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Author: Venkatarama Krishnan
Publisher: Courier Corporation
ISBN: 0486441644
Category : Science
Languages : en
Pages : 353
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Book Description
Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications.
Author: Venkatarama Krishnan
Publisher: Courier Corporation
ISBN: 0486441644
Category : Science
Languages : en
Pages : 353
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Book Description
Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications.
Author: M. A. Kaashoek
Publisher: Springer Science & Business Media
ISBN: 9780817634704
Category : Juvenile Nonfiction
Languages : en
Pages : 684
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Book Description
This volume is the second of the three volume publication containing the proceedings of the 1989 International Symposium on the Mathemat ical Theory of Networks and Systems (MTNS-89), which was held in Amsterdam, The Netherlands, June 19-23, 1989 The International Symposia MTNS focus attention on problems from system and control theory, circuit theory and signal processing, which, in general, require application of sophisticated mathematical tools, such as from function and operator theory, linear algebra and matrix theory, differential and algebraic geometry. The interaction between advanced mathematical methods and practical engineering problems of circuits, systems and control, which is typical for MTNS, turns out to be most effective and is, as these proceedings show, a continuing source of exciting advances. The second volume contains invited papers and a large selection of other symposium presentations in the vast area of robust and nonlinear control. Modern developments in robust control and H-infinity theory, for finite as well as for infinite dimensional systems, are presented. A large part of the volume is devoted to nonlinear control. Special atten tion is paid to problems in robotics. Also the general theory of nonlinear and infinite dimensional systems is discussed. A couple of papers deal with problems of stochastic control and filterina. vi Preface The titles of the two other volumes are: Realization and Modelling in System Theory (volume 1) and Signal Processing, Scattering and Operator Theory, and Numerical Methods (volume 3).
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 556
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Book Description
Author: Lei Guo
Publisher: American Mathematical Soc.
ISBN: 0821820095
Category : Mathematics
Languages : en
Pages : 226
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Book Description
This volume presents lectures delivered at a workshop held at the Chinese Academy of Sciences (Bejing). The following articles are included: "Nonlinear Systems Control" by R. Brockett, "Adaptive Control of Discrete-Time Nonlinear Systems with Structural Uncertainties" by L.-L. Xie and L. Guo, "Networks and Learning" by P. R. Kumar, "Mathematical Aspects of the Power Control Problem in Mobile Communication Systems" by C. W. Sung and W. S. Wong, and "Brockett's Problem on Nonlinear Filtering Theory" by S. S.-T. Yau. Basic concepts and current research are both presented in this book. The volume offers a comprehensive and easy-to-follow account of many fundamental issues in this diverse field. It would be a suitable text for a graduate course on wireless communication. Titles in this series are co-published with International Press, Cambridge, MA.
Author: Joseph Bishop Keller
Publisher: American Mathematical Soc.
ISBN: 9780821813256
Category : Stochastic differential equations
Languages : en
Pages : 220
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Book Description
Author: Jitendra R. Raol
Publisher: CRC Press
ISBN: 1351647954
Category : Technology & Engineering
Languages : en
Pages : 1079
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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: Jie Xiong
Publisher: OUP Oxford
ISBN: 0191551392
Category : Mathematics
Languages : en
Pages : 288
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Book Description
Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still in its infancy, the study of singular filtering models has yielded exciting results. In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability.
Author: Ju H. Park
Publisher: Springer Nature
ISBN: 9811392544
Category : Science
Languages : en
Pages : 351
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Book Description
This book presents up-to-date research developments and novel methodologies to solve various stability and control problems of dynamic systems with time delays. First, it provides the new introduction of integral and summation inequalities for stability analysis of nominal time-delay systems in continuous and discrete time domain, and presents corresponding stability conditions for the nominal system and an applicable nonlinear system. Next, it investigates several control problems for dynamic systems with delays including H(infinity) control problem Event-triggered control problems; Dynamic output feedback control problems; Reliable sampled-data control problems. Finally, some application topics covering filtering, state estimation, and synchronization are considered. The book will be a valuable resource and guide for graduate students, scientists, and engineers in the system sciences and control communities.
Author: Ju H. Park
Publisher: Springer
ISBN: 3319962027
Category : Technology & Engineering
Languages : en
Pages : 240
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Book Description
This book introduces the principle theories and applications of control and filtering problems to address emerging hot topics in feedback systems. With the development of IT technology at the core of the 4th industrial revolution, dynamic systems are becoming more sophisticated, networked, and advanced to achieve even better performance. However, this evolutionary advance in dynamic systems also leads to unavoidable constraints. In particular, such elements in control systems involve uncertainties, communication/transmission delays, external noise, sensor faults and failures, data packet dropouts, sampling and quantization errors, and switching phenomena, which have serious effects on the system’s stability and performance. This book discusses how to deal with such constraints to guarantee the system’s design objectives, focusing on real-world dynamical systems such as Markovian jump systems, networked control systems, neural networks, and complex networks, which have recently excited considerable attention. It also provides a number of practical examples to show the applicability of the presented methods and techniques. This book is of interest to graduate students, researchers and professors, as well as R&D engineers involved in control theory and applications looking to analyze dynamical systems with constraints and to synthesize various types of corresponding controllers and filters for optimal performance of feedback systems.
