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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: 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: Zhongliang Jing
Publisher: Springer
ISBN: 3319907166
Category : Computers
Languages : en
Pages : 346
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Book Description
This book gives a concise and comprehensive overview of non-cooperative target tracking, fusion and control. Focusing on algorithms rather than theories for non-cooperative targets including air and space-borne targets, this work explores a number of advanced techniques, including Gaussian mixture cardinalized probability hypothesis density (CPHD) filter, optimization on manifold, construction of filter banks and tight frames, structured sparse representation, and others. Containing a variety of illustrative and computational examples, Non-cooperative Target Tracking, Fusion and Control will be useful for students as well as engineers with an interest in information fusion, aerospace applications, radar data processing and remote sensing.
Author: Joan Martí
Publisher: Springer Science & Business Media
ISBN: 3540728465
Category : Computer graphics
Languages : en
Pages : 642
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Book Description
Author: Bin Jia
Publisher: CRC Press
ISBN: 1351757407
Category : Mathematics
Languages : en
Pages : 198
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Book Description
Grid-based Nonlinear Estimation and its Applications presents new Bayesian nonlinear estimation techniques developed in the last two decades. Grid-based estimation techniques are based on efficient and precise numerical integration rules to improve performance of the traditional Kalman filtering based estimation for nonlinear and uncertainty dynamic systems. The unscented Kalman filter, Gauss-Hermite quadrature filter, cubature Kalman filter, sparse-grid quadrature filter, and many other numerical grid-based filtering techniques have been introduced and compared in this book. Theoretical analysis and numerical simulations are provided to show the relationships and distinct features of different estimation techniques. To assist the exposition of the filtering concept, preliminary mathematical review is provided. In addition, rather than merely considering the single sensor estimation, multiple sensor estimation, including the centralized and decentralized estimation, is included. Different decentralized estimation strategies, including consensus, diffusion, and covariance intersection, are investigated. Diverse engineering applications, such as uncertainty propagation, target tracking, guidance, navigation, and control, are presented to illustrate the performance of different grid-based estimation techniques.
Author: Jianglong Yu
Publisher: Springer Nature
ISBN: 9819733324
Category :
Languages : en
Pages : 700
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Book Description
Author: Nicolas Chopin
Publisher: Springer Nature
ISBN: 3030478459
Category : Mathematics
Languages : en
Pages : 378
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Book Description
This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. These methods have become a staple for the sequential analysis of data in such diverse fields as signal processing, epidemiology, machine learning, population ecology, quantitative finance, and robotics. The coverage is comprehensive, ranging from the underlying theory to computational implementation, methodology, and diverse applications in various areas of science. This is achieved by describing SMC algorithms as particular cases of a general framework, which involves concepts such as Feynman-Kac distributions, and tools such as importance sampling and resampling. This general framework is used consistently throughout the book. Extensive coverage is provided on sequential learning (filtering, smoothing) of state-space (hidden Markov) models, as this remains an important application of SMC methods. More recent applications, such as parameter estimation of these models (through e.g. particle Markov chain Monte Carlo techniques) and the simulation of challenging probability distributions (in e.g. Bayesian inference or rare-event problems), are also discussed. The book may be used either as a graduate text on Sequential Monte Carlo methods and state-space modeling, or as a general reference work on the area. Each chapter includes a set of exercises for self-study, a comprehensive bibliography, and a “Python corner,” which discusses the practical implementation of the methods covered. In addition, the book comes with an open source Python library, which implements all the algorithms described in the book, and contains all the programs that were used to perform the numerical experiments.
Author: Chingiz Hajiyev
Publisher: CRC Press
ISBN: 1351248812
Category : Technology & Engineering
Languages : en
Pages : 305
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Book Description
Small satellites use commercial off-the-shelf sensors and actuators for attitude determination and control (ADC) to reduce the cost. These sensors and actuators are usually not as robust as the available, more expensive, space-proven equipment. As a result, the ADC system of small satellites is more vulnerable to any fault compared to a system for larger competitors. This book aims to present useful solutions for fault tolerance in ADC systems of small satellites. The contents of the book can be divided into two categories: fault tolerant attitude filtering algorithms for small satellites and sensor calibration methods to compensate the sensor errors. MATLAB® will be used to demonstrate simulations. Presents fault tolerant attitude estimation algorithms for small satellites with an emphasis on algorithms’ practicability and applicability Incorporates fundamental knowledge about the attitude determination methods at large Discusses comprehensive information about attitude sensors for small satellites Reviews calibration algorithms for small satellite magnetometers with simulated examples Supports theory with MATLAB simulation results which can be easily understood by individuals without a comprehensive background in this field Covers up-to-date discussions for small satellite attitude systems design Dr. Chingiz Hajiyev is a professor at the Faculty of Aeronautics and Astronautics, Istanbul Technical University (Istanbul, Turkey). Dr. Halil Ersin Soken is an assistant professor at the Aerospace Engineering Department, Middle East Technical University (Ankara, Turkey).
Author: Mousmi Ajay Chaurasia
Publisher: Springer Nature
ISBN: 9811929408
Category : Computers
Languages : en
Pages : 327
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Book Description
This book presents the applications of future technologies to overcome the toughest humanitarian challenges from an engineering approach. COVID-19, a worldwide pandemic, has limited many physical operational areas and at the same time has motivated to uplift the initiative to digitalize the world. Society is facing ever more intense and protracted humanitarian crises, and as a result, the global community is pressed to find new ways to help people and communities in need. This interdisciplinary book highlights the exchange of relevant trends and research results as well as the presentation of practical experiences gained while developing and testing elements of technology enhanced learning experiences with the help of emerging technologies like IT/ICT, AI, ML, edge computing, robotics automation, 5G for the betterment of humanity. It highlights the analytics and optimization issues impacting society and technology for example on security, sustainability, identity, inclusion, working life, corporate and community welfare, and well-being of people to create a secure tomorrow.
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 702
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Book Description
