISBN: 0080956386
Category : Computers
Languages : en
Pages : 263
Get Book Here
Book Description
Probability Methods for Approximations in Stochastic Control and for Elliptic Equations
Author: Bing Yang
Publisher:
ISBN:
Category : Mathematical analysis
Languages : en
Pages : 254
Get Book Here
Book Description
Author: Harold Kushner
Publisher: Springer Science & Business Media
ISBN: 146130007X
Category : Mathematics
Languages : en
Pages : 480
Get Book Here
Book Description
Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.
Author:
Publisher: Academic Press
ISBN: 0080955681
Category : Mathematics
Languages : en
Pages : 253
Get Book Here
Book Description
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression. - Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering
Author: N.K. Sinha
Publisher: Elsevier
ISBN: 1483298078
Category : Technology & Engineering
Languages : en
Pages : 533
Get Book Here
Book Description
Stochastic control, the control of random processes, has become increasingly more important to the systems analyst and engineer. The Second IFAC Symposium on Stochastic Control represents current thinking on all aspects of stochastic control, both theoretical and practical, and as such represents a further advance in the understanding of such systems.
Author: Gerry E. Hendershot
Publisher:
ISBN: 9780840602220
Category : Birth control
Languages : en
Pages : 982
Get Book Here
Book Description
The 1982 statistics on the use of family planning and infertility services presented in this report are preliminary results from Cycle III of the National Survey of Family Growth (NSFG), conducted by the National Center for Health Statistics. Data were collected through personal interviews with a multistage area probability sample of 7969 women aged 15-44. A detailed series of questions was asked to obtain relatively complete estimates of the extent and type of family planning services received. Statistics on family planning services are limited to women who were able to conceive 3 years before the interview date. Overall, 79% of currently mrried nonsterile women reported using some type of family planning service during the previous 3 years. There were no statistically significant differences between white (79%), black (75%) or Hispanic (77%) wives, or between the 2 income groups. The 1982 survey questions were more comprehensive than those of earlier cycles of the survey. The annual rate of visits for family planning services in 1982 was 1077 visits /1000 women. Teenagers had the highest annual visit rate (1581/1000) of any age group for all sources of family planning services combined. Visit rates declined sharply with age from 1447 at ages 15-24 to 479 at ages 35-44. Similar declines with age also were found in the visit rates for white and black women separately. Nevertheless, the annual visit rate for black women (1334/1000) was significantly higher than that for white women (1033). The highest overall visit rate was for black women 15-19 years of age (1867/1000). Nearly 2/3 of all family planning visits were to private medical sources. Teenagers of all races had higher family planning service visit rates to clinics than to private medical sources, as did black women age 15-24. White women age 20 and older had higher visit rates to private medical services than to clinics. Never married women had higher visit rates to clinics than currently or formerly married women. Data were also collected in 1982 on use of medical services for infertility by women who had difficulty in conceiving or carrying a pregnancy to term. About 1 million ever married women had 1 or more infertility visits in the 12 months before the interview. During the 3 years before interview, about 1.9 million women had infertility visits. For all ever married women, as well as for white and black women separately, infertility services were more likely to be secured from private medical sources than from clinics. The survey design, reliability of the estimates and the terms used are explained in the technical notes.
