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Optimal State Estimation

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Release : 2006-06-19
Genre : Technology & Engineering
Kind : eBook
Book Rating : 337/5 ( reviews)

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Book Synopsis Optimal State Estimation by : Dan Simon

Download or read book Optimal State Estimation written by Dan Simon. This book was released on 2006-06-19. Available in PDF, EPUB and Kindle. Book excerpt: A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering. While there are other textbooks that treat state estimation, this one offers special features and a unique perspective and pedagogical approach that speed learning: * Straightforward, bottom-up approach begins with basic concepts and then builds step by step to more advanced topics for a clear understanding of state estimation * Simple examples and problems that require only paper and pen to solve lead to an intuitive understanding of how theory works in practice * MATLAB(r)-based source code that corresponds to examples in the book, available on the author's Web site, enables readers to recreate results and experiment with other simulation setups and parameters Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering. Problems at the end of each chapter include both written exercises and computer exercises. Written exercises focus on improving the reader's understanding of theory and key concepts, whereas computer exercises help readers apply theory to problems similar to ones they are likely to encounter in industry. With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory. It also serves as a reference for engineers and science professionals across a wide array of industries.

Optimal State Estimation for Linear Systems

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Author :
Release : 1969
Genre : Linear systems
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Optimal State Estimation for Linear Systems by : Donald William Kelly

Download or read book Optimal State Estimation for Linear Systems written by Donald William Kelly. This book was released on 1969. Available in PDF, EPUB and Kindle. Book excerpt:

On the Optimal State Estimation and Control of Linear Systems with Incomplete State Information

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Author :
Release : 1976
Genre :
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis On the Optimal State Estimation and Control of Linear Systems with Incomplete State Information by : John O'Reilly

Download or read book On the Optimal State Estimation and Control of Linear Systems with Incomplete State Information written by John O'Reilly. This book was released on 1976. Available in PDF, EPUB and Kindle. Book excerpt:

Discrete-Time Linear Systems

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Author :
Release : 2012-02-14
Genre : Technology & Engineering
Kind : eBook
Book Rating : 817/5 ( reviews)

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Book Synopsis Discrete-Time Linear Systems by : Guoxiang Gu

Download or read book Discrete-Time Linear Systems written by Guoxiang Gu. This book was released on 2012-02-14. Available in PDF, EPUB and Kindle. Book excerpt: Discrete-Time Linear Systems: Theory and Design with Applications combines system theory and design in order to show the importance of system theory and its role in system design. The book focuses on system theory (including optimal state feedback and optimal state estimation) and system design (with applications to feedback control systems and wireless transceivers, plus system identification and channel estimation).

Continuous Time Dynamical Systems

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Author :
Release : 2012-10-24
Genre : Technology & Engineering
Kind : eBook
Book Rating : 298/5 ( reviews)

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Book Synopsis Continuous Time Dynamical Systems by : B.M. Mohan

Download or read book Continuous Time Dynamical Systems written by B.M. Mohan. This book was released on 2012-10-24. Available in PDF, EPUB and Kindle. Book excerpt: Optimal control deals with the problem of finding a control law for a given system such that a certain optimality criterion is achieved. An optimal control is a set of differential equations describing the paths of the control variables that minimize the cost functional. This book, Continuous Time Dynamical Systems: State Estimation and Optimal Control with Orthogonal Functions, considers different classes of systems with quadratic performance criteria. It then attempts to find the optimal control law for each class of systems using orthogonal functions that can optimize the given performance criteria. Illustrated throughout with detailed examples, the book covers topics including: Block-pulse functions and shifted Legendre polynomials State estimation of linear time-invariant systems Linear optimal control systems incorporating observers Optimal control of systems described by integro-differential equations Linear-quadratic-Gaussian control Optimal control of singular systems Optimal control of time-delay systems with and without reverse time terms Optimal control of second-order nonlinear systems Hierarchical control of linear time-invariant and time-varying systems

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