Measurement Data Modeling and Parameter Estimation

Measurement Data Modeling and Parameter Estimation PDF Author: Zhengming Wang
Publisher: CRC Press
ISBN: 1439853789
Category : Mathematics
Languages : en
Pages : 556

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Book Description
Measurement Data Modeling and Parameter Estimation integrates mathematical theory with engineering practice in the field of measurement data processing. Presenting the first-hand insights and experiences of the authors and their research group, it summarizes cutting-edge research to facilitate the application of mathematical theory in measurement and control engineering, particularly for those interested in aeronautics, astronautics, instrumentation, and economics. Requiring a basic knowledge of linear algebra, computing, and probability and statistics, the book illustrates key lessons with tables, examples, and exercises. It emphasizes the mathematical processing methods of measurement data and avoids the derivation procedures of specific formulas to help readers grasp key points quickly and easily. Employing the theories and methods of parameter estimation as the fundamental analysis tool, this reference: Introduces the basic concepts of measurements and errors Applies ideas from mathematical branches, such as numerical analysis and statistics, to the modeling and processing of measurement data Examines methods of regression analysis that are closely related to the mathematical processing of dynamic measurement data Covers Kalman filtering with colored noises and its applications Converting time series models into problems of parameter estimation, the authors discuss modeling methods for the true signals to be estimated as well as systematic errors. They provide comprehensive coverage that includes model establishment, parameter estimation, abnormal data detection, hypothesis tests, systematic errors, trajectory parameters, and modeling of radar measurement data. Although the book is based on the authors’ research and teaching experience in aeronautics and astronautics data processing, the theories and methods introduced are applicable to processing dynamic measurement data across a wide range of fields.

Measurement Data Modeling and Parameter Estimation

Measurement Data Modeling and Parameter Estimation PDF Author: Zhengming Wang
Publisher: CRC Press
ISBN: 1439853789
Category : Mathematics
Languages : en
Pages : 556

Get Book Here

Book Description
Measurement Data Modeling and Parameter Estimation integrates mathematical theory with engineering practice in the field of measurement data processing. Presenting the first-hand insights and experiences of the authors and their research group, it summarizes cutting-edge research to facilitate the application of mathematical theory in measurement and control engineering, particularly for those interested in aeronautics, astronautics, instrumentation, and economics. Requiring a basic knowledge of linear algebra, computing, and probability and statistics, the book illustrates key lessons with tables, examples, and exercises. It emphasizes the mathematical processing methods of measurement data and avoids the derivation procedures of specific formulas to help readers grasp key points quickly and easily. Employing the theories and methods of parameter estimation as the fundamental analysis tool, this reference: Introduces the basic concepts of measurements and errors Applies ideas from mathematical branches, such as numerical analysis and statistics, to the modeling and processing of measurement data Examines methods of regression analysis that are closely related to the mathematical processing of dynamic measurement data Covers Kalman filtering with colored noises and its applications Converting time series models into problems of parameter estimation, the authors discuss modeling methods for the true signals to be estimated as well as systematic errors. They provide comprehensive coverage that includes model establishment, parameter estimation, abnormal data detection, hypothesis tests, systematic errors, trajectory parameters, and modeling of radar measurement data. Although the book is based on the authors’ research and teaching experience in aeronautics and astronautics data processing, the theories and methods introduced are applicable to processing dynamic measurement data across a wide range of fields.

Measurement Data Modeling and Parameter Estimation

Measurement Data Modeling and Parameter Estimation PDF Author: Zhengming Wang
Publisher: CRC Press
ISBN: 1439853797
Category : Computers
Languages : en
Pages : 540

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Book Description
This book discusses the theories, methods, and application techniques of the measurement data mathematical modeling and parameter estimation. It seeks to build a bridge between mathematical theory and engineering practice in the measurement data processing field so theoretical researchers and technical engineers can communicate. It is organized with abundant materials, such as illustrations, tables, examples, and exercises. The authors create examples to apply mathematical theory innovatively to measurement and control engineering. Not only does this reference provide theoretical knowledge, it provides information on first hand experiences.

Modelling and Parameter Estimation of Dynamic Systems

Modelling and Parameter Estimation of Dynamic Systems PDF Author: J.R. Raol
Publisher: IET
ISBN: 0863413633
Category : Mathematics
Languages : en
Pages : 405

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Book Description
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.

Data Modeling for Metrology and Testing in Measurement Science

Data Modeling for Metrology and Testing in Measurement Science PDF Author: Franco Pavese
Publisher: Modeling and Simulation in Science, Engineering and Technology
ISBN:
Category : Computers
Languages : en
Pages : 520

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Book Description
This book provide a comprehensive set of modeling methods for data and uncertainty analysis, taking readers beyond mainstream methods and focusing on techniques with a broad range of real-world applications. The book will be useful as a textbook for graduate students, or as a training manual in the fields of calibration and testing. The work may also serve as a reference for metrologists, mathematicians, statisticians, software engineers, chemists, and other practitioners with a general interest in measurement science.

Propagation Channel Characterization, Parameter Estimation, and Modeling for Wireless Communications

Propagation Channel Characterization, Parameter Estimation, and Modeling for Wireless Communications PDF Author: Xuefeng Yin
Publisher: John Wiley & Sons
ISBN: 1118188233
Category : Technology & Engineering
Languages : en
Pages : 418

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Book Description
A comprehensive reference giving a thorough explanation of propagation mechanisms, channel characteristics results, measurement approaches and the modelling of channels Thoroughly covering channel characteristics and parameters, this book provides the knowledge needed to design various wireless systems, such as cellular communication systems, RFID and ad hoc wireless communication systems. It gives a detailed introduction to aspects of channels before presenting the novel estimation and modelling techniques which can be used to achieve accurate models. To systematically guide readers through the topic, the book is organised in three distinct parts. The first part covers the fundamentals of the characterization of propagation channels, including the conventional single-input single-output (SISO) propagation channel characterization as well as its extension to multiple-input multiple-output (MIMO) cases. Part two focuses on channel measurements and channel data post-processing. Wideband channel measurements are introduced, including the equipment, technology and advantages and disadvantages of different data acquisition schemes. The channel parameter estimation methods are then presented, which include conventional spectral-based estimation, the specular-path-model based high-resolution method, and the newly derived power spectrum estimation methods. Measurement results are used to compare the performance of the different estimation methods. The third part gives a complete introduction to different modelling approaches. Among them, both scattering theoretical channel modelling and measurement-based channel modelling approaches are detailed. This part also approaches how to utilize these two modelling approaches to investigate wireless channels for conventional cellular systems and some new emerging communication systems. This three-part approach means the book caters for the requirements of the audiences at different levels, including readers needing introductory knowledge, engineers who are looking for more advanced understanding, and expert researchers in wireless system design as a reference. Presents technical explanations, illustrated with examples of the theory in practice Discusses results applied to 4G communication systems and other emerging communication systems, such as relay, CoMP, and vehicle-to-vehicle rapid time-variant channels Can be used as comprehensive tutorial for students or a complete reference for engineers in industry Includes selected illustrations in color Program downloads available for readers Companion website with program downloads for readers and presentation slides and solution manual for instructors Essential reading for Graduate students and researchers interested in the characteristics of propagation channel, or who work in areas related to physical layer architectures, air interfaces, navigation, and wireless sensing

Inverse Problem Theory and Methods for Model Parameter Estimation

Inverse Problem Theory and Methods for Model Parameter Estimation PDF Author: Albert Tarantola
Publisher: SIAM
ISBN: 9780898717921
Category : Mathematics
Languages : en
Pages : 349

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Book Description
While the prediction of observations is a forward problem, the use of actual observations to infer the properties of a model is an inverse problem. Inverse problems are difficult because they may not have a unique solution. The description of uncertainties plays a central role in the theory, which is based on probability theory. This book proposes a general approach that is valid for linear as well as for nonlinear problems. The philosophy is essentially probabilistic and allows the reader to understand the basic difficulties appearing in the resolution of inverse problems. The book attempts to explain how a method of acquisition of information can be applied to actual real-world problems, and many of the arguments are heuristic.

Parameter Estimation and Inverse Problems

Parameter Estimation and Inverse Problems PDF Author: Richard C. Aster
Publisher: Elsevier
ISBN: 0128134232
Category : Science
Languages : en
Pages : 406

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Book Description
Parameter Estimation and Inverse Problems, Third Edition, is structured around a course at New Mexico Tech and is designed to be accessible to typical graduate students in the physical sciences who do not have an extensive mathematical background. The book is complemented by a companion website that includes MATLAB codes that correspond to examples that are illustrated with simple, easy to follow problems that illuminate the details of particular numerical methods. Updates to the new edition include more discussions of Laplacian smoothing, an expansion of basis function exercises, the addition of stochastic descent, an improved presentation of Fourier methods and exercises, and more. - Features examples that are illustrated with simple, easy to follow problems that illuminate the details of a particular numerical method - Includes an online instructor's guide that helps professors teach and customize exercises and select homework problems - Covers updated information on adjoint methods that are presented in an accessible manner

Classification, Parameter Estimation and State Estimation

Classification, Parameter Estimation and State Estimation PDF Author: Ferdinand van der Heijden
Publisher: John Wiley & Sons
ISBN: 0470090146
Category : Science
Languages : en
Pages : 440

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Book Description
Classification, Parameter Estimation and State Estimation is a practical guide for data analysts and designers of measurement systems and postgraduates students that are interested in advanced measurement systems using MATLAB. 'Prtools' is a powerful MATLAB toolbox for pattern recognition and is written and owned by one of the co-authors, B. Duin of the Delft University of Technology. After an introductory chapter, the book provides the theoretical construction for classification, estimation and state estimation. The book also deals with the skills required to bring the theoretical concepts to practical systems, and how to evaluate these systems. Together with the many examples in the chapters, the book is accompanied by a MATLAB toolbox for pattern recognition and classification. The appendix provides the necessary documentation for this toolbox as well as an overview of the most useful functions from these toolboxes. With its integrated and unified approach to classification, parameter estimation and state estimation, this book is a suitable practical supplement in existing university courses in pattern classification, optimal estimation and data analysis. Covers all contemporary main methods for classification and estimation. Integrated approach to classification, parameter estimation and state estimation Highlights the practical deployment of theoretical issues. Provides a concise and practical approach supported by MATLAB toolbox. Offers exercises at the end of each chapter and numerous worked out examples. PRtools toolbox (MATLAB) and code of worked out examples available from the internet Many examples showing implementations in MATLAB Enables students to practice their skills using a MATLAB environment

Propagation Channel Characterization, Parameter Estimation, and Modeling for Wireless Communications

Propagation Channel Characterization, Parameter Estimation, and Modeling for Wireless Communications PDF Author: Xuefeng Yin
Publisher: John Wiley & Sons
ISBN: 1118188268
Category : Technology & Engineering
Languages : en
Pages : 499

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Book Description
A comprehensive reference giving a thorough explanation of propagation mechanisms, channel characteristics results, measurement approaches and the modelling of channels Thoroughly covering channel characteristics and parameters, this book provides the knowledge needed to design various wireless systems, such as cellular communication systems, RFID and ad hoc wireless communication systems. It gives a detailed introduction to aspects of channels before presenting the novel estimation and modelling techniques which can be used to achieve accurate models. To systematically guide readers through the topic, the book is organised in three distinct parts. The first part covers the fundamentals of the characterization of propagation channels, including the conventional single-input single-output (SISO) propagation channel characterization as well as its extension to multiple-input multiple-output (MIMO) cases. Part two focuses on channel measurements and channel data post-processing. Wideband channel measurements are introduced, including the equipment, technology and advantages and disadvantages of different data acquisition schemes. The channel parameter estimation methods are then presented, which include conventional spectral-based estimation, the specular-path-model based high-resolution method, and the newly derived power spectrum estimation methods. Measurement results are used to compare the performance of the different estimation methods. The third part gives a complete introduction to different modelling approaches. Among them, both scattering theoretical channel modelling and measurement-based channel modelling approaches are detailed. This part also approaches how to utilize these two modelling approaches to investigate wireless channels for conventional cellular systems and some new emerging communication systems. This three-part approach means the book caters for the requirements of the audiences at different levels, including readers needing introductory knowledge, engineers who are looking for more advanced understanding, and expert researchers in wireless system design as a reference. Presents technical explanations, illustrated with examples of the theory in practice Discusses results applied to 4G communication systems and other emerging communication systems, such as relay, CoMP, and vehicle-to-vehicle rapid time-variant channels Can be used as comprehensive tutorial for students or a complete reference for engineers in industry Includes selected illustrations in color Program downloads available for readers Companion website with program downloads for readers and presentation slides and solution manual for instructors Essential reading for Graduate students and researchers interested in the characteristics of propagation channel, or who work in areas related to physical layer architectures, air interfaces, navigation, and wireless sensing

State-Space Methods for Time Series Analysis

State-Space Methods for Time Series Analysis PDF Author: Jose Casals
Publisher: CRC Press
ISBN: 131536025X
Category : Mathematics
Languages : en
Pages : 286

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Book Description
The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort nonstandard situations, such as observation errors, aggregation constraints, or missing in-sample values. Exploring the advantages of this approach, State-Space Methods for Time Series Analysis: Theory, Applications and Software presents many computational procedures that can be applied to a previously specified linear model in state-space form. After discussing the formulation of the state-space model, the book illustrates the flexibility of the state-space representation and covers the main state estimation algorithms: filtering and smoothing. It then shows how to compute the Gaussian likelihood for unknown coefficients in the state-space matrices of a given model before introducing subspace methods and their application. It also discusses signal extraction, describes two algorithms to obtain the VARMAX matrices corresponding to any linear state-space model, and addresses several issues relating to the aggregation and disaggregation of time series. The book concludes with a cross-sectional extension to the classical state-space formulation in order to accommodate longitudinal or panel data. Missing data is a common occurrence here, and the book explains imputation procedures necessary to treat missingness in both exogenous and endogenous variables. Web Resource The authors’ E4 MATLAB® toolbox offers all the computational procedures, administrative and analytical functions, and related materials for time series analysis. This flexible, powerful, and free software tool enables readers to replicate the practical examples in the text and apply the procedures to their own work.