Factorization Methods for Discrete Sequential Estimation PDF Download
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Author: Gerald J. Bierman
Publisher: Courier Corporation
ISBN: 0486449815
Category : Mathematics
Languages : en
Pages : 260
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Book Description
This estimation reference text thoroughly describes matrix factorization methods successfully employed by numerical analysts, familiarizing readers with the techniques that lead to efficient, economical, reliable, and flexible estimation algorithms. Topics include a review of least squares data processing and the Kalman filter algorithm; positive definite matrices, the Cholesky decomposition, and some of their applications; Householder orthogonal transformations; sequential square root data processing; mapping effects and process noise; biases and correlated process noise; and covariance analysis of effects due to mismodeled variables and incorrect filter a priori statistics. The concluding chapters explore SRIF error analysis of effects due to mismodeled variables and incorrect filter a priori statistics as well as square root information smoothing. Geared toward advanced undergraduates and graduate students, this pragmatically oriented and detailed presentation is also a useful reference, featuring numerous helpful appendixes throughout the text.
Author: Gerald J. Bierman
Publisher: Courier Corporation
ISBN: 0486449815
Category : Mathematics
Languages : en
Pages : 260
Get Book Here
Book Description
This estimation reference text thoroughly describes matrix factorization methods successfully employed by numerical analysts, familiarizing readers with the techniques that lead to efficient, economical, reliable, and flexible estimation algorithms. Topics include a review of least squares data processing and the Kalman filter algorithm; positive definite matrices, the Cholesky decomposition, and some of their applications; Householder orthogonal transformations; sequential square root data processing; mapping effects and process noise; biases and correlated process noise; and covariance analysis of effects due to mismodeled variables and incorrect filter a priori statistics. The concluding chapters explore SRIF error analysis of effects due to mismodeled variables and incorrect filter a priori statistics as well as square root information smoothing. Geared toward advanced undergraduates and graduate students, this pragmatically oriented and detailed presentation is also a useful reference, featuring numerous helpful appendixes throughout the text.
Author: Jitendra R. Raol
Publisher: CRC Press
ISBN: 1439800057
Category : Technology & Engineering
Languages : en
Pages : 570
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Book Description
Using MATLAB examples wherever possible, Multi-Sensor Data Fusion with MATLAB explores the three levels of multi-sensor data fusion (MSDF): kinematic-level fusion, including the theory of DF; fuzzy logic and decision fusion; and pixel- and feature-level image fusion. The authors elucidate DF strategies, algorithms, and performance evaluation mainly
Author: Derong Liu
Publisher: Springer Science & Business Media
ISBN: 1461200377
Category : Technology & Engineering
Languages : en
Pages : 459
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Book Description
It is with great pleasure that I offer my reflections on Professor Anthony N. Michel's retirement from the University of Notre Dame. I have known Tony since 1984 when he joined the University of Notre Dame's faculty as Chair of the Depart ment of Electrical Engineering. Tony has had a long and outstanding career. As a researcher, he has made im portant contributions in several areas of systems theory and control theory, espe cially stability analysis of large-scale dynamical systems. The numerous awards he received from the professional societies, particularly the Institute of Electrical and Electronics Engineers (IEEE), are a testament to his accomplishments in research. He received the IEEE Control Systems Society's Best Transactions Paper Award (1978), and the IEEE Circuits and Systems Society's Guillemin-Cauer Prize Paper Award (1984) and Myril B. Reed Outstanding Paper Award (1993), among others. In addition, he was a Fulbright Scholar (1992) and received the Alexander von Hum boldt Forschungspreis (Alexander von Humboldt Research Award for Senior U.S. Scientists) from the German government (1997). To date, he has written eight books and published over 150 archival journal papers. Tony is also an effective administrator who inspires high academic standards.
Author: United States. Army Research Office
Publisher:
ISBN:
Category : Military research
Languages : en
Pages : 458
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Book Description
Author:
Publisher:
ISBN:
Category : Military research
Languages : en
Pages : 160
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Book Description
Author: Jati Sengupta
Publisher: Springer Science & Business Media
ISBN: 9400950535
Category : Business & Economics
Languages : en
Pages : 478
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Book Description
Use of information is basic to economic theory in two ways. As a basis for optimization, it is central to all normative hypotheses used in eco nomics, but in decision-making situations it has stochastic and evolution ary aspects that are more dynamic and hence more fundamental. This book provides an illustrative survey of the use of information in econom ics and other decision sciences. Since this area is one of the most active fields of research in modern times, it is not possible to be definitive on all aspects of the issues involved. However questions that appear to be most important in this author's view are emphasized in many cases, without drawing any definite conclusions. It is hoped that these questions would provoke new interest for those beginning researchers in the field who are currently most active. Various classifications of information structures and their relevance for optimal decision-making in a stochastic environment are analyzed in some detail. Specifically the following areas are illustrated in its analytic aspects: 1. Stochastic optimization in linear economic models, 2. Stochastic models in dynamic economics with problems of time-inc- sistency, causality and estimation, 3. Optimal output-inventory decisions in stochastic markets, 4. Minimax policies in portfolio theory, 5. Methods of stochastic control and differential games, and 6. Adaptive information structures in decision models in economics and the theory of economic policy.
Author: Neal Noah Madras
Publisher: American Mathematical Soc.
ISBN: 0821819925
Category : Mathematics
Languages : en
Pages : 238
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Book Description
This volume contains the proceedings of the Workshop on Monte Carlo Methods held at The Fields Institute for Research in Mathematical Sciences (Toronto, 1998). The workshop brought together researchers in physics, statistics, and probability. The papers in this volume - of the invited speakers and contributors to the poster session - represent the interdisciplinary emphasis of the conference. Monte Carlo methods have been used intensively in many branches of scientific inquiry. Markov chain methods have been at the forefront of much of this work, serving as the basis of many numerical studies in statistical physics and related areas since the Metropolis algorithm was introduced in 1953. Statisticians and theoretical computer scientists have used these methods in recent years, working on different fundamental research questions, yet using similar Monte Carlo methodology. This volume focuses on Monte Carlo methods that appear to have wide applicability and emphasizes new methods, practical applications and theoretical analysis. It will be of interest to researchers and graduate students who study and/or use Monte Carlo methods in areas of probability, statistics, theoretical physics, or computer science.
Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 216
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Book Description
Author: Klaus Linkwitz
Publisher: Springer Science & Business Media
ISBN: 3642745857
Category : Science
Languages : en
Pages : 637
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Book Description
The book is based on an international workshop on High Precision Navigation. The reader will find a wealth of information on - satellite navigation systems and their geodetic applications, especially using GPS - laser and radar techniques - image processing and image sequence analysis - autonomous vehicle guidance systems - inertial navigation systems - integration of different sensor systems.
Author: Karl J. Åström
Publisher: Courier Corporation
ISBN: 0486319148
Category : Technology & Engineering
Languages : en
Pages : 596
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Book Description
Suitable for advanced undergraduates and graduate students, this overview introduces theoretical and practical aspects of adaptive control, with emphasis on deterministic and stochastic viewpoints. 1995 edition.
