Linear And Nonlinear Filtering For Scientists And Engineers PDF Download
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Author: Nasir Uddin Ahmed
Publisher: World Scientific
ISBN: 9814495646
Category : Mathematics
Languages : en
Pages : 273
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Book Description
The book combines both rigor and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. Many fundamental results recently discovered by the author are included. Furthermore, many results that have appeared in recent years in the literature are also presented. The most interesting feature of the book is that all the derivations of the linear filter equations given in Chapters 3-11, beginning from the classical Kalman filter presented in Chapters 3 and 5, are based on one basic principle which is fully rigorous but also very intuitive and easily understandable. The second most interesting feature is that the book provides a rigorous theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. The book also provides a strong foundation for theoretical understanding of the subject based on the theory of stochastic differential equations.
Author: Nasir Uddin Ahmed
Publisher: World Scientific
ISBN: 9814495646
Category : Mathematics
Languages : en
Pages : 273
Get Book Here
Book Description
The book combines both rigor and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. Many fundamental results recently discovered by the author are included. Furthermore, many results that have appeared in recent years in the literature are also presented. The most interesting feature of the book is that all the derivations of the linear filter equations given in Chapters 3-11, beginning from the classical Kalman filter presented in Chapters 3 and 5, are based on one basic principle which is fully rigorous but also very intuitive and easily understandable. The second most interesting feature is that the book provides a rigorous theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. The book also provides a strong foundation for theoretical understanding of the subject based on the theory of stochastic differential equations.
Author: Jitendra R. Raol
Publisher: CRC Press
ISBN: 1498745180
Category : Technology & Engineering
Languages : en
Pages : 581
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Book Description
Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A modeling-control-system approach is used when applicable, and detailed practical applications are presented to elucidate the analysis and filtering concepts. MATLAB routines are included, and examples from a wide range of engineering applications - including aerospace, automated manufacturing, robotics, and advanced control systems - are referenced throughout the text.
Author: Sueo Sugimoto
Publisher: Ohmsha, Ltd.
ISBN: 4274805026
Category : Mathematics
Languages : en
Pages : 457
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Book Description
This book covers a broad range of filter theories, algorithms, and numerical examples. The representative linear and nonlinear filters such as the Kalman filter, the steady-state Kalman filter, the H infinity filter, the extended Kalman filter, the Gaussian sum filter, the statistically linearized Kalman filter, the unscented Kalman filter, the Gaussian filter, the cubature Kalman filter are first visited. Then, the non-Gaussian filters such as the ensemble Kalman filter and the particle filters based on the sequential Bayesian filter and the sequential importance resampling are described, together with their recent advances. Moreover, the information matrix in the nonlinear filtering, the nonlinear smoother based on the Markov Chain Monte Carlo, the continuous-discrete filters, factorized filters, and nonlinear filters based on stochastic approximation method are detailed. 1 Review of the Kalman Filter and Related Filters 2 Information Matrix in Nonlinear Filtering 3 Extended Kalman Filter and Gaussian Sum Filter 4 Statistically Linearized Kalman Filter 5 The Unscented Kalman Filter 6 General Gaussian Filters and Applications 7 The Ensemble Kalman Filter 8 Particle Filter 9 Nonlinear Smoother with Markov Chain Monte Carlo 10 Continuous-Discrete Filters 11 Factorized Filters 12 Nonlinear Filters Based on Stochastic Approximation Method
Author: Ioannis Pitas
Publisher: Springer Science & Business Media
ISBN: 1475760175
Category : Technology & Engineering
Languages : en
Pages : 402
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Book Description
The function of a filter is to transform a signal into another one more suit able for a given purpose. As such, filters find applications in telecommunica tions, radar, sonar, remote sensing, geophysical signal processing, image pro cessing, and computer vision. Numerous authors have considered deterministic and statistical approaches for the study of passive, active, digital, multidimen sional, and adaptive filters. Most of the filters considered were linear although the theory of nonlinear filters is developing rapidly, as it is evident by the numerous research papers and a few specialized monographs now available. Our research interests in this area created opportunity for cooperation and co authored publications during the past few years in many nonlinear filter families described in this book. As a result of this cooperation and a visit from John Pitas on a research leave at the University of Toronto in September 1988, the idea for this book was first conceived. The difficulty in writing such a mono graph was that the area seemed fragmented and no general theory was available to encompass the many different kinds of filters presented in the literature. However, the similarities of some families of nonlinear filters and the need for such a monograph providing a broad overview of the whole area made the pro ject worthwhile. The result is the book now in your hands, typeset at the Department of Electrical Engineering of the University of Toronto during the summer of 1989.
Author: Thomas Deisboeck
Publisher: Springer Science & Business Media
ISBN: 0387335323
Category : Medical
Languages : en
Pages : 857
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Book Description
Complex Systems Science in Biomedicine Thomas S. Deisboeck and J. Yasha Kresh Complex Systems Science in Biomedicine covers the emerging field of systems science involving the application of physics, mathematics, engineering and computational methods and techniques to the study of biomedicine including nonlinear dynamics at the molecular, cellular, multi-cellular tissue, and organismic level. With all chapters helmed by leading scientists in the field, Complex Systems Science in Biomedicine's goal is to offer its audience a timely compendium of the ongoing research directed to the understanding of biological processes as whole systems instead of as isolated component parts. In Parts I & II, Complex Systems Science in Biomedicine provides a general systems thinking perspective and presents some of the fundamental theoretical underpinnings of this rapidly emerging field. Part III then follows with a multi-scaled approach, spanning from the molecular to macroscopic level, exemplified by studying such diverse areas as molecular networks and developmental processes, the immune and nervous systems, the heart, cancer and multi-organ failure. The volume concludes with Part IV that addresses methods and techniques driven in design and development by this new understanding of biomedical science. Key Topics Include: • Historic Perspectives of General Systems Thinking • Fundamental Methods and Techniques for Studying Complex Dynamical Systems • Applications from Molecular Networks to Disease Processes • Enabling Technologies for Exploration of Systems in the Life Sciences Complex Systems Science in Biomedicine is essential reading for experimental, theoretical, and interdisciplinary scientists working in the biomedical research field interested in a comprehensive overview of this rapidly emerging field. About the Editors: Thomas S. Deisboeck is currently Assistant Professor of Radiology at Massachusetts General Hospital and Harvard Medical School in Boston. An expert in interdisciplinary cancer modeling, Dr. Deisboeck is Director of the Complex Biosystems Modeling Laboratory which is part of the Harvard-MIT Martinos Center for Biomedical Imaging. J. Yasha Kresh is currently Professor of Cardiothoracic Surgery and Research Director, Professor of Medicine and Director of Cardiovascular Biophysics at the Drexel University College of Medicine. An expert in dynamical systems, he holds appointments in the School of Biomedical Engineering and Health Systems, Dept. of Mechanical Engineering and Molecular Pathobiology Program. Prof. Kresh is Fellow of the American College of Cardiology, American Heart Association, Biomedical Engineering Society, American Institute for Medical and Biological Engineering.
Author: Frank Nielsen
Publisher: Springer
ISBN: 3319470582
Category : Technology & Engineering
Languages : en
Pages : 312
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Book Description
This book focuses on the application and development of information geometric methods in the analysis, classification and retrieval of images and signals. It provides introductory chapters to help those new to information geometry and applies the theory to several applications. This area has developed rapidly over recent years, propelled by the major theoretical developments in information geometry, efficient data and image acquisition and the desire to process and interpret large databases of digital information. The book addresses both the transfer of methodology to practitioners involved in database analysis and in its efficient computational implementation.
Author: Xiao-qi Yang
Publisher: Springer Science & Business Media
ISBN: 147573333X
Category : Computers
Languages : en
Pages : 439
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Book Description
This edited book is dedicated to Professor N. U. Ahmed, a leading scholar and a renowned researcher in optimal control and optimization on the occasion of his retirement from the Department of Electrical Engineering at University of Ottawa in 1999. The contributions of this volume are in the areas of optimal control, non linear optimization and optimization applications. They are mainly the im proved and expanded versions of the papers selected from those presented in two special sessions of two international conferences. The first special session is Optimization Methods, which was organized by K. L. Teo and X. Q. Yang for the International Conference on Optimization and Variational Inequality, the City University of Hong Kong, Hong Kong, 1998. The other one is Optimal Control, which was organized byK. ~Teo and L. Caccetta for the Dynamic Control Congress, Ottawa, 1999. This volume is divided into three parts: Optimal Control; Optimization Methods; and Applications. The Optimal Control part is concerned with com putational methods, modeling and nonlinear systems. Three computational methods for solving optimal control problems are presented: (i) a regularization method for computing ill-conditioned optimal control problems, (ii) penalty function methods that appropriately handle final state equality constraints, and (iii) a multilevel optimization approach for the numerical solution of opti mal control problems. In the fourth paper, the worst-case optimal regulation involving linear time varying systems is formulated as a minimax optimal con trol problem.
Author: Constantin Volosencu
Publisher: BoD – Books on Demand
ISBN: 1838804234
Category : Science
Languages : en
Pages : 376
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Book Description
The subject matter of this book ranges from new control design methods to control theory applications in electrical and mechanical engineering and computers. The book covers certain aspects of control theory, including new methodologies, techniques, and applications. It promotes control theory in practical applications of these engineering domains and shows the way to disseminate researchers’ contributions in the field. This project presents applications that improve the properties and performance of control systems in analysis and design using a higher technical level of scientific attainment. The authors have included worked examples and case studies resulting from their research in the field. Readers will benefit from new solutions and answers to questions related to the emerging realm of control theory in engineering applications and its implementation.
Author: Andrew H. Jazwinski
Publisher: Courier Corporation
ISBN: 0486318192
Category : Science
Languages : en
Pages : 404
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Book Description
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.
Author: Honglei Xu
Publisher: Springer
ISBN: 3662434040
Category : Mathematics
Languages : en
Pages : 268
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Book Description
This book presents advances in state-of-the-art solution methods and their applications to real life practical problems in optimization, control and operations research. Contributions from world-class experts in the field are collated here in two parts, dealing first with optimization and control theory and then with techniques and applications. Topics covered in the first part include control theory on infinite dimensional Banach spaces, history-dependent inclusion and linear programming complexity theory. Chapters also explore the use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems and look at multi-objective semi-infinite optimization problems and production planning problems. In the second part, the authors address techniques and applications of optimization and control in a variety of disciplines, such as chaos synchronization, facial expression recognition and dynamic input-output economic models. Other applications considered here include image retrieval, natural earth satellites orbital transfers, snap-back repellers and modern logistic systems. Readers will learn of advances in optimization, control and operations research, as well as potential new avenues of research and development. The book will appeal to scientific researchers, mathematicians and all specialists interested in the latest advances in optimization and control.
