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Author: Harry L. Van Trees
Publisher: Wiley-IEEE Press
ISBN: 9780470120958
Category : Technology & Engineering
Languages : en
Pages : 951
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Book Description
The first comprehensive development of Bayesian Bounds for parameter estimation and nonlinear filtering/tracking Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communications, seismology, and medical diagnosis. There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds. This book provides a comprehensive overview of the state of the art in Bayesian Bounds. It addresses two related problems: the estimation of multiple parameters based on noisy measurements and the estimation of random processes, either continuous or discrete, based on noisy measurements. An extensive introductory chapter provides an overview of Bayesian estimation and the interrelationship and applicability of the various Bayesian Bounds for both static parameters and random processes. It provides the context for the collection of papers that are included. This book will serve as a comprehensive reference for engineers and statisticians interested in both theory and application. It is also suitable as a text for a graduate seminar or as a supplementary reference for an estimation theory course.
Author: Harry L. Van Trees
Publisher: Wiley-IEEE Press
ISBN: 9780470120958
Category : Technology & Engineering
Languages : en
Pages : 951
Get Book Here
Book Description
The first comprehensive development of Bayesian Bounds for parameter estimation and nonlinear filtering/tracking Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communications, seismology, and medical diagnosis. There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds. This book provides a comprehensive overview of the state of the art in Bayesian Bounds. It addresses two related problems: the estimation of multiple parameters based on noisy measurements and the estimation of random processes, either continuous or discrete, based on noisy measurements. An extensive introductory chapter provides an overview of Bayesian estimation and the interrelationship and applicability of the various Bayesian Bounds for both static parameters and random processes. It provides the context for the collection of papers that are included. This book will serve as a comprehensive reference for engineers and statisticians interested in both theory and application. It is also suitable as a text for a graduate seminar or as a supplementary reference for an estimation theory course.
Author: Peyman Setoodeh
Publisher: John Wiley & Sons
ISBN: 1118835816
Category : Technology & Engineering
Languages : en
Pages : 308
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Book Description
NONLINEAR FILTERS Discover the utility of using deep learning and (deep) reinforcement learning in deriving filtering algorithms with this insightful and powerful new resource Nonlinear Filters: Theory and Applications delivers an insightful view on state and parameter estimation by merging ideas from control theory, statistical signal processing, and machine learning. Taking an algorithmic approach, the book covers both classic and machine learning-based filtering algorithms. Readers of Nonlinear Filters will greatly benefit from the wide spectrum of presented topics including stability, robustness, computability, and algorithmic sufficiency. Readers will also enjoy: Organization that allows the book to act as a stand-alone, self-contained reference A thorough exploration of the notion of observability, nonlinear observers, and the theory of optimal nonlinear filtering that bridges the gap between different science and engineering disciplines A profound account of Bayesian filters including Kalman filter and its variants as well as particle filter A rigorous derivation of the smooth variable structure filter as a predictor-corrector estimator formulated based on a stability theorem, used to confine the estimated states within a neighborhood of their true values A concise tutorial on deep learning and reinforcement learning A detailed presentation of the expectation maximization algorithm and its machine learning-based variants, used for joint state and parameter estimation Guidelines for constructing nonparametric Bayesian models from parametric ones Perfect for researchers, professors, and graduate students in engineering, computer science, applied mathematics, and artificial intelligence, Nonlinear Filters: Theory and Applications will also earn a place in the libraries of those studying or practicing in fields involving pandemic diseases, cybersecurity, information fusion, augmented reality, autonomous driving, urban traffic network, navigation and tracking, robotics, power systems, hybrid technologies, and finance.
Author: Lawrence D. Stone
Publisher: Artech House
ISBN: 1608075532
Category : Technology & Engineering
Languages : en
Pages : 315
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Book Description
This second edition has undergone substantial revision from the 1999 first edition, recognizing that a lot has changed in the multiple target tracking field. One of the most dramatic changes is in the widespread use of particle filters to implement nonlinear, non-Gaussian Bayesian trackers. This book views multiple target tracking as a Bayesian inference problem. Within this framework it develops the theory of single target tracking, multiple target tracking, and likelihood ratio detection and tracking. In addition to providing a detailed description of a basic particle filter that implements the Bayesian single target recursion, this resource provides numerous examples that involve the use of particle filters. With these examples illustrating the developed concepts, algorithms, and approaches -- the book helps radar engineers develop tracking solutions when observations are non-linear functions of target state, when the target state distributions or measurement error distributions are not Gaussian, in low data rate and low signal to noise ratio situations, and when notions of contact and association are merged or unresolved among more than one target.
Author: Mahendra Mallick
Publisher: John Wiley & Sons
ISBN: 1118450566
Category : Technology & Engineering
Languages : en
Pages : 569
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Book Description
A unique guide to the state of the art of tracking, classification, and sensor management This book addresses the tremendous progress made over the last few decades in algorithm development and mathematical analysis for filtering, multi-target multi-sensor tracking, sensor management and control, and target classification. It provides for the first time an integrated treatment of these advanced topics, complete with careful mathematical formulation, clear description of the theory, and real-world applications. Written by experts in the field, Integrated Tracking, Classification, and Sensor Management provides readers with easy access to key Bayesian modeling and filtering methods, multi-target tracking approaches, target classification procedures, and large scale sensor management problem-solving techniques. Features include: An accessible coverage of random finite set based multi-target filtering algorithms such as the Probability Hypothesis Density filters and multi-Bernoulli filters with focus on problem solving A succinct overview of the track-oriented MHT that comprehensively collates all significant developments in filtering and tracking A state-of-the-art algorithm for hybrid Bayesian network (BN) inference that is efficient and scalable for complex classification models New structural results in stochastic sensor scheduling and algorithms for dynamic sensor scheduling and management Coverage of the posterior Cramer-Rao lower bound (PCRLB) for target tracking and sensor management Insight into cutting-edge military and civilian applications, including intelligence, surveillance, and reconnaissance (ISR) With its emphasis on the latest research results, Integrated Tracking, Classification, and Sensor Management is an invaluable guide for researchers and practitioners in statistical signal processing, radar systems, operations research, and control theory.
Author: Anton J. Haug
Publisher: John Wiley & Sons
ISBN: 1118287800
Category : Mathematics
Languages : en
Pages : 400
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Book Description
A practical approach to estimating and tracking dynamic systems in real-worl applications Much of the literature on performing estimation for non-Gaussian systems is short on practical methodology, while Gaussian methods often lack a cohesive derivation. Bayesian Estimation and Tracking addresses the gap in the field on both accounts, providing readers with a comprehensive overview of methods for estimating both linear and nonlinear dynamic systems driven by Gaussian and non-Gaussian noices. Featuring a unified approach to Bayesian estimation and tracking, the book emphasizes the derivation of all tracking algorithms within a Bayesian framework and describes effective numerical methods for evaluating density-weighted integrals, including linear and nonlinear Kalman filters for Gaussian-weighted integrals and particle filters for non-Gaussian cases. The author first emphasizes detailed derivations from first principles of eeach estimation method and goes on to use illustrative and detailed step-by-step instructions for each method that makes coding of the tracking filter simple and easy to understand. Case studies are employed to showcase applications of the discussed topics. In addition, the book supplies block diagrams for each algorithm, allowing readers to develop their own MATLAB® toolbox of estimation methods. Bayesian Estimation and Tracking is an excellent book for courses on estimation and tracking methods at the graduate level. The book also serves as a valuable reference for research scientists, mathematicians, and engineers seeking a deeper understanding of the topics.
Author: Simo Särkkä
Publisher: Cambridge University Press
ISBN: 110703065X
Category : Computers
Languages : en
Pages : 255
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Book Description
A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.
Author: Wolfgang Koch
Publisher: Springer Science & Business Media
ISBN: 3642392717
Category : Technology & Engineering
Languages : en
Pages : 261
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Book Description
Sensor Data Fusion is the process of combining incomplete and imperfect pieces of mutually complementary sensor information in such a way that a better understanding of an underlying real-world phenomenon is achieved. Typically, this insight is either unobtainable otherwise or a fusion result exceeds what can be produced from a single sensor output in accuracy, reliability, or cost. This book provides an introduction Sensor Data Fusion, as an information technology as well as a branch of engineering science and informatics. Part I presents a coherent methodological framework, thus providing the prerequisites for discussing selected applications in Part II of the book. The presentation mirrors the author's views on the subject and emphasizes his own contributions to the development of particular aspects. With some delay, Sensor Data Fusion is likely to develop along lines similar to the evolution of another modern key technology whose origin is in the military domain, the Internet. It is the author's firm conviction that until now, scientists and engineers have only scratched the surface of the vast range of opportunities for research, engineering, and product development that still waits to be explored: the Internet of the Sensors.
Author: Mats Viberg
Publisher: Academic Press
ISBN: 0124116213
Category : Technology & Engineering
Languages : en
Pages : 1013
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Book Description
This third volume, edited and authored by world leading experts, gives a review of the principles, methods and techniques of important and emerging research topics and technologies in array and statistical signal processing. With this reference source you will: - Quickly grasp a new area of research - Understand the underlying principles of a topic and its application - Ascertain how a topic relates to other areas and learn of the research issues yet to be resolved - Quick tutorial reviews of important and emerging topics of research in array and statistical signal processing - Presents core principles and shows their application - Reference content on core principles, technologies, algorithms and applications - Comprehensive references to journal articles and other literature on which to build further, more specific and detailed knowledge - Edited by leading people in the field who, through their reputation, have been able to commission experts to write on a particular topic
Author: Harry L. Van Trees
Publisher: John Wiley & Sons
ISBN: 0470542969
Category : Technology & Engineering
Languages : en
Pages : 1188
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Book Description
Originally published in 1968, Harry Van Trees’s Detection, Estimation, and Modulation Theory, Part I is one of the great time-tested classics in the field of signal processing. Highly readable and practically organized, it is as imperative today for professionals, researchers, and students in optimum signal processing as it was over thirty years ago. The second edition is a thorough revision and expansion almost doubling the size of the first edition and accounting for the new developments thus making it again the most comprehensive and up-to-date treatment of the subject. With a wide range of applications such as radar, sonar, communications, seismology, biomedical engineering, and radar astronomy, among others, the important field of detection and estimation has rarely been given such expert treatment as it is here. Each chapter includes section summaries, realistic examples, and a large number of challenging problems that provide excellent study material. This volume which is Part I of a set of four volumes is the most important and widely used textbook and professional reference in the field.
Author: Mao, Guoqiang
Publisher: IGI Global
ISBN: 1605663972
Category : Computers
Languages : en
Pages : 526
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Book Description
Wireless localization techniques are an area that has attracted interest from both industry and academia, with self-localization capability providing a highly desirable characteristic of wireless sensor networks. Localization Algorithms and Strategies for Wireless Sensor Networks encompasses the significant and fast growing area of wireless localization techniques. This book provides comprehensive and up-to-date coverage of topics and fundamental theories underpinning measurement techniques and localization algorithms. A useful compilation for academicians, researchers, and practitioners, this Premier Reference Source contains relevant references and the latest studies emerging out of the wireless sensor network field.
